Abstract-- We consider optimal experiment design for parametric prediction error system identification of linear timeinvariant systems in closed loop. The optimisation is performed...
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Abstract-- Studies on dynamic real-time optimization (DRTO) of waterflooding strategies in petroleum reservoirs have demonstrated that there exists a large potential to improve eco...
Gijs van Essen, Amin Rezapour, Paul M. J. Van den ...
In bandit problems, a decision-maker must choose between a set of alternatives, each of which has a fixed but unknown rate of reward, to maximize their total number of rewards ov...
Michael D. Lee, Shunan Zhang, Miles Munro, Mark St...
In this paper we study the constrained consensus problem, i.e. the problem of reaching a common point from the estimates generated by multiple agents that are constrained to lie in...