Related papers: On integrability of quadratic harnesses
We give a risk-averse solution to the problem of estimating the reliability of a parallel-series system. We adopt a beta-binomial model for components reliabilities, and assume that the total sample size for the experience is fixed. The…
Within the framework of an airplane assembly process, in particular the process of fastener installation at drilled holes, the following two problems are studied in this work: quadratic programming optimization of final fastener…
We present a finite-order system of recurrence relations for a permanent of circulant matrices containing a band of k any-value diagonals on top of a uniform matrix (for k = 1, 2, and 3) as well as the method for deriving such recurrence…
Weconsider Markov decision processes arising from a Markov model of an underlying natural phenomenon. Such phenomena are usually periodic (e.g. annual) in time, and so the Markov processes modelling them must be time-inhomogeneous, with…
Consider a sequence of cadlag processes $\{X^n\}_n$, and some fixed function $f$. If $f$ is continuous then under several modes of convergence $X^n\to X$ implies corresponding convergence of $f(X^n)\to f(X)$, due to continuous mapping. We…
Run-and-tumble particles constitute one of the simplest models of self-propelled active matter, and provide an ideal playground to the understanding of out-of-equilibrium systems. We consider an idealized setup where one such particle is…
We exhibit measurements for optimal state estimation which have a finite number of outcomes. This is achieved by a connection between finite optimal measurements and Gauss quadratures. The example we consider to illustrate this connection…
Numerically we simulate the effect of optimized coherent control pulses with a finite duration on a qubit in a bath of spins. The pulses of finite duration are compared with ideal instantaneous pulses. In particular, we show that properly…
We characterize positive definiteness for some family of matrices. As an application we derive explicit value of the quadratic embedding constants of the path graphs.
In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…
Quadratic variations of Gaussian processes play important role in both stochastic analysis and in applications such as estimation of model parameters, and for this reason the topic has been extensively studied in the literature. In this…
We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…
This paper deals with the long time behavior of the optimal solution of stochastic backward linear-quadratic optimal control problem over the finite time horizon. Both weak and strong turnpike properties are established under appropriate…
Applying the method of integral estimates to the analysis of three-wave processes we derive the sufficient criteria for the hard loss of stability of the charged plane surface of liquids with different physical properties. The influence of…
The theory of integral quadratic constraints (IQCs) allows verification of stability and gain-bound properties of systems containing nonlinear or uncertain elements. Gain bounds often imply exponential stability, but it can be challenging…
We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures the sensitivity of fixed points of a quantum channel to…
The stability of quantum systems to perturbations of the Hamiltonian is studied. This stability is quantified by the fidelity. Dependence of fidelity on the initial state as well as on the dynamical properties of the system is considered.…
We explore precision in a measurement process incorporating pure probe states, unitary dynamics and complete measurements via a simple formalism. The concept of `information complement' is introduced. It undermines measurement precision and…
A new result on stability of an optimal nonlinear filter with respect to small perturbations on every step is established.
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…