相关论文: On integrability of quadratic harnesses

In this article, we consider inverse problems of determining a source term and a coefficient of a first-order partial differential equation and prove conditional stability estimates with minimum boundary observation data and relaxed…

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

We investigate stability of linear delay differential systems. Stability criteria of the systems are derived based on integrals of the fundamental matrix. They are necessary and sufficient conditions for delay-dependent stability of the…

In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…

We investigate the possibility of extending some results of Pazman and Pronzato (2014) to a larger set of optimality criteria. Namely, in a linear regression model the problem of computing D-, A-, E_k-optimal designs, of combining these…

The sequential compactness afforded hybrid systems under mild regularity constraints guarantee outer/upper semicontinuous dependence of solutions on initial conditions and perturbations. For reachable sets of hybrid systems, this property…

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

We investigate the decay of entanglement, due to decoherence, of multi-qubit systems that are initially prepared in highly (in some cases maximally) entangled states. We assume that during the decoherence processes each qubit of the system…

The past few years have seen many interesting theoretical developments in lattice QCD. This talk (which is intended for non-experts) focuses on the problem of non-perturbative renormalization and the question of how precisely the continuum…

Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…

In this work, we investigate a particular class of shape optimization problems under uncertainties on the input parameters. More precisely, we are interested in the minimization of the expectation of a quadratic objective in a situation…

This paper pursues a two-fold goal. Firstly, we aim to derive novel second-order characterizations of important robust stability properties of perturbed Karush-Kuhn-Tucker systems for a broadclass of constrained optimization problems…

We study the robustness of the evolution of a quantum system against small uncontrolled variations in parameters in the Hamiltonian. We show that the fidelity susceptibility, which quantifies the perturbative error to leading order, can be…

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

We consider the probability by which quantum phase measurements of a given precision can be done successfully. The least upper bound of this probability is derived and the associated optimal state vectors are determined. The probability…

Wave scattering in chaotic systems with a uniform energy loss (absorption) is considered. Within the random matrix approach we calculate exactly the energy correlation functions of different matrix elements of impedance or scattering…

In this paper, we mainly study the robust stability of linear continuous systems with parameter uncertainties, a more general kind of uncertainties for system matrices is considered, i.e., entries of system matrices are rational functions…

We discuss recent work for causal inference and predictive robustness in a unifying way. The key idea relies on a notion of probabilistic invariance or stability: it opens up new insights for formulating causality as a certain risk…

We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…

Linear regressions with endogeneity are widely used to estimate causal effects. This paper studies a framework that involves two common practical issues: endogeneity of the regressors and heteroskedasticity that depends on endogenous…