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Empirical studies indicate the presence of multi-scales in the volatility of underlying assets: a fast-scale on the order of days and a slow-scale on the order of months. In our previous works, we have studied the portfolio optimization…

The optimization-based design of renewable energy systems is a computationally demanding task because of the high temporal fluctuation of supply and demand time series. In order to reduce these time series, the aggregation of typical…

In the past few years, the interest towards the implementation of design-for-demise measures has increased steadily. Most mid-sized satellites currently launched and already in orbit fail to comply with the casualty risk threshold of…

This paper proposes an on-orbit servicing logistics optimization framework that is capable of performing the short-term operational scheduling and long-term strategic planning of sustainable servicing infrastructures that involve…

A methodology is presented for the differential drag control of a large fleet of propulsion-less satellites deployed in the same orbit. The controller places satellites into a constellation with specified angular offsets and zero-relative…

Given the cost and critical functions of satellite constellations, ensuring mission longevity and safe decommissioning is essential for space sustainability. This article presents a Model Predictive Control for spacecraft trajectory and…

Next generation multi-beam SatCom architectures will heavily exploit full frequency reuse schemes along with interference management techniques, e.g., precoding or multiuser detection, to drastically increase the system throughput. In this…

We investigate real-time tracking of two correlated stochastic processes over a shared wireless channel. The joint evolution of the processes is modeled as a two-dimensional discrete-time Markov chain. Each process is observed by a…

Since the next-generation satellite network consisting of various service function domains, such as communication, observation, navigation, etc., is moving towards large-scale, using single-domain resources is difficult to provide satisfied…

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Mobile users such as airplanes or ships will constitute an important segment of the future satellite communications market. Operators are now able to leverage digital payloads that allow flexible resource allocation policies that are robust…

In this research the technology of complex Markov chains is applied to predict financial time series. The main distinction of complex or high-order Markov Chains and simple first-order ones is the existing of aftereffect or memory. The…

We propose a new Markov chain Monte Carlo method in which trial configurations are generated by evolving a state, sampled from a prior distribution, using a Markov transition matrix. We present two prototypical algorithms and derive their…

This paper develops a framework that models and optimizes the operations of complex on-orbit servicing infrastructures involving one or more servicers and orbital depots to provide multiple types of services to a fleet of geostationary…

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

To ensure the effective and objective development of transportation networks, it is crucial to identify performance limitations across various subsystems. A timetable-independent assessment of infrastructure capacity at railway junctions is…

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

This paper considers LEO satellite- and cache-assisted UAV communications for content delivery in terrestrial networks, which shows great potential for next-generation systems to provide ubiquitous connectivity and high capacity.…

In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…

Satellite networks are emerging as vital solutions for global connectivity beyond 5G. As companies such as SpaceX, OneWeb, and Amazon are poised to launch a large number of satellites in low Earth orbit, the heightened inter-satellite…