Related papers: Tracking solutions of time-varying variational ine…
Time-varying networks describe a wide array of systems whose constituents and interactions evolve over time. They are defined by an ordered stream of interactions between nodes, yet they are often represented in terms of a sequence of…
This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…
This paper investigates first-order variable metric backward forward dynamical systems associated with monotone inclusion and convex minimization problems in real Hilbert space. The operators are chosen so that the backward-forward…
In this paper, a kind of neural network with time-varying delays is proposed to solve the problems of quadratic programming. The delay term of the neural network changes with time t. The number of neurons in the neural network is n + h, so…
In this paper, we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems, and variational inequalities. This framework allows obtaining many…
We describe an apparatus for subgradient-following of the optimum of convex problems with variational penalties. In this setting, we receive a sequence $y_i,\ldots,y_n$ and seek a smooth sequence $x_1,\ldots,x_n$. The smooth sequence needs…
We study a two-player zero-sum stochastic differential game with asymmetric information where the payoff depends on a controlled continuous-time Markov chain X with finite state space which is only observed by player 1. This model was…
This paper is concerned with the study of continuous-time, non-smooth dynamical systems which arise in the context of time-varying non-convex optimization problems, as for example the feedback-based optimization of power systems. We…
The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…
This paper addresses the challenging task of weakly-supervised video temporal grounding. Existing approaches are generally based on the moment proposal selection framework that utilizes contrastive learning and reconstruction paradigm for…
This paper addresses the trajectory-tracking problem for discrete-time linear time-invariant systems with bounded parametric uncertainty, subject to hard constraints on system states, control inputs, and input rates. Unlike existing…
This paper is devoted to the study of directional minimal time functions that specify the minimal time for a vector to reach an object following its given direction. We provide a careful analysis of general and generalized differentiation…
We give in this paper a convergence result concerning parallel asynchronous algorithm with bounded delays to solve a nonlinear fixed point problems. This result is applied to calculate the solution of a strongly monotone operator. Special…
A new method for solving optimal tracking control of linear quadratic time-varying systems with multiple time delays in state and input variables and with combined constraints is presented in this paper. By using the relations of Chebyshev…
This paper focuses on a time-varying Nash equilibrium trajectory tracking problem, that is applicable to a wide range of non-cooperative game applications arising in dynamic environments. To solve this problem, we propose a distributed…
This is a companion paper to (Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, arXiv:1510.04295). We consider a class of strategies of feedback form for the problem of tracking and…
This paper considers the problem of controlling a piecewise continuously differentiable system subject to time-varying uncertainties. The uncertainties are decomposed into a time-invariant, linearly-parameterized portion and a time-varying…
Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…
State-of-the-art methods for self-supervised sequential action alignment rely on deep networks that find correspondences across videos in time. They either learn frame-to-frame mapping across sequences, which does not leverage temporal…
Considering discrete-time linear time-varying systems with unknown dynamics, controllers guaranteeing bounded closed-loop trajectories, optimal performance and robustness to process and measurement noise are designed via convex feasibility…