Related papers: Realization independent single time-delay dynamica…
In this paper we present a method to solve the G-dwarf problem in the frame-work of analytical models (based on the instantaneous recycling approximation, IRA). We consider a one-zone closed model without inflows or outflows. We suppose a…
Derivative-free optimization problems are optimization problems where derivative information is unavailable. The least Frobenius norm updating quadratic interpolation model function is one of the essential under-determined model functions…
Time-dependent scheduling with linear deterioration involves determining when to execute jobs whose processing times degrade as their beginning is delayed. Each job i is associated with a release time r_i and a processing time function…
Transitions between inverse anticipatory, inverse complete and inverse lag synchronizations are shown to occur as a function of the coupling delay in unidirectionally coupled time-delay systems with inhibitory coupling. We have also shown…
The implementation of time-evolution operators $U(t)$, called Hamiltonian simulation, is one of the most promising usage of quantum computers. For time-independent Hamiltonians, qubitization has recently established efficient realization of…
This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…
Time-dependent quantities are calculated in the linear response limit for a correlated one dimensional model atom driven by an external quadrupolar time-dependent field. Besides the analysis of the time-evolving energy change in the…
In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…
This work brings together the moment matching approach based on Loewner functions and the classical Loewner framework based on the Loewner pencil in the case of bilinear systems. New Loewner functions are defined based on the bilinear…
We present a novel simulation-free framework for training continuous-time diffusion processes over very general objective functions. Existing methods typically involve either prescribing the optimal diffusion process -- which only works for…
In this work, we establish the response of scalar systems with multiple discrete delays based on the Laplace transform. The time response function is expressed as the sum of infinite series of exponentials acting on eigenvalues inside…
We consider a finite volume scheme with two-point flux approximation (TPFA) to approximate a Laplace problem when the solution exhibits no more regularity than belonging to $H^1_0(\Omega)$. We establish in this case some error bounds for…
We prove a sufficient optimality condition for non-linear optimal control problems with delays in both state and control variables. Our result requires the verification of a Hamilton-Jacobi partial differential equation and is obtained…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
We consider the problem of portfolio optimization in a simple incomplete market and under a general utility function. By working with the associated Hamilton-Jacobi-Bellman partial differential equation (HJB PDE), we obtain a closed-form…
In this paper we study the problem of synthesizing optimal control policies for uncertain continuous-time nonlinear systems from syntactically co-safe linear temporal logic (scLTL) formulas. We formulate this problem as a sequence of…
This paper investigates the fuzzy $H_{\infty}$ filter design issue for nonlinear systems with time-varying delay. In order to obtain less conservative fuzzy $H_{\infty}$ filter design method, a novel integral inequality is employed to…
The L2-approximation of occupation and local times of a symmetric $\alpha$-stable L{\'e}vy process from high frequency discrete time observations is studied. The standard Riemann sum estimators are shown to be asymptotically efficient when…
We propose a hybrid approach aimed at improving the sample efficiency in goal-directed reinforcement learning. We do this via a two-step mechanism where firstly, we approximate a model from Model-Free reinforcement learning. Then, we…
In this article we present a modification of classical Radial Basis Function (RBF) interpolation techniques aimed at reducing oscillations near discontinuities in one and two dimensions. Our approach introduces an adaptive mechanism by…