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Recent analysis of Multiple-Input Multiple-Output (MIMO) communication systems, for example those involving antenna arrays, has shown that channel capacity increases linearly with the number of antenn...
This paper describes how to efficiently solve a robust optimal control problem using recently developed primal-dual interior-point methods. Among potential applications are model predictive control. T...
In an earlier paper, we have demonstrated that the family of all affine non-anticipative output-based control laws in a discrete time linear dynamical system affected by uncertain disturbances is equi...
The regenerative method enjoys asymptotic properties that make it a highly desirable approach for steady-state simulation output analysis. It has been shown that virtually all discrete-event simulatio...
The regenerative method possesses certain asymptotic properties that dominate those of other steady-state simulation output analysis methods, such as batch means. Therefore, applying the regenerative ...
In spite of the common consensus on the classic Markov chain Monte Carlo (MCMC)as a universal tool for generating samples on complex sets, it fails to generate points uniformly distributed on discrete...

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