Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
We develop a sequential sampling procedure for solving a class of stochastic programs. A sequence of feasible solutions, with at least one optimal limit point, is given as input t...
— We present a near-optimal deterministic filter for systems that evolve on the unit circle. Unlike suboptimal filtering algorithms that rely on approximations of the system, t...
Paul William Coote, Jochen Trumpf, Robert E. Mahon...