This paper investigates the use of genetic programming in automatized synthesis of scheduling heuristics. The applied scheduling technique is priority scheduling, where the next st...
This article proposes an approach for investigating the exponential stability of a nonlinear interval dynamical system with the nonlinearity of a quadratic type on the basis of the...
— State estimation is addressed for a class of discrete-time systems that may switch among different modes taken from a finite set. The system and measurement equations of each ...
Angelo Alessandri, Marco Baglietto, Giorgio Battis...
A central quantity in steady-state simulation is the time-average variance constant. Estimates of this quantity are needed (for example) for constructing confidence intervals, an...
Halim Damerdji, Shane G. Henderson, Peter W. Glynn
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...