Portfolio selection is a relevant problem arising in finance and economics. While its basic formulations can be efficiently solved through linear or quadratic programming, its mor...
Luca Di Gaspero, Giacomo di Tollo, Andrea Roli, An...
A predicate P : {−1, 1}k → {0, 1} can be associated with a constraint satisfaction problem Max CSP(P). P is called “approximation resistant” if Max CSP(P) cannot be approxi...
Finite-time optimal control problems with quadratic performance index for linear systems with linear constraints can be transformed into Quadratic Programs (QPs). Model Predictive ...
Francesco Borrelli, Mato Baotic, Jaroslav Pekar, G...
E.I.Verriest and F.L.Lewis have presented in [1] a new method to approach the minimum-time control of linear continous-time systems avoiding the Bang-Bang control. Their method re...
We propose a new model for exible composition of objects et of features. Features are similar to (abstract) subclasses, but only provide the core functionality of a (sub)class. Ove...