Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Abstract-- We present a computational framework for automatic synthesis of a feedback control strategy for a piecewise affine (PWA) system from a specification given as a Linear Te...
Jana Tumova, Boyan Yordanov, Calin Belta, Ivana Ce...
This paper deals with hierarchical model predictive control (MPC) of distributed systems. A threelevel hierarchical approach is proposed, consisting of a high level MPC controller,...
Jan Dimon Bendtsen, Klaus Trangbaek, Jakob Stoustr...
Bound propagation is an important Artificial Intelligence technique used in Constraint Programming tools to deal with numerical constraints. It is typically embedded within a sea...
Lucas Bordeaux, George Katsirelos, Nina Narodytska...
—The removal of Poisson noise is often performed through the following three-step procedure. First, the noise variance is stabilized by applying the Anscombe root transformation ...