Abstract We consider an expected utility maximization problem where the function is not necessarily concave and time horizon uncertain. establish a necessary sufficient condition for optimality general non-concave in complete financial market. show that concavification approach of to deal with non-concavity, while being still applicable when stopping respect market filtration, leads sub-optimal...

The objective of the presented work is to implement the Kalman Filter into an application that reduces the influence of the environmental changes over the robot expected to navigate over a terrain of varying friction properties. The Discrete Kalman Filter is used to estimate the robot position, project the estimated current state ahead at time through time update and adjust the projected estima...

Abstract. We consider point location in Delaunay triangulations with the aid of simple data structures. In particular, we analyze methods in which a simple data structure is used to first locate a point close to the query point. For points uniformly distributed on the unit square, we show that the expected point location complexities are Θ( √ n) for the Green-Sibson rectilinear search, Θ(n) for...