This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
We introduce a new methodology for the exact analysis of M/G/1-type Markov processes. The methodology uses basic, well-known results for Markov chains by exploiting the structure ...
As shown in [7], optimal control problems with either ODE or PDE dynamics can be solved efficiently using a setting of consistent approximations obtained by numerical discretizati...
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
A simultaneous space-time variational formulation of a parabolic evolution problem is solved with an adaptive wavelet method. This method is shown to converge with the best possibl...