— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...
This paper deals with polynomial stochastic hybrid systems (pSHSs), which generally correspond to stochastic hybrid systems with polynomial continuous vector fields, reset maps, a...
Often, parallel and distributed computing systems must operate in an environment replete with uncertainty. Determining a resource allocation that accounts for this uncertainty in ...
Vladimir Shestak, Jay Smith, Howard Jay Siegel, An...