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This paper considers an optimal control of a big financial company with debt liability under bankrupt probability constraints. The company, which faces constant liability payments and has choices to choose various production/business…

Risk Management · Quantitative Finance 2010-08-11 Zongxia Liang , Bin Sun

Yield farming represents an immensely popular asset management activity in decentralized finance (DeFi). It involves supplying, borrowing, or staking crypto assets to earn an income in forms of transaction fees, interest, or participation…

Portfolio Management · Quantitative Finance 2022-12-16 Jiahua Xu , Yebo Feng

The extensive use of distributed vehicle platoon controllers has resulted in several benefits for transportation systems, such as increased traffic flow, fuel efficiency, and decreased pollution. The rising reliance on interconnected…

Systems and Control · Electrical Eng. & Systems 2024-01-11 Tashfique Hasnine Choudhury

Dividend yields have been widely used in previous research to relate stock market valuations to cash flow fundamentals. However, this approach relies on the assumption that dividend yields are stationary. Due to the failure to reject the…

Portfolio Management · Quantitative Finance 2020-01-17 Vassilis Polimenis , Ioannis Neokosmidis

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI)…

Artificial Intelligence · Computer Science 2013-06-04 Bruno Scherrer

Multi-step time-series prediction is an essential supportive step for decision-makers in several industrial areas. Artificial intelligence techniques, which use a neural network component in various forms, have recently frequently been used…

Machine Learning · Computer Science 2025-12-11 Tony Salloom , Okyay Kaynak , Xinbo Yub , Wei He

In this paper, we consider networks with topologies described by some connected undirected graph ${\mathcal{G}}=(V, E)$ and with some agents (fusion centers) equipped with processing power and local peer-to-peer communication, and…

Optimization and Control · Mathematics 2021-12-07 Nazar Emirov , Guohui Song , Qiyu Sun

The question of knowing whether the policy Iteration algorithm (PI) for solving Markov Decision Processes (MDPs) has exponential or (strongly) polynomial complexity has attracted much attention in the last 50 years. Recently, Fearnley…

Computer Science and Game Theory · Computer Science 2011-08-19 Romain Hollanders , Jean-Charles Delvenne , Raphaël Jungers

A widely studied model for influence diffusion in social networks are {\it target sets}. For a graph $G$ and an integer-valued threshold function $\tau$ on its vertex set, a {\it target set} or {\it dynamic monopoly} is a set of vertices of…

Combinatorics · Mathematics 2018-05-28 Stefan Ehard , Dieter Rautenbach

This work revisits optimal response-adaptive designs from a type-I error rate perspective, highlighting when and how much these allocations exacerbate type-I error rate inflation - an issue previously undocumented. We explore a range of…

Methodology · Statistics 2025-09-09 Lukas Pin , Sofía S. Villar , William F. Rosenberger

For an insurance company with reserve modeled by the spectrally negative L\'{e}vy process, we study the optimal impulse dividend maximizing the expected accumulated net dividend payment subtracted by the accumulated cost of injecting…

Optimization and Control · Mathematics 2020-04-14 Wenyuan Wang , Yuebao Wang , Xueyuan Wu

Competing risks data arise frequently in clinical trials. When the proportional subdistribution hazard assumption is violated or two cumulative incidence function (CIF) curves cross, rather than comparing the overall treatment effects,…

Applications · Statistics 2021-06-22 Jinbao Chen , Yawen Hou , Zheng Chen

Decentralized perpetuals protocols have collectively reached billions of dollars of daily trading volume, yet are still not serious competitors on the basis of trading volume with centralized venues such as Binance. One of the main reasons…

Computer Science and Game Theory · Computer Science 2025-05-27 Tarun Chitra , Theo Diamandis , Nathan Sheng , Luke Sterle , Kamil Yusubov

Adversarial attacks are a major concern in security-centered applications, where malicious actors continuously try to mislead Machine Learning (ML) models into wrongly classifying fraudulent activity as legitimate, whereas system…

We discuss the use of elliptic curves in cryptography on high-dimensional surfaces. In particular, instead of a Diffie-Hellman key exchange protocol written in the form of a bi-dimensional row, where the elements are made up with 256 bits,…

Cryptography and Security · Computer Science 2016-10-06 Alberto Sonnino , Giorgio Sonnino

Operators can now remotely control switches and update the control settings for voltage regulators and distributed energy resources (DERs), thus unleashing the network reconfiguration opportunities to improve efficiency. Aligned to this…

Systems and Control · Electrical Eng. & Systems 2020-02-25 Manish K. Singh , Sina Taheri , Vassilis Kekatos , Kevin P. Schneider , Chen-Ching Liu

In this paper, we propose to use a nonlinear adaptive PID controller to regulate the joint variables of a mobile manipulator. The motion of the mobile base forces undue disturbances on the joint controllers of the manipulator. In designing…

Robotics · Computer Science 2022-07-12 Hadi Hajieghrary , Marc Peter Deisenroth , Yasemin Bekiroglu

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

This letter proposes a general decentralized control of cascaded inverters-power factor angle droop control. Compared to the existing control strategies, it has the following attractive benefits: 1) it is suitable for both grid-connected…

Systems and Control · Electrical Eng. & Systems 2019-08-23 Yao Sun , Lang Li , Guangze Shi , Xiaochao Hou , Mei Su

Real-world graph applications, such as advertisements and product recommendations make profits based on accurately classify the label of the nodes. However, in such scenarios, there are high incentives for the adversaries to attack such…

Machine Learning · Computer Science 2019-09-17 Yiwei Sun , Suhang Wang , Xianfeng Tang , Tsung-Yu Hsieh , Vasant Honavar
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