Related papers: Cubic asymmetric multitrace matrix model
This paper proposes an asymmetric perturbation technique for solving bilinear saddle-point optimization problems, commonly arising in minimax problems, game theory, and constrained optimization. Perturbing payoffs or values is known to be…
The problem of computing saddle points is important in certain problems in numerical partial differential equations and computational chemistry, and is often solved numerically by a minimization problem over a set of mountain passes. We…
This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…
We present a robust model predictive control (MPC) framework for linear systems facing bounded parametric uncertainty and bounded disturbances. Our approach deviates from standard MPC formulations by integrating multi-step predictors, which…
An effective-field method for caculation of thermodynamic properties of three-dimensional lattice spin models is developed. It is applied to the ANNNI model on the simple cubic lattice. The phase diagram of the model, consisting of a large…
Three-way data can be conveniently modelled by using matrix variate distributions. Although there has been a lot of work for the matrix variate normal distribution, there is little work in the area of matrix skew distributions. Three matrix…
This paper proposes a new semi-parametric identification and estimation approach to multinomial choice models in a panel data setting with individual fixed effects. Our approach is based on cyclic monotonicity, which is a defining feature…
A symmetric phase field model is used to study wavelength selection in two dimensions. We study the problem in a finite system using a two-pronged approach. First we construct an action and, minimizing this, we obtain the most probable…
The paper discusses multistep nonlinear model-predictive control (NMPC) schemes for the tracking of a car model along a given reference track. In particular we will compare the numerical performance and robustness of classic single step…
We study the generic non-equilibrium steady states in asymmetric exclusion processes on a closed network with bottlenecks. To this end we proposes and study closed simple networks with multiply-connected non-identical junctions. Depending…
We apply the bootstrap technique to find the moments of certain multi-trace and multi-matrix random matrix models suggested by noncommutative geometry. Using bootstrapping we are able to find the relationships between the coupling constant…
Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…
We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…
Interaction models describe the exchange of messages between the different components of distributed systems. We have previously defined a small-step operational semantics for interaction models. The paper extends this work by presenting an…
This paper presents an alternative approach for the computation of trajectory segments on slow manifolds of saddle type. This approach is based on iterative methods rather than collocation-type methods. Compared to collocation methods, that…
Nonparametric regression models with locally stationary covariates have received increasing interest in recent years. As a nice relief of "curse of dimensionality" induced by large dimension of covariates, additive regression model is…
The random map model is a deterministic dynamical system in a finite phase space with n points. The map that establishes the dynamics of the system is constructed by randomly choosing, for every point, another one as being its image. We…
This article extends the study of the dynamical properties of the symmetric McMillan map, emphasizing its utility in understanding and modeling complex nonlinear systems. Although the map features six parameters, we demonstrate that only…
In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…
In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…