The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
Abstract--A real-time communication system with noisy feedback is considered. The system consists of a Markov source, forward and backward discrete memoryless channels, and a recei...
The eigenvalues of the kernel matrix play an important role in a number of kernel methods, in particular, in kernel principal component analysis. It is well known that the eigenva...
We consider a two-player zero-sum game given by a Markov chain over a finite set of states K and a family of zero-sum matrix games (Gk)kK. The sequence of states follows the Marko...