Related papers: Algebraic Riccati Tensor Equations with Applicatio…
This paper studies discrete-time two-person nonzero-sum linear quadratic stochastic games with random coefficients. Using convex variational analysis, we derive necessary and sufficient conditions for the existence of open-loop Nash…
We study the application of the novel tensor formats (TT, QTT, QTT-Tucker) to the solution of $d$-dimensional chemical master equations, applied mostly to gene regulating networks (signaling cascades, toggle switches, phage-$\lambda$). For…
In this letter we give a systematic derivation and justification of the semiclassical model for the slow degrees of freedom in adiabatic slow-fast systems first found by Littlejohn and Flynn [5]. The classical Hamiltonian obtains a…
Ricci-flat solutions to Einstein's equations in four dimensions are obtained as the flat limit of Einstein spacetimes with negative cosmological constant. In the limiting process, the anti-de Sitter energy--momentum tensor is expanded in…
Establishing an execution time certificate in deploying model predictive control (MPC) is a pressing and challenging requirement. As nonlinear MPC (NMPC) results in nonlinear programs, differing from quadratic programs encountered in linear…
A new numerical scheme to solve the Einstein field equations based upon the generalized harmonic decomposition of the Ricci tensor is introduced. The source functions driving the wave equations that define generalized harmonic coordinates…
This work considers a computationally and statistically efficient parameter estimation method for a wide class of latent variable models---including Gaussian mixture models, hidden Markov models, and latent Dirichlet allocation---which…
We study the problem of stabilizing an unknown partially observable linear time-invariant (LTI) system. For fully observable systems, leveraging an unstable/stable subspace decomposition approach, state-of-art sample complexity is…
We propose a new framework for the analysis of low-rank tensors which lies at the intersection of spectral graph theory and signal processing. As a first step, we present a new graph based low-rank decomposition which approximates the…
Small signal analysis is a special case of analytical approaches using Taylor expansions of power system differential equations with the truncation performed at order one. The truncated Taylor expansions (TTEs) at higher orders can lead to…
This work presents a tensorial approach to constructing data-driven reduced-order models corresponding to semi-discrete partial differential equations with canonical Hamiltonian structure. By expressing parameter-varying operators with…
The tensor train (TT) format enjoys appealing advantages in handling structural high-order tensors. The recent decade has witnessed the wide applications of TT-format tensors from diverse disciplines, among which tensor completion has drawn…
We study energy minimization problems in quantum chemistry through the lens of computational algebraic geometry. We focus on minimizing the Rayleigh quotient of a Hamiltonian over a tensor train variety. The complex critical points of this…
A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…
We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…
We introduce the tensor numerical method for solving optimal control problems that are constrained by fractional 2D and 3D elliptic operators with variable coefficients. We solve the governing equation for the control function which…
The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
In this paper, we first propose a new parameterized definition of comparison matrix of a given complex matrix, which generalizes the definition proposed by \cite {Axe1}. Based on this, we propose a new class of complex nonsymmetric…
A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…