This course aims to develop a computational view of stochastic differential equations (SDEs) for students who have an applied or engineering background, e.g., machine learning, signal processing, ...

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Cutting funding from the Corporation for Public Broadcasting could be catastrophic for local stations, particularly those in rural areas. By Benjamin Mullin More than a half-century ago, the federal ...

† Department of Chemical Engineering, Texas A&M University, 3122 TAMU, College Station, Texas 77843, United States ‡ Mary Kay O’Connor Process Safety Center, Texas A&M University, 3122 TAMU, College ...

Dynamic stochastic matching problems arise in a variety of recent applications, ranging from ridesharing and online video games to kidney exchange. Such problems are naturally formulated as Markov ...

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temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear ...

ABSTRACT: In the paper, perturbed stochastic Volterra Equations with noise terms driven by series of independent scalar Wiener processes are considered. In the study, the resolvent approach to the ...

ABSTRACT: The paper deals with the optimal proportional reinsurance in a collective risk theory model involving two classes of insurance business. These classes are dependent through the number of ...