The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
We consider probabilistic constrained linear programs with general distributions for the uncertain parameters. These problems generally involve non-convex feasible sets. We develo...
Traditionally, the coordination of multiple traffic signals and the traffic assignment problem in an urban street network are considered as two separate optimization problems. How...
A Gm- C architecture for a quadrature, sinusoidal os- ± Vref cillator with instantaneous, phase-preserving, linear frequency control Peak detector and independent, static amplitud...