A classical problem of stochastic simulation is how to estimate the variance of the sample mean of dependent but stationary outputs. Many variance estimators, such as the batch me...
In this paper we propose a novel iterative search procedure for multi-objective optimization problems. The iteration process – though derivative free – utilizes the geometry o...
— Ergodic stochastic optimization (ESO) algorithms are proposed to solve resource allocation problems that involve a random state and where optimality criteria are expressed in t...
An integrated optimization model of production plan and scheduling is introduced. Function objective is to minimize sum of total setup cost (initial setup cost and related setup c...
— Robust control synthesis of linear time-invariant SISO polytopic systems is investigated using the polynomial approach. A convex set of all stabilizing controllers for a polyto...