Abstract— The problem of estimating the intensity process of a doubly stochastic Poisson process is analyzed. Using covariance information, a recursive linear minimum mean-square...
: The guarantee of feasibility given feasibility at initial time is an issue that has been overlooked by many of the recent papers on stochastic model predictive control. Effective...
Basil Kouvaritakis, Mark Cannon, Sasa V. Rakovic, ...
The Network Interdiction Problem involves interrupting an adversary's ability to maximize flow through a capacitated network by destroying portions of the network. A budget c...
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
: Linear integral operators describing physical problems on symmetric domains often are equivariant, which means that they commute with certain symmetries, i.e., with a group of or...