: In this paper we study the Lindley-type equation W = max{0, B − A − W}. Its main characteristic is that it is a non-increasing monotone function in its main argument W. Our m...
Abstract. We establish results for the problem of tracking a time-dependent manifold arising in realtime optimization by casting this as a parametric generalized equation. We demon...
This paper introduces a new sweeping preconditioner for the iterative solution of the variable coefficient Helmholtz equation in two and three dimensions. The algorithms follow th...
A new formulation, a gauge formulation of the incompressible Navier-Stokes equations in terms of an auxiliary field a and a gauge variable , u = a + , was proposed recently by E an...
—The paper concerns approximate dynamic decision making. It deals with solving Bellman equation to obtain the Bellman function via so-called suboptimal strategies. The suboptimal...