Related papers: Computing Tarski Fixed Points in Financial Network…
Enhancing the existing solution for pricing of fixed income instruments within Black-Karasinski model structure, with neural network at various parameterisation points to demonstrate that the method is able to achieve superior outcomes for…
The paper tests the validity of the critique of the fiscal theory of the price level. A stochastic general equilibrium model with continuous time is constructed. An active fiscal policy and a passive monetary policy have been set. Monetary…
In this paper, we introduce regularized stochastic team problems. Under mild assumptions, we prove that there exists an unique fixed point of the best response operator, where this unique fixed point is the optimal regularized team decision…
This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…
This article presents a theoretical investigation of computation beyond the Turing barrier from emergent behavior in distributed systems. In particular, we present an algorithmic network that is a mathematical model of a networked…
Computing accurate deterministic performance bounds is a strong need for communication technologies having strong requirements on latency and reliability. Beyond new scheduling protocols such as TSN, the FIFO policy remains at work within…
We study the problem of learning the structure of an optimal Bayesian network when additional constraints are posed on the network or on its moralized graph. More precisely, we consider the constraint that the network or its moralized graph…
Dang et al. have given an algorithm that can find a Tarski fixed point in a $k$-dimensional lattice of width $n$ using $O(\log^{k} n)$ queries. Multiple authors have conjectured that this algorithm is optimal [Dang et al., Etessami et al.],…
The recently introduced continuous Hopfield network (see Ramsauer et al.) exhibits large memorization capabilities, which manifest as attractive fixed points of its update rule -- a differentiable function consisting of two linear mappings…
We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the…
We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…
We consider timed Petri nets, i.e., unbounded Petri nets where each token carries a real-valued clock. Transition arcs are labeled with time intervals, which specify constraints on the ages of tokens. Our cost model assigns token storage…
The exact matching problem is a constrained variant of the maximum matching problem: given a graph with each edge having a weight $0$ or $1$ and an integer $k$, the goal is to find a perfect matching of weight exactly $k$. Mulmuley,…
We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…
We consider a one-period Kyle (1985) framework where the insider can be subject to a penalty if she trades. We establish existence and uniqueness of equilibrium for virtually any penalty function when noise is uniform. In equilibrium, the…
The maximum clique problem is a well known NP-Hard problem with applications in data mining, network analysis, information retrieval and many other areas related to the World Wide Web. There exist several algorithms for the problem with…
The Max-Cut problem is known to be NP-hard on general graphs, while it can be solved in polynomial time on planar graphs. In this paper, we present a fixed-parameter tractable algorithm for the problem on `almost' planar graphs: Given an…
We study deterministic algorithms for computing graph cuts, with focus on two fundamental problems: balanced sparse cut and $k$-vertex connectivity for small $k$ ($k=O(\polylog n)$). Both problems can be solved in near-linear time with…
The importance of a node in a directed graph can be measured by its PageRank. The PageRank of a node is used in a number of application contexts - including ranking websites - and can be interpreted as the average portion of time spent at…
We consider a nonlinear pricing environment with private information. We provide profit guarantees (and associated mechanisms) that the seller can achieve across all possible distributions of willingness to pay of the buyers. With a…