ion techniques are indispensable for the specification and verification of functional behavior of programs. In object-oriented ation languages like JML, a powerful abstraction tec...
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
We propose a novel approach to optimize Partially Observable Markov Decisions Processes (POMDPs) defined on continuous spaces. To date, most algorithms for model-based POMDPs are ...
Josep M. Porta, Nikos A. Vlassis, Matthijs T. J. S...
This paper presents a method for enlarging the domain of attraction of nonlinear model predictive control (MPC). The usual way of guaranteeing stability of nonlinear MPC is to add...
We consider the symmetric Darlington synthesis of a p × p rational symmetric Schur function S with the constraint that the extension is of size 2p×2p. Under the assumption that S...
Laurent Baratchart, P. Enqvist, A. Gombani, M. Oli...