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Consistent Recalibration models (CRC) have been introduced to capture in necessary generality the dynamic features of term structures of derivatives' prices. Several approaches have been suggested to tackle this problem, but all of them,…

Computational Finance · Quantitative Finance 2021-07-02 Matteo Gambara , Josef Teichmann

Dynamic programming is a class of algorithms used to compute optimal control policies for Markov decision processes. Dynamic programming is ubiquitous in control theory, and is also the foundation of reinforcement learning. In this paper,…

Category Theory · Mathematics 2023-08-01 Jules Hedges , Riu Rodríguez Sakamoto

Stochastic resetting, the procedure of stopping and re-initializing random processes, has recently emerged as a powerful tool for accelerating processes ranging from queuing systems to molecular simulations. However, its usefulness is…

Statistical Mechanics · Physics 2025-03-18 Tommer D. Keidar , Ofir Blumer , Barak Hirshberg , Shlomi Reuveni

Dynamic Programming (DP) and Constraint Programming (CP) are well-established paradigms for solving combinatorial optimization problems. Usually, these two approaches are used separately. This paper aims to show that the two can be combined…

Artificial Intelligence · Computer Science 2026-05-25 Emma Legrand , Roger Kameugne , Pierre Schaus

This article provides an overview of model predictive control (MPC) frameworks for dynamic operation of nonlinear constrained systems. Dynamic operation is often an integral part of the control objective, ranging from tracking of reference…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Johannes Köhler , Matthas A. Müller , Frank Allgöwer

Process discovery is a family of techniques that helps to comprehend processes from their data footprints. Yet, as processes change over time so should their corresponding models, and failure to do so will lead to models that under- or…

Artificial Intelligence · Computer Science 2022-08-11 Andrea Burattin , Hugo A. López , Lasse Starklit

By using dissipativity approach, we establish the stability condition for the feedback connection of a deterministic dynamical system $\Sigma$ and a stochastic memoryless map $\Psi$. After that, we extend the result to the class of large…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Koji Tsumura , Binh Minh Nguyen , Hisaya Wakayama , Shinji Hara

This paper deals with the compensation of nonlinearities in dynamical systems using nonlinear polynomial autoregressive models with exogenous inputs (NARX). The compensation approach is formulated for static and dynamical contexts, as well…

Systems and Control · Electrical Eng. & Systems 2020-11-25 Lucas A. Tavares , Petrus E. O. G. B. Abreu , Luis A. Aguirre

Compositionality is a cognitive mechanism that allows humans to systematically combine known concepts in novel ways. This study demonstrates how artificial neural agents acquire and utilize compositional generalization to describe…

Artificial Intelligence · Computer Science 2026-01-16 Boaz Carmeli , Ron Meir , Yonatan Belinkov

We use backward error analysis for differential equations to obtain modified or distorted equations describing the behaviour of the Newmark scheme applied to the transient structural dynamics equation. Based on the newly derived distorted…

Numerical Analysis · Mathematics 2024-11-12 Donát M. Takács , Tamás Fülöp

Resilience broadly describes a quality of withstanding perturbations. Measures of system resilience have gathered increasing attention across applied disciplines, yet existing metrics often lack computational accessibility and…

Dynamical Systems · Mathematics 2026-02-09 Andreas Morr , Christian Kuehn , George Datseris

We propose a new penalty, the springback penalty, for constructing models to recover an unknown signal from incomplete and inaccurate measurements. Mathematically, the springback penalty is a weakly convex function. It bears various…

Numerical Analysis · Mathematics 2022-08-22 Congpei An , Hao-Ning Wu , Xiaoming Yuan

Security-constrained unit commitment (SCUC) model is used for power system day-ahead scheduling. However, current SCUC model uses a static network to deliver power and meet demand optimally. A dynamic network can provide a lower optimal…

Optimization and Control · Mathematics 2021-12-16 Arun Venkatesh Ramesh , Xingpeng Li , Kory W. Hedman

The discrete-time robust repetitive control (RC, or repetitive controller, also designated RC) problem for nonlinear systems is both challenging and practical. This paper proposes a discrete-time output-feedback RC design for a class of…

Systems and Control · Computer Science 2014-01-09 Quan Quan , Lu Jiang , Kai-Yuan Cai

Reversible computing is a new paradigm that has emerged recently and extends the traditional forwards-only computing mode with the ability to execute in backwards, so that computation can run in reverse as easily as in forward. Two…

Formal Languages and Automata Theory · Computer Science 2023-09-07 Nataliya Gribovskaya , Irina Virbitskaite

Dynamic mechanism design studies how mechanism designers should allocate resources among agents in a time-varying environment. We consider the problem where the agents interact with the mechanism designer according to an unknown Markov…

Machine Learning · Computer Science 2024-12-19 Shuang Qiu , Boxiang Lyu , Qinglin Meng , Zhaoran Wang , Zhuoran Yang , Michael I. Jordan

Deep learning models have made significant progress in automatic program repair. However, the black-box nature of these methods has restricted their practical applications. To address this challenge, this paper presents an interpretable…

Software Engineering · Computer Science 2022-06-07 Jianzong Wang , Shijing Si , Zhitao Zhu , Xiaoyang Qu , Zhenhou Hong , Jing Xiao

The formalization of process algebras usually starts with a minimal core of operators and rules for its transition system, and then relax the system to improve its usability and ease the proofs. In the calculus of communicating systems…

Formal Languages and Automata Theory · Computer Science 2020-05-15 Clément Aubert , Ioana Cristescu

A {\it dynamic reasoning system} (DRS) is an adaptation of a conventional formal logical system that explicitly portrays reasoning as a temporal activity, with each extralogical input to the system and each inference rule application being…

Artificial Intelligence · Computer Science 2013-08-27 Daniel G. Schwartz

Rewriting logic is naturally concurrent: several subterms of the state term can be rewritten simultaneously. But state terms are global, which makes compositionality difficult to achieve. Compositionality here means being able to decompose…

Logic in Computer Science · Computer Science 2020-01-31 Óscar Martín , Alberto Verdejo , Narciso Martí-Oliet
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