- The problem of stochastic sequential machines (SSM) synthesis is addressed and its relationship with the constrained sequence generation problem which arises during power estimat...
Several population-based methods (with origins in the world of evolutionary strategies and estimation-of-distribution algorithms) for black-box optimization in continuous domains ...
Abstract The problem of portfolio risk estimation in volatile markets requires employing fat-tailed models for financial instrument returns combined with copula functions to captur...
Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlo...
Many perceptual and cognitive processes, like decision-making and bistable perception, involve multistable phenomena under the influence of noise. The role of noise in a multistab...
Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...