Related papers: Augmenting Automatic Differentiation for a Single-…
This contribution proposes a new formulation to efficiently compute directional derivatives of order one to fourth. The formulation is based on automatic differentiation implemented with dual numbers. Directional derivatives are particular…
We study a queueing network with a single shared server that serves the queues in a cyclic order. External customers arrive at the queues according to independent Poisson processes. After completing service, a customer either leaves the…
Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…
We present a combination of raising, explicit variable dependency representation, the liberalized delta-rule, and preservation of solutions for first-order deductive theorem proving. Our main motivation is to provide the foundation for our…
In this paper, we describe procedures for computing higher-order time derivatives of the Lie-group Newton-Euler, Articulated-Body Inertia, and hybrid dynamics algorithms for floating-base trees, where the base configuration evolves on SE(3)…
A type of fractional derivative, referred to as \alpha-derivative, is studied. The \alpha-derivative of fractional type obeys Leibnitz rule. Based on the definition of \alpha-derivative the operations of analysis and differential geometry…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
Given a random variable $N$ with values in ${\mathbb{N}}$, and $N$ i.i.d. positive random variables $\{\mu_k\}$, we consider a queue with renewal arrivals and $N$ exponential servers, where server $k$ serves at rate $\mu_k$, under two work…
We consider $N$ Bernoulli random variables, which are independent conditional on a common random factor determining their probability distribution. We show that certain expected functionals of the proportion $L_N$ of variables in a given…
The score function estimator is widely used for estimating gradients of stochastic objectives in stochastic computation graphs (SCG), eg, in reinforcement learning and meta-learning. While deriving the first-order gradient estimators by…
Based on the Liouville-Weyl definition of the fractional derivative, a new direct fractional generalization of higher order derivatives is presented. It is shown, that the Riesz and Feller derivatives are special cases of this approach.
We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian…
Taylor series is a useful mathematical tool when describing and constructing a function. With the series representation, some properties of fractional calculus can be revealed clearly. This paper investigates two typical applications:…
In this paper, we investigate a fractional differential equation involving sequential Caputo derivatives, motivated by recent research on fractional models with multiple memory effects. Using techniques inspired by earlier works on…
We consider the Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. Such a setup facilitates examining the implications of a natural initial-state independent…
Let $X = (X_1, X_2)$ be a 2-dimensional random variable and $X(n), n \in \mathbb{N}$ a sequence of i.i.d. copies of $X$. The associated random walk is $S(n)= X(1) + \cdots +X(n)$. The corresponding absorbed-reflected walk $W(n), n \in…
A single server retrial queueing system with two-classes of orbiting customers, and general class dependent service times is considered. If an arriving customer finds the server unavailable, it enters a virtual queue, called the orbit,…
In recent years, there is a growing research about queueing models with customers who choose their service durations. In general, the model assumptions in the existing literature imply that every customer knows his service demand when he…
This paper presents a reformulation of the Leibniz product rule as a finite sum that expresses the fractional derivative of the product of two differentiable functions. This paper then proves the cases for when the product consists of an…