— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...
A hierarchical least squares (HLS) algorithm is derived in details for identifying MIMO ARX-like systems based on the hierarchical identification principle. It is shown that the ...
— A manufacturer producing several items keeps them into safety stocks (buffers) in order to supply an external stochastic demand without interruptions. We consider the classical...
Francesco Borrelli, Carmen Del Vecchio, Alessandra...
Empirical game theory allows studying the strategic interactions of agents in simulations. Specifically, traditional game theory describes such interactions by an analytical model...
Thierry Moyaux, Brahim Chaib-draa, Sophie D'Amours
We consider the general, widely applicable problem of selecting from n real-valued random variables a subset of size m of those with the highest means, based on as few samples as ...