Related papers: Bounds on Herman's algorithm
We establish the uniform in time stability, w.r.t. the marginals, of the Iterative Proportional Fitting Procedure, also known as Sinkhorn algorithm, used to solve entropy-regularised Optimal Transport problems. Our result is quantitative…
Estimation of the degree of stability and the bounds of solutions to non-autonomous nonlinear systems present major concerns in numerous applied problems. Yet, current techniques are frequently yield overconservative conditions which are…
The aim of this paper is to provide a mathematical contribution on the semi-static hedge of timing risk associated to positions in American-style options under a multi-dimensional market model. Barrier options are considered in the paper…
Motivated by a real problem in steel production, we introduce and analyze a general class of singularly perturbed linear hybrid systems with both switches and impulses, in which the slow or fast nature of the variables can be…
We introduce a notion of algorithmic stability of learning algorithms---that we term \emph{argument stability}---that captures stability of the hypothesis output by the learning algorithm in the normed space of functions from which…
Automated matching engines execute millions of orders per session, yet systematic asymmetries in latency, order size, and market access compound into persistent execution disparities that erode participant trust. We formulate provably fair…
Robust stability of moving-horizon estimators is investigated for nonlinear discrete-time systems that are detectable in the sense of incremental input/output-to-state stability and are affected by disturbances. The estimate of a…
We prove the existence of a continuous-time Radner equilibrium with multiple agents and transaction costs. The agents are incentivized to trade towards a targeted number of shares throughout the trading period and seek to maximize their…
We analyze a class of distributed quantized consensus algorithms for arbitrary static networks. In the initial setting, each node in the network has an integer value. Nodes exchange their current estimate of the mean value in the network,…
We propose a way to transform synchronous distributed algorithms solving locally greedy and mendable problems into self-stabilizing algorithms in anonymous networks. Mendable problems are a generalization of greedy problems where any…
A high-order numerical method is developed for solving the Cahn-Hilliard-Navier-Stokes equations with the Flory-Huggins potential. The scheme is based on the $Q_k$ finite element with mass lumping on rectangular grids, the second-order…
We consider the leader election problem in population protocol models. In pragmatic settings of population protocols, self-stabilization is a highly desired feature owing to its fault resilience and the benefit of initialization freedom.…
In this paper we consider the output consensus problem of networked Hammerstein and Wiener systems in a noisy environment. The Hammerstein or Wiener system is assumed to be open-loop stable, and its static nonlinearity is allowed to grow up…
A paradigmatic algorithm for online learning is the Hedge algorithm by Freund and Schapire. An allocation into different strategies is chosen for multiple rounds and each round incurs corresponding losses for each strategy. The algorithm…
In this work we propose a novel Hybrid High-Order method for the incompressible Navier--Stokes equations based on a formulation of the convective term including Temam's device for stability. The proposed method has several advantageous…
We propose and analyze a stabilizing iteration scheme for the algorithmic implementation of model predictive control for linear discrete-time systems. Polytopic input and state constraints are considered and handled by means of so-called…
This paper focuses on compact deterministic self-stabilizing solutions for the leader election problem. When the protocol is required to be \emph{silent} (i.e., when communication content remains fixed from some point in time during any…
We investigate to what extent a suitably chosen system Hamiltonian can counteract local dissipative processes and preserve entanglement in the stationary state. The results determine prospects and limitations of dissipative state…
Unlimited asynchronism is intolerable in real physically distributed computer systems. Such systems, synchronous or not, use clocks and timeouts. Therefore the magnitudes of elapsed absolute time in the system need to satisfy the axiom of…
This paper deals with the boundary stabilization problem of a one-dimensional wave equation with a switching time-delay in the boundary. We show that the problem is well-posed in the sense of semigroups theory of linear operators. Then, we…