A new approach to robust estimation of signals and prediction of time{series is considered. Signal and system parameter deviations are represented as random variables, with known covariances. A robust design is obtained by minimizing the squared estimation error, averaged both with respect to model errors and noise. A polynomial solution, based on averaged spectral factor-izations and averaged ...

Much progress has beenmade in the standardization of uncertainty analysis techniques for simulationmodeling but less progress has been made in optimization modeling. Among the various techniques used for optimization modeling under uncertainty, robust optimization (RO) uniquely allows for evaluation and control of the various risks of poor system performance resulting from input parameter uncer...

Assembly lines are flow-oriented production systems that are of great importance in the industrial production of standard, high-volume products and even more recently, they have become commonplace in producing low-volume custom products. The main goal of designers of these lines is to increase the efficiency of the system and therefore, the assembly line balancing to achieve an optimal system i...

The detection rate for compact binary mergers has grown as the sensitivity of global network ground based gravitational wave detectors improved, now reaching stage where robust automation analyses is essential. Automated low-latency algorithms have been developed that send out alerts when candidate signals are detected. include sky maps to facilitate electromagnetic follow-up observations, alon...

Most companies store demand data periodically and make periodic forecasts, whereas many processes in inventory control need parameter estimates at the individual customer level. Guidance on estimating parameters of a continuous-time process from period is lacking, particular for popular well-studied compound Poisson class demand. Whereas statistics literature typically focuses asymptotic proper...

We propose a saddle-point preconditioner for an optimization problem constrained by the time-dependent Stokes equations, discretized using backward Euler method in time. The key ingredients are inner iteration (1, 1)-block, accelerated known heat control problem, and approximation of Schur complement involving commutator argument applied to block matrix. Numerical results demonstrate efficacy r...