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In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…

Systems and Control · Electrical Eng. & Systems 2020-03-12 Johannes Köhler , Elisa Andina , Raffaele Soloperto , Matthias A. Müller , Frank Allgöwer

The CTC model has been widely applied to many application scenarios because of its simple structure, excellent performance, and fast inference speed. There are many peaks in the probability distribution predicted by the CTC models, and each…

Audio and Speech Processing · Electrical Eng. & Systems 2023-03-17 Zhengkun Tian , Hongyu Xiang , Min Li , Feifei Lin , Ke Ding , Guanglu Wan

This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…

Computational Engineering, Finance, and Science · Computer Science 2017-10-03 Arash Sarshar , Paul Tranquilli , Brent Pickering , Andrew McCall , Adrian Sandu , Christopher J. Roy

Computer power is a constantly increasing demand in scientific data analyses, in particular when Markov Chain Monte Carlo (MCMC) methods are involved, for example for estimating integral functions or Bayesian posterior probabilities. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-09 Fabio Castagna , Alberto Trombetta , Marco Landoni , Stefano Andreon

Transformer-based models can perform complicated reasoning by generating reasoning paths token by token. While effective, this approach often requires generating thousands of tokens to solve a single problem, which can be slow and…

Machine Learning · Computer Science 2026-05-05 Jiayu Liu , Zhenya Huang , Xuan Yang , Tianyun Ji , Anya Sims , Hao Xu , Enhong Chen , Yee Whye Teh , Ning Miao

Markov chain Monte Carlo (MCMC) methods are a very versatile and widely used tool to compute integrals and expectations. In this short survey we focus on error bounds, rules for choosing the burn in, high dimensional problems and…

Statistics Theory · Mathematics 2014-12-03 Erich Novak , Daniel Rudolf

In this paper, we study the trade-off between reliability and latency in machine type communication (MTC), which consists of single transmitter and receiver in the presence of Rayleigh fading channel. We assume that the transmitter does not…

Networking and Internet Architecture · Computer Science 2020-03-26 Fahad Qasmi , Mohammad Shehab , Hirley Alves , Matti Latva-aho

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

Trading and Market Microstructure · Quantitative Finance 2026-04-01 Thomas P. McAuliffe , Samuel Liew , Yuchao Li , Andrey Ushenin , Chihang Wang , Alexandros Tasos , Jack Pearce , Dimitris Tasoulis , Dimitri P. Bertsekas , Theodoros Tsagaris

Two simple Markov processes are examined, one in discrete and one in continuous time, arising from idealized versions of a transmission protocol for mobile, delay-tolerant networks. We consider two independent walkers moving with constant…

Information Theory · Computer Science 2022-06-07 Dimitris Cheliotis , Ioannis Kontoyiannis , Michail Loulakis , Stavros Toumpis

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Lukas Schroth , Daniel Morton , Amon Lahr , Daniele Gammelli , Andrea Carron , Marco Pavone

Tube-based model predictive control (MPC) methods bound deviations from a nominal trajectory due to uncertainties in order to ensure constraint satisfaction. While techniques that compute the tubes online reduce conservativeness and…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Jerome Sieber , Andrea Zanelli , Antoine P. Leeman , Samir Bennani , Melanie N. Zeilinger

Structured output prediction is an important machine learning problem both in theory and practice, and the max-margin Markov network (\mcn) is an effective approach. All state-of-the-art algorithms for optimizing \mcn\ objectives take at…

Machine Learning · Computer Science 2010-03-09 Xinhua Zhang , Ankan Saha , S. V. N. Vishwanathan

This paper considers master equations for Markovian kinetic schemes that possess the detailed balance property. Chemical kinetics, as a prime example, often yields large-scale, highly stiff equations. Based on chemical intuitions, Sumiya et…

Numerical Analysis · Mathematics 2023-12-12 Satoru Iwata , Taihei Oki , Shinsaku Sakaue

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…

Probability · Mathematics 2018-10-11 Alexander Erreygers , Jasper De Bock

We consider multiple-type housing markets (Moulin, 1995), which extend Shapley-Scarf housing markets (Shapley and Scarf, 1974) from one dimension to higher dimensions. In this model, Pareto efficiency is incompatible with individual…

Theoretical Economics · Economics 2025-02-18 Di Feng

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

Probability · Mathematics 2021-04-13 Suryadeepto Nag

The fast marching algorithm computes an approximate solution to the eikonal equation in O(N log N) time, where the factor log N is due to the administration of a priority queue. Recently, Yatziv, Bartesaghi and Sapiro have suggested to use…

Numerical Analysis · Mathematics 2025-10-20 Christian Rasch , Thomas Satzger

We propose a Bayesian tensor-on-tensor regression approach to predict a multidimensional array (tensor) of arbitrary dimensions from another tensor of arbitrary dimensions, building upon the Tucker decomposition of the regression…

Methodology · Statistics 2022-10-21 Kunbo Wang , Yanxun Xu

One might argue that solving a trajectory optimization problem over a million grid points is preposterous. How about solving such a problem at an incredibly fast computational time? On a small form-factor processor? Algorithmic details that…

Numerical Analysis · Mathematics 2025-09-03 A. Javeed , D. P. Kouri , D. Ridzal , J. D. Steinman , I. M. Ross