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We define a regularized variant of the Dual Dynamic Programming algorithm called REDDP (REgularized Dual Dynamic Programming) to solve nonlinear dynamic programming equations. We extend the algorithm to solve nonlinear stochastic dynamic…
Power systems that need to integrate renewables at a large scale must account for the high levels of uncertainty introduced by these power sources. This can be accomplished with a system of many distributed grid-level storage devices.…
The security of smart contracts, which are an important part of blockchain technology, has attracted much attention. In particular, reentrancy vulnerability, which is hidden and complex, poses a great threat to smart contracts. In order to…
Modern blockchain systems support creation of smart contracts -- stateful programs hosted and executed on a blockchain. Smart contracts hold and transfer significant amounts of digital currency which makes them an attractive target for…
Upon evolving their software, organizations and individual developers have to spend a substantial effort to pay back technical debt, i.e., the fact that software is released in a shape not as good as it should be, e.g., in terms of…
Real-time networks based on Ethernet require robust quality-of-service for time-critical traffic. The Time-Sensitive Networking (TSN) collection of standards enables this in real-time environments like vehicle on-board networks. Runtime…
Accurate prediction of future loan defaults is a critical capability for financial institutions that provide lines of credit. For institutions that issue and manage extensive loan volumes, even a slight improvement in default prediction…
In this paper, we present a distributed model predictive control (DMPC) scheme for dynamically decoupled systems which are subject to state constraints, coupling state constraints and input constraints. In the proposed control scheme,…
Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…
Concentrated Liquidity Market Makers (CLMMs) represent a fundamental innovation in market microstructure, transforming liquidity provision from passive portfolio allocation to active risk management. This evolution creates significant…
Recognizing that technical debt is a persistent and significant challenge requiring sophisticated management tools, TD-Suite offers a comprehensive software framework specifically engineered to automate the complex task of its…
For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…
We consider a portfolio optimization problem in a defaultable market with finitely-many economical regimes, where the investor can dynamically allocate her wealth among a defaultable bond, a stock, and a money market account. The market…
We introduce an algorithm called SQDP (Stochastic Quadratic Dynamic Programming) to solve some multistage stochastic optimization problems having strongly convex recourse functions. The algorithm extends the classical Stochastic Dual…
Carbon credits purchased in the voluntary carbon market allow unavoidable emissions, such as from international flights for essential travel, to be offset by an equivalent climate benefit, such as avoiding emissions from tropical…
In India, post the demonetization exercise in 2016, digital payments have become extremely popular. Among them, the volume of transactions using Paytm wallets and UPI (Unified Payment Interface) have grown manifold. The lockdowns due to…
This study presents a novel field-programmable gate array (FPGA)-based Time-to-Digital Converter (TDC) design suitable for high timing resolution applications, utilizing two new techniques. First, a cross-detection (CD) method is introduced…
This paper presents a cluster-based transform domain communication system (TDCS) to improve spectrum efficiency. Unlike the utilities of clusters in orthogonal frequency division multiplex (OFDM) systems, the cluster-based TDCS framework…
This work introduces Transformer-based Successive Convexification (T-SCvx), an extension of Transformer-based Powered Descent Guidance (T-PDG), generalizable for efficient six-degree-of-freedom (DoF) fuel-optimal powered descent trajectory…
Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advances promote improved accessibility and convenience,…