We obtain V-optimal designs, which minimize the average variance of predicted regression responses, over a finite set of possible regressors. We assume a general and possibly heterogeneous variance structure depending on the design points. The variances are either known (or at least reliably estimated) or unknown. For the former case we exhibit optimal static designs; our methods are then modif...

Optimal stopping is a sub-field of probability theory that is present within mathematical finance, mathematical statistics, stochastic calculus and other disciplines. In mathematical finance, one well known problem is the pricing of an American put option. In this thesis we first give a brief review of some general optimal stopping theory, its connection to free-boundary problems and we then ex...

We consider the problem of optimal distributed controller design of semidecentralized controllers for a special class of spatially distributed systems. This class includes spatially invariant and distributed systems with an inherent temporal delay in the interaction of distant sites. We consider the problem of optimal design of distributed controllers where controller information passing is as ...

This paper presents an adjoint method for the optimum shape design of unsteady three-dimensional viscous flows. The goal is to develop a set of discrete unsteady adjoint equations and the corresponding boundary condition for the non-linear frequency domain method. First, this paper presents the complete formulation of the time dependent optimal design problem. Second, we present the non-linear ...