Related papers: On the Existence of Consistent Price Systems
In this paper paired comparison models with stochastic background are investigated. We focus on the models which allow three options for choice and the parameters are estimated by maximum likelihood method. The existence and uniqueness of…
We study the power and limitations of component-stable algorithms in the low-space model of Massively Parallel Computation (MPC). Recently Ghaffari, Kuhn and Uitto (FOCS 2019) introduced the class of component-stable low-space MPC…
Correlator product states (CPS) are a class of tensor network wavefunctions applicable to strongly correlated problems in arbitrary dimensions. Here, we present a method for optimizing and evaluating the energy of the CPS wavefunction that…
We introduce, in continuous time, an axiomatic approach to assign to any financial position a dynamic ask (resp. bid) price process. Taking into account both transaction costs and liquidity risk this leads to the convexity (resp. concavity)…
Conformal prediction (CP) is a popular frequentist framework for representing uncertainty by providing prediction sets that guarantee coverage of the true label with a user-adjustable probability. In most applications, CP operates on…
Weakest preconditions are a useful notion for program verification as they reduce a problem of program verification to a problem of constraint solving. Category-theoretic generalisations of weakest preconditions have been studied to capture…
We prove the Fundamental Theorem of Asset Pricing for a discrete time financial market where trading is subject to proportional transaction cost and the asset price dynamic is modeled by a family of probability measures, possibly…
In this paper we prove the existence of weak solutions for a thermodynamically consistent phase-field model introduced in [26] in two and three dimensions of space. We use a notion of solution inspired by [18], where the pointwise internal…
This paper has been withdrawn. This paper focuses on the admissibility condition for fractional-order singular system with order $\alpha \in (0,1)$. The definitions of regularity, impulse-free and admissibility are given first, then a…
A Lyapunov-Krasovskii functional with prescribed derivative whose construction does not require the stability of the system is introduced. It leads to the presentation of stability/instability theorems. By evaluating the functional at…
The problem of existence and stability of equilibria of DC microgirds with constant power loads methods is addressed in this paper. Constant power loads (CPLs) often cause instability due to its negative impedance characteristics. What is…
This paper is a technical continuation of ``Natural Axiom Schemata Extending ZFC. Truth in the Universe?'' In that paper we argue that $CIFS$ is a natural axiom schema for the universe of sets. In particular it is a natural closure…
This article provides a tool for analyzing mechanisms that aim to achieve resilience against stealthy, or undetectable, attacks on cyber-physical systems (CPSs). We consider attackers who are able to corrupt all of the inputs and outputs of…
Motivated by the key role of control barrier functions (CBFs) in assessing safety and enabling the synthesis of safe controllers in nonlinear control systems, this paper presents a suite of converse results on CBFs. Given any safe set, we…
This article studies a fundamental problem of security of cyber-physical systems (CPSs): that of detecting, almost surely, the presence of malicious components in the CPS. We assume that some of the actuators may be malicious while all…
Identifying the cause of a system-level failure in a cyber-physical system (CPS) can be like tracing a needle in a haystack. This paper approaches the problem by assuming that the CPS has been designed compositionally and that each…
Cyber-physical systems (CPS) can be found everywhere: smart homes, autonomous vehicles, aircrafts, healthcare, agriculture and industrial production lines. CPSs are often critical, as system failure can cause serious damage to property and…
We investigate, under general stationary ergodic assumptions, the stability of systems of $S$ parallel queues in which any incoming customer joins the queue of the server having the $p+1$-th shortest workload ($p < S$), or a free server if…
Cyber-Physical Systems (CPS) are systems composed by a physical component that is controlled or monitored by a cyber-component, a computer-based algorithm. Advances in CPS technologies and science are enabling capability, adaptability,…
This technical report replies to the comments of [2] in detail, and corrects a possible mis-interpretation of [1] in terms of the conventional robust stability concept. After defining the robust stability and quadratic stability concepts,…