Abstract: In this article, we study nondifferentiable resource allocation problems (RAPs). In our problem, the decisions of agents are subject to coupling inequality constraints, local inequality ...
Jason Fernando is a professional investor and writer who enjoys tackling and communicating complex business and financial problems. Khadija Khartit is a strategy, investment, and funding expert, and ...
Abstract: The paper studies discrete-time statistical filtering problems with the goal to minimize expected total costs. Such problems are usually defined by pairs of stochastic equations and by ...