We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
For discrete-time linear time invariant systems with constraints on inputs and states, we develop an algorithm to determine explicitly, the state feedback control law which minimi...
Alberto Bemporad, Manfred Morari, Vivek Dua, Efstr...
A fast online algorithm was developed for polygonal approximation of signals and curves with a minimum number of line segments for a given constraint on the standard deviation of ...
This paper proposes a stochastic dynamic thermal management (DTM) technique in high-performance VLSI system with especial attention to the uncertainty in temperature observation. ...
This paper proposes a novel application of differential evolution to solve a difficult dynamic optimisation or optimal control problem. The miss distance in a missile-target engag...