An import issue for numerical weather prediction modes (NWP) is the time it takes to produce a valid forecast. One factor, which greatly influences this simulation time is the si...
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
This paper considers trajectory planning problems for autonomous robots in information gathering tasks. The objective of the planning is to maximize the information gathered withi...
Cindy Leung, Shoudong Huang, Ngai Ming Kwok, Gamin...
— By combining a low-order model of forecast errors, the extended Kalman filter, and classical continuous optimization, we develop an integrated methodology for planning mobile ...
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...