This paper proposes a capital accumulation model with a random stopping time corresponding to the occurrence of an environmental catastrophe. Depending on the preventive capital s...
In this paper, the complex-step method is applied in the setting of numerical optimisation problems involving dynamical systems modelled as nonlinear differential equations. The m...
We study the stability of a variant of Kelly's rate control scheme in a simple setting with a single flow and a single resource. The feedback signal from the resource is a fun...
The H2-optimal controller for systems with preview, in which the knowledge of external input is available in advance for the controller, is derived. The single input case is first...
In this paper we show that the problem of optimal mine planning can be cast in the framework of receding horizon control. Traditional formulations of this problem have cast it in ...