Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...
Although the populations of biological systems are inherently discrete and their dynamics are strongly stochastic, it is usual to consider their limiting behaviour for large envir...
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
— Balanced truncation (BT) model order reduction (MOR) is known for its superior accuracy and computable error bounds. Balanced stochastic truncation (BST) is a particular BT pro...
We propose a fast algorithm for solving the ℓ1-regularized minimization problem minx∈Rn µ x 1 + Ax − b 2 2 for recovering sparse solutions to an undetermined system of linea...