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We consider deterministic Markov decision processes (MDPs) and apply max-plus algebra tools to approximate the value iteration algorithm by a smaller-dimensional iteration based on a representation on dictionaries of value functions. The…

Machine Learning · Computer Science 2019-06-21 Francis Bach

We prove the existence of maximizers for a general family of restrictions operators, up to the end-point. We also provide some counterxamples in the end-point case.

Analysis of PDEs · Mathematics 2014-02-26 Luca Fanelli , Luis Vega , Nicola Visciglia

Recent advances in dynamic graph processing have enabled the analysis of highly dynamic graphs with change at rates as high as millions of edge changes per second. Solutions in this domain, however, have been demonstrated only for…

Data Structures and Algorithms · Computer Science 2023-11-14 Juntong Luo , Scott Sallinen , Matei Ripeanu

This work shows the existence of optimal control laws for persistent monitoring of mobile targets in a one-dimensional mission space and derives explicit solutions. The underlying performance metric consists of minimizing the total…

Optimization and Control · Mathematics 2022-10-05 Jonas Hall , Sean B. Andersson , Christos G. Cassandras

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

We develop a new mathematical model for describing a dynamical system at limited resolution (or finite scale), and we give precise meaning to the notion of a dynamical system having some property at all resolutions coarser than a given…

Dynamical Systems · Mathematics 2012-11-07 Stefano Luzzatto , Pawel Pilarczyk

Many applications of computational fluid dynamics require multiple simulations of a flow under different input conditions. In this paper, a numerical algorithm is developed to efficiently determine a set of such simulations in which the…

Numerical Analysis · Mathematics 2017-05-29 Max Gunzburger , Nan Jiang , Zhu Wang

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…

Probability · Mathematics 2007-10-04 David J. Aldous , Charles Bordenave , Marc Lelarge

This paper investigates maximum likelihood estimation for direct system identification in networks of dynamical systems. We establish that the proposed approach is both consistent and efficient. In addition, it is more generally applicable…

Systems and Control · Electrical Eng. & Systems 2026-02-06 Anders Hansson , João Victor Galvão da Mata , Martin S. Andersen

In this article, we set up the continuous maximal regularity theory for a class of linear differential operators on manifolds with singularities. These operators exhibit degenerate or singular behaviors while approaching the singular ends.…

Analysis of PDEs · Mathematics 2016-09-29 Yuanzhen Shao

A common problem to all applications of linear finite dynamical systems is analyzing the dynamics without enumerating every possible state transition. Of particular interest is the long term dynamical behaviour. In this paper, we study the…

Dynamical Systems · Mathematics 2019-04-01 Björn Lindenberg

Dynamical systems which are invariant under N=1 supersymmetric extension of the l-conformal Galilei algebra are constructed. These include a free N=1 superparticle which is governed by higher derivative equations of motion and an N=1…

High Energy Physics - Theory · Physics 2014-10-23 Ivan Masterov

In this paper a second order dynamical system model is proposed for computing a zero of a maximal comonotone operator in Hilbert spaces. Under mild conditions, we prove existence and uniqueness of a strong global solution of the proposed…

Optimization and Control · Mathematics 2023-07-10 Zengzhen Tan , Rong Hu , Yaping Fang

This paper provides an algorithmic framework for obtaining fast distributed algorithms for a highly-dynamic setting, in which *arbitrarily many* edge changes may occur in each round. Our algorithm significantly improves upon prior work in…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-13 Keren Censor-Hillel , Neta Dafni , Victor I. Kolobov , Ami Paz , Gregory Schwartzman

This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary periodic processes, in particular of stationary…

Optimization and Control · Mathematics 2018-04-11 Francesca P. Carli , Augusto Ferrante , Michele Pavon , Giorgio Picci

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

Dynamical Systems · Mathematics 2024-08-14 Yeor Hafouta

We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…

Optimization and Control · Mathematics 2025-04-02 Somdeb Lahiri

Nonlinear models and optimization methods have successfully tackled a rapidly growing set of problems in recent years. Indeed, a relatively small toolbox of such models and methods can provide sufficient performance across a large landscape…

Optimization and Control · Mathematics 2026-05-01 Akshunna S. Dogra

We consider bounded operators $A$ acting iteratively on a finite set of vectors $\{f_i : i\in I\}$ in a Hilbert space $\mathcal H$ and address the problem of providing necessary and sufficient conditions for the collection of iterates…

Functional Analysis · Mathematics 2017-11-15 C. Cabrelli , U. Molter , V. Paternostro , F. Philipp

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E
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