Deterministic optimization approaches have been well developed and widely used in the process industry to accomplish off-line and on-line process optimization. The challenging tas...
We introduce the generalized semi-Markov decision process (GSMDP) as an extension of continuous-time MDPs and semi-Markov decision processes (SMDPs) for modeling stochastic decisi...
Analysis of network traffic indicates that packet arrival processes have significant stochastic dependence. It has been suggested that this dependence is so strong as to be wellmo...
Threshold estimation is one of the useful techniques in the inference for jump-type stochastic processes from discrete observations. In this method, a jump-discriminant filter is ...
AbstrAct A comprehensive overview of numerical methodologies currently available for analyzing and building understanding of complex processes is presented. Both equation-free and ...