— Many real-world dynamic optimisation problems have constraints, and in certain cases not only the objective function changes over time, but the constraints also change as well....
We propose a new numerical scheme for linear transport equations. It is based on a decomposition of the distribution function into equilibrium and non-equilibrium parts. We also us...
This paper examines the problem of estimating linear time-invariant state-space system models. In particular it addresses the parametrization and numerical robustness concerns tha...
"The present Handbook has been designed to provide scientific investigators with a comprehensive and self-contained summary of the mathematical functions that arise in physica...
Quickest detection of an abrupt distribution change with an unknown time varying parameter is considered. A novel adaptive approach is proposed to tackle this problem, which is sh...