We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
We describe a Markov chain Monte Carlo (MCMC)-based algorithm for sampling solutions to mixed Boolean/integer constraint problems. The focus of this work differs in two points from...
This paper deals with state estimation problem for linear systems with state equality constraints. Using noisy measurements which are available from the observable system, we cons...
— This paper proposes an optimal gait generation framework using virtual constraint and learning optimal control. In this method, firstly, we add a constraint by a virtual poten...
— In this paper, we consider time-and-frequency hopping (TFH) codes for optical code-division multiple-access (OCDMA) networks. To support the differentiated service requirements...