We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
We present an optimization algorithm based on a model of bacterial chemotaxis. The original biological model is used to formulate a simple optimization algorithm, which is evaluate...
— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions b...
- The effectiveness of stochastic power management relies on the accurate system and workload model and effective policy optimization. Workload modeling is a machine learning proce...
Abstract: An optimization algorithm for the design of combinational circuits that are robust to single-event upsets (SEUs) is described. A simple, highly accurate model for the SEU...