Hence, the proposed method is robust accurate for solving the steady-state and transient seepage problems.
Numerical Analysis Numerical Analysis
We propose a two stage procedure for the estimation of the parameters of a fairly general, continuous-time stochastic volatility.
Statistics Theory Methodology Statistics Theory
To make the bookkeeping in such proofs manageable, we use a three-layered type theory with shapes, whose contexts are extended by polytopes within directed cubes, which can be abstracted over using "extension types" that generalize the path-types of cubical type theory.
Category Theory Logic 03G30, 18G55, 55U40
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem.
Optimization and Control
We develop a novel adaptation-based technique for safe control design in the presence of multiple control barrier function (CBF) constraints.
Optimization and Control Systems and Control Systems and Control
This work optimizes a lithium-ion battery charging schedule while considering a joint revenue and battery degradation model.
Optimization and Control Performance
The (R, s, S) is a stochastic inventory control policy widely used by practitioners.
Optimization and Control
In this paper, we propose computationally efficient and accurate methods to estimate the probability of failure, i. e. reliability constraints violation, under a known distribution of renewable energy generation.
Optimization and Control
The first test case is a Poisson equation posed in a four dimensional domain which is a Cartesian product of two unit squares solved using the classical Galerkin finite element method.
Numerical Analysis Mathematical Software Numerical Analysis
This paper presents alpaqa, an open-source C++ implementation of an augmented Lagrangian method for nonconvex constrained numerical optimization, using the first-order PANOC algorithm as inner solver.
Optimization and Control Systems and Control Systems and Control 65K05, 49M37, 90C30