English
Related papers

Related papers: A Simulation Approach Paradigm: An Optimization an…

200 papers

Achieving greater autonomy in automation systems is crucial for handling unforeseen situations effectively. However, this remains challenging due to technological limitations and the complexity of real-world environments. This paper…

Computational Engineering, Finance, and Science · Computer Science 2025-07-08 Johannes Sigel , Daniel Dittler , Nasser Jazdi , Michael Weyrich

This paper explores stochastic control models in the context of decarbonization within the energy market. We study three progressively complex scenarios: (1) a single firm operating with two technologies-one polluting and one clean,(2)two…

General Finance · Quantitative Finance 2025-06-18 Benhao Du , Thomas Treillard , Francois Wang

We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order…

Optimization and Control · Mathematics 2018-10-04 Miroslav Gardlo , Ľuboš Buzna , Rui Carvalho , Richard Gibbens , Frank Kelly

This work develops a compute-efficient algorithm to tackle a fundamental problem in transportation: that of urban travel demand estimation. It focuses on the calibration of origin-destination travel demand input parameters for…

Multiagent Systems · Computer Science 2024-12-19 Suyash Vishnoi , Akhil Shetty , Iveel Tsogsuren , Neha Arora , Carolina Osorio

Ensuring the quality of automated driving systems is a major challenge the automotive industry is facing. In this context, quality defines the degree to which an object meets expectations and requirements. Especially, automated vehicles at…

Software Engineering · Computer Science 2022-04-11 Barbara Schütt , Markus Steimle , Birte Kramer , Danny Behnecke , Eric Sax

Automated driving functions (ADFs) have become increasingly popular in recent years. However, their safety must be assured. Thus, the verification and validation of these functions is still an important open issue in research and…

Software Engineering · Computer Science 2023-08-10 Daniel Becker , Guido Küppers , Lutz Eckstein

Scenario-based testing has become a promising approach to overcome the complexity of real-world traffic for safety assurance of automated vehicles. Within scenario-based testing, a system under test is confronted with a set of predefined…

Software Engineering · Computer Science 2024-04-03 Christoph Glasmacher , Hendrik Weber , Lutz Eckstein

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

Physical systems are modelled and investigated within simulation software in an increasing range of applications. In reality an investigation of the system is often performed by empirical test scenarios which are related to typical…

Machine Learning · Statistics 2018-10-05 Dirk Surmann , Uwe Ligges , Claus Weihs

Current validation methods often rely on recorded data and basic functional checks, which may not be sufficient to encompass the scenarios an autonomous vehicle might encounter. In addition, there is a growing need for complex scenarios…

Robotics · Computer Science 2024-02-08 Marc Kaufeld , Rainer Trauth , Johannes Betz

This paper concerns the numerical solution of a fully nonlinear parabolic double obstacle problem arising from a finite portfolio selection with proportional transaction costs. We consider the optimal allocation of wealth among multiple…

Portfolio Management · Quantitative Finance 2017-11-06 Arash Fahim , Wan-Yu Tsai

We propose to study market efficiency from a computational viewpoint. Borrowing from theoretical computer science, we define a market to be \emph{efficient with respect to resources $S$} (e.g., time, memory) if no strategy using resources…

Computational Engineering, Finance, and Science · Computer Science 2009-09-01 Jasmina Hasanhodzic , Andrew W. Lo , Emanuele Viola

We propose a data-driven method to establish probabilistic performance guarantees for parametric optimization problems solved via iterative algorithms. Our approach addresses two key challenges: providing convergence guarantees to…

Optimization and Control · Mathematics 2025-10-31 Jingyi Huang , Paul Goulart , Kostas Margellos

The supermarket model refers to a system with a large number of queues, where new customers choose d queues at random and join the one with the fewest customers. This model demonstrates the power of even small amounts of choice, as compared…

Performance · Computer Science 2022-02-18 Michael Mitzenmacher , Matteo Dell'Amico

Autonomous driving relies on a huge volume of real-world data to be labeled to high precision. Alternative solutions seek to exploit driving simulators that can generate large amounts of labeled data with a plethora of content variations.…

Computer Vision and Pattern Recognition · Computer Science 2021-11-16 David Acuna , Jonah Philion , Sanja Fidler

This paper reports on continuing research into the modelling of an order picking process within a Crossdocking distribution centre using Simulation Optimisation. The aim of this project is to optimise a discrete event simulation model and…

Artificial Intelligence · Computer Science 2010-07-05 Adrian Adewunmi , Uwe Aickelin

We consider an agent who needs to buy (or sell) a relatively small amount of asset over some fixed short time interval. We work at the highest frequency meaning that we wish to find the optimal tactic to execute our quantity using limit…

Trading and Market Microstructure · Quantitative Finance 2018-03-16 Charles-Albert Lehalle , Othmane Mounjid , Mathieu Rosenbaum

This document focuses on modeling a complex situations to achieve an advantage within a competitive context. Our goal is to devise the characteristics of games to teach and exercise non-easily quantifiable tasks crucial to the math-modeling…

Artificial Intelligence · Computer Science 2021-09-23 Gerardo L. Febres

The construction of effective Recommender Systems (RS) is a complex process, mainly due to the nature of RSs which involves large scale software-systems and human interactions. Iterative development processes require deep understanding of a…

Machine Learning · Computer Science 2021-09-15 Lucas Bernardi , Sakshi Batra , Cintia Alicia Bruscantini

During the conceptual and prototype design stage of an industrial product, it is crucial to take assembly/disassembly and maintenance operations in advance. A well-designed system should enable relatively easy access of operating…

Robotics · Computer Science 2012-06-08 Liang Ma , Ruina Ma , Damien Chablat , Fouad Bennis