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We overview some recent results in the field of uncertainty quantification for kinetic equations and related problems with random inputs. Uncertainties may be due to various reasons, such as lack of knowledge on the microscopic interaction…

Numerical Analysis · Mathematics 2020-04-13 Lorenzo Pareschi

The DMD (Dynamic Mode Decomposition) method has attracted widespread attention as a representative modal-decomposition method and can build a predictive model. However, the DMD may give predicted results that deviate from physical reality…

Computational Physics · Physics 2023-11-29 Yuhui Yin , Chenhui Kou , Shengkun Jia , Lu Lu , Xigang Yuan , Yiqing Luo

Recently several European National Measurement Institutes have established traceable calibration methods for dynamic mechanical quantities, e.g., dynamic force, torque and pressure. However, the use in industry and elsewhere of dynamic…

Systems and Control · Computer Science 2018-11-12 Trevor Esward , Sascha Eichstädt , Ian Smith , Thomas Bruns , Peter Davis , Peter Harris

This paper proposes a new method to propagate uncertainties undergoing nonlinear dynamics using the Koopman Operator (KO). Probability density functions are propagated directly using the Koopman approximation of the solution flow of the…

Information Theory · Computer Science 2024-07-30 Simone Servadio , Giovanni Lavezzi , Christian Hofmann , Di Wu , Richard Linares

In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal…

Optimization and Control · Mathematics 2022-01-27 Aditya Dave , Andreas A. Malikopoulos

Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use…

Machine Learning · Statistics 2018-02-21 Arthur Mensch , Mathieu Blondel

In this paper we consider the discounted 0-1 knapsack problem (DKP), which is an extension of the classical knapsack problem where a set of items is decomposed into groups of three items. At most one item can be chosen from each group and…

Optimization and Control · Mathematics 2022-01-05 C. Wilbaut , R. Todosijevic , S. Hanafi , A. Fréville

The form and justification of inductive inference rules depend strongly on the representation of uncertainty. This paper examines one generic representation, namely, incomplete information. The notion can be formalized by presuming that the…

Artificial Intelligence · Computer Science 2013-04-15 Norman C. Dalkey

We develop a method for obtaining safe initial policies for reinforcement learning via approximate dynamic programming (ADP) techniques for uncertain systems evolving with discrete-time dynamics. We employ kernelized Lipschitz estimation…

Systems and Control · Electrical Eng. & Systems 2019-07-05 Ankush Chakrabarty , Devesh K. Jha , Gregery T. Buzzard , Yebin Wang , Kyriakos Vamvoudakis

A key ingredient to achieving intelligent behavior is physical understanding that equips robots with the ability to reason about the effects of their actions in a dynamic environment. Several methods have been proposed to learn dynamics…

Robotics · Computer Science 2020-01-24 David Millard , Eric Heiden , Shubham Agrawal , Gaurav S. Sukhatme

We propose a projected gradient dynamical system as a model for a bargaining scheme for an asset for which the two interested agents have personal valuations which do not initially coincide. The personal valuations are formed using…

Trading and Market Microstructure · Quantitative Finance 2011-09-15 D. Pinheiro , A. A. Pinto , S. Z. Xanthopoulos , A. N. Yannacopoulos

A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…

Statistics Theory · Mathematics 2018-10-31 Taposh Banerjee , Prudhvi Gurram , Gene Whipps

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

The reduction of dynamical systems has a rich history, with many important applications related to stability, control and verification. Reduction of nonlinear systems is typically performed in an exact manner - as is the case with…

Optimization and Control · Mathematics 2007-07-26 Paulo Tabuada , Aaron D. Ames , Agung Julius , George J. Pappas

In this paper, we consider one aspect of the problem of applying decision theory to the design of agents that learn how to make decisions under uncertainty. This aspect concerns how an agent can estimate probabilities for the possible…

Artificial Intelligence · Computer Science 2013-03-26 Adam J. Grove , Daphne Koller

Agents can achieve effective interaction with previously unknown other agents by maintaining beliefs over a set of hypothetical behaviours, or types, that these agents may have. A current limitation in this method is that it does not…

Multiagent Systems · Computer Science 2019-06-27 Stefano V. Albrecht , Peter Stone

Agents affected by their own future states in a one-dimensional discrete dynamical system (1-DDS) can replicate two-dimensional images. It is shown that such replication requires a toroidal spacetime and three rules are needed to calculate…

Cellular Automata and Lattice Gases · Physics 2020-09-03 Sugata Mitra

We consider the 0-1 Penalized Knapsack Problem (PKP). Each item has a profit, a weight and a penalty and the goal is to maximize the sum of the profits minus the greatest penalty value of the items included in a solution. We propose an…

Data Structures and Algorithms · Computer Science 2017-02-15 Federico Della Croce , Ulrich Pferschy , Rosario Scatamacchia

Within the formal setting of the Lockean thesis, an agent belief set is defined in terms of degrees of confidence and these are described in probabilistic terms. This approach is of established interest, notwithstanding some limitations…

Artificial Intelligence · Computer Science 2025-07-09 Tommaso Flaminio , Lluis Godo , Ramón Pino Pérez , Lluis Subirana

Kiiking is an extreme sport in which athletes alternate between standing and squatting to pump a standing swing till it is inverted and completes a rotation. A minimal model of the sport may be cast in terms of the control of an actively…

Popular Physics · Physics 2023-08-16 Petur Bryde , Ian C. Davenport , L. Mahadevan