This paper explores an approach to global, stochastic, simulation optimization which combines stochastic approximation (SA) with simulated annealing (SAN). SA directs a search of ...
We show how a technique from signal processing known as zero-delay convolution can be used to develop more efficient dynamic programming algorithms for a broad class of stochastic...
In this paper, we describe a minimal mean square error (MMSE) optimal interpolation filter for discrete random signals. We explicitly derive the interpolation filter for a firs...
Eija Johansson, Marie Strom, Mats Viberg, Lennart ...
We investigate the use of quasi-interpolating approximation schemes, to construct an estimate of an unknown function from its given discrete samples. We show theoretically and wit...
In this paper we present a nonlinear programming solution to one of the most challenging problems in trajectory optimization. Unlike most aerospace trajectory optimization problems...
H. M. Prasanna, D. Ghose, M. S. Bhat, Chiranjib Bh...