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What Next?
Developments of computing power, but more particularly of easy-to-use packages for statistics, symbolic mathematics, PDE solving, … have hugely...
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Design and validation of an MPC controller for CMG-based testbed
In the last years, Control Moment Gyros (CMGs) are widely used for high-speed attitude control, since they are able to generate larger torque...
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Solving Large-Scale Routing Optimization Problems with Networks and Only Networks
AbstractFor the first time, a fully neural approach has been proposed, capable of solving the optimization problem of routes of extremely large...
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Introduction
This monograph gives a concise exposition of our recent industry-academic collaboration on a general framework of portfolio theory. In particular, it...
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Discrete-Time Portfolio Optimization under Maximum Drawdown Constraint with Partial Information and Deep Learning Resolution
We study a discrete-time portfolio selection problem with partial information and maximum drawdown constraint. Drift uncertainty in the...
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From agent-based models to the macroscopic description of fake-news spread: the role of competence in data-driven applications
Fake news spreading, with the aim of manipulating individuals’ perceptions of facts, is now recognized as a major problem in many democratic...
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Model Predictive Control for the Internet of Things
In this chapter, we argue that model predictive control (MPC) can be a very powerful technique to mitigate some of the challenges that arise when...
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Multi-level Iterations for Economic Nonlinear Model Predictive Control
Solving the nonlinear optimal control problem (OCP) arising from Economic Nonlinear model predictive control (ENMPC) reliably in real time is still a...
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More Advanced General Purpose Procedures
The previous chapter covered the more established and the more widely used generic procedures. This chapter focuses on techniques that are more...
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Tube Model Predictive Control for Flexible Satellite Dynamics
This chapter presents a 3-axis robust model predictive control algorithm for a flexible spacecraft during pointing maneuvers. The spacecraft’s linear...
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Robust Approximation-Based Event-Triggered MPC for Constrained Sampled-Data Systems
In this paper, an approximation-based event-triggered model predictive control (AETMPC) strategy is proposed to implement event-triggered model...
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The new moon interval NA and the beginning of the Babylonian month
This study examines Babylonian records of the new moon interval NA (sunset to moonset on the day of first lunar visibility) and the connection of...
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A deep reinforcement learning framework for solving two-stage stochastic programs
In this study, we present a deep reinforcement learning framework for solving scenario-based two-stage stochastic programming problems. Stochastic...
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Integration of maintenance scheduling and planning for large-scale asset fleets
Large fleets of engineering assets that are subject to ongoing degradation are posing the challenge of how and when to perform maintenance. For a...
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An Integer Programming Approach for Sensor Location in a Forest Fire Monitoring System
Forests worldwide have been devastated by fires. Forest fires cause incalculable damage to fauna and flora. In addition, a forest fire can lead to...
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Feature Engineering with Regularity Structures
We investigate the use of models from the theory of regularity structures as features in machine learning tasks. A model is a polynomial function of...
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Empirical Likelihood for a First-Order Generalized Random Coefficient Integer-Valued Autoregressive Process
In this paper, the authors consider the empirical likelihood method for a first-order generalized random coefficient integer-valued autoregressive...
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Neural networks meet least squares Monte Carlo at internal model data
In August 2020 we published “Comprehensive Internal Model Data for Three Portfolios” as an outcome of our work for the committee “Actuarial Data...
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The Planck Mission and the Cosmic Microwave Background
Relevant observations to test cosmological models have increased dramatically in the last fifteen years. The Planck space mission for the observation...
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Lesson Plan: Combining Forces
The lesson detailed below is concerned with solving situations involving two forces, using the parallelogram of forces method. The focus is on...