A5027426452- Stochastic processes and financial applications
- Economic theories and models
- Supply Chain and Inventory Management
- Advanced Mathematical Modeling in Engineering
- Stability and Controllability of Differential Equations
- Advanced Queuing Theory Analysis
- Advanced Control Systems Optimization
- Differential Equations and Numerical Methods
- Nonlinear Partial Differential Equations
- Scheduling and Optimization Algorithms
- Stability and Control of Uncertain Systems
- Insurance, Mortality, Demography, Risk Management
- Risk and Portfolio Optimization
- Optimization and Variational Analysis
- Capital Investment and Risk Analysis
- Mathematical Biology Tumor Growth
- advanced mathematical theories
- Numerical methods for differential equations
- Optimization and Search Problems
- Nonlinear Differential Equations Analysis
- Consumer Market Behavior and Pricing
- Climate Change Policy and Economics
- Financial Markets and Investment Strategies
- Differential Equations and Boundary Problems
- Aerospace Engineering and Control Systems
The University of Texas at Dallas
2015-2024
City University of Hong Kong
2015-2024
Quality and Reliability (Greece)
2023
Thales (France)
2013-2023
Ericsson (United States)
2023
Hong Kong Polytechnic University
2011-2022
Ajou University
2010-2022
Leonardo (United States)
2013-2022
Thales (Germany)
2020-2022
University of Dallas
2022
These hypotheses are quite reasonable especially when there is a cut-off in velocity space so only velocities of up to finite magnitude enter into the problem.Regarding total scattering cross-section (J we assume that
This paper proposes a novel model-free solution algorithm, the natural cubic-spline-guided Jaya algorithm (S-Jaya), for efficiently solving maximum power point tracking (MPPT) problem of PV systems under partial shading conditions. A photovoltaic (PV) system which controls generation with its operating voltage is considered. As same as generic S-Jaya free algorithm-specific parameters. cubic-spline-based prediction model incorporated into iterative search process to guide update candidate...
The stochastic control problem with linear differential equations driven by Brownian motion processes and as cost functional the exponential of a quadratic form is considered. solution consists law equation. latter has same structure Kalman filter but depends explicitly on functional. separation property does not hold in general for to this problem.
This paper concerns control of partially observable diffusions. The problem is formulated as a with full information, but for the Zakai equation nonlinear filtering. A maximum principle derived and treatment from point view semigroup given.