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AMC
2008
86views more  AMC 2008»
13 years 7 months ago
Numerical solution of stochastic Nash games with state-dependent noise for weakly coupled large-scale systems
This paper discusses the infinite horizon stochastic Nash games with state-dependent noise. After establishing the asymptotic structure along with the positive semidefiniteness for...
Muneomi Sagara, Hiroaki Mukaidani, Toru Yamamoto
SIGMETRICS
2002
ACM
142views Hardware» more  SIGMETRICS 2002»
13 years 7 months ago
Exact aggregate solutions for M/G/1-type Markov processes
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 ...
Alma Riska, Evgenia Smirni
SIAMCO
2002
121views more  SIAMCO 2002»
13 years 7 months ago
Consistent Approximations and Approximate Functions and Gradients in Optimal Control
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...
Olivier Pironneau, Elijah Polak
CCE
2008
13 years 7 months ago
Global optimization of multiscenario mixed integer nonlinear programming models arising in the synthesis of integrated water net
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...
Ramkumar Karuppiah, Ignacio E. Grossmann
SIAMNUM
2011
139views more  SIAMNUM 2011»
13 years 2 months ago
Adaptive Wavelet Schemes for Parabolic Problems: Sparse Matrices and Numerical Results
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...
Nabi Chegini, Rob Stevenson