Integrated Risk-Sensitive, Simulation-Based and Graphical Methodologies for Estimation and Control

摘要

In support of the second task, the researchers made progress incorporating simulation-based optimization and population-based methods into optimization problems. They made significant progress on new simulation-based global optimization methods, as well as on evolutionary approaches to solving Markov Decision Processes (MDPs), new sampling methods for MDPs, simulation based methods for MDPs, new approaches to the allocation of simulation replications for optimization, and applications of these algorithms.