相关论文: Deterministic monotone dynamics and dominated stra…

A sequence of invertible matrices given by a small random perturbation around a fixed diagonal partially hyperbolic matrix induces a random dynamics on the Grassmann manifolds. Under suitable weak conditions it is known to have a unique…

We introduce two novel generalizations of the Koopman operator method of nonlinear dynamic modeling. Each of these generalizations leads to greatly improved predictive performance without sacrificing a unique trait of Koopman methods: the…

A version of the Dynamical Systems Gradient Method for solving ill-posed nonlinear monotone operator equations is studied in this paper. A discrepancy principle is proposed and justified. A numerical experiment was carried out with the new…

In the preprint of 1993 the author formulated some conjectures on monotonicity of ratios for exponential series remainders. They are equivalent to conjectures on monotonicity of a ratio of Kummer hypergeometric functions and presumably not…

The paper focuses on some versions of connected dominating set problems: basic problems and multicriteria problems. A literature survey on basic problem formulations and solving approaches is presented. The basic connected dominating set…

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

In order to bring contraction analysis into the very fruitful and topical fields of stochastic and Bayesian systems, we extend here the theory describes in \cite{Lohmiller98} to random differential equations. We propose new definitions of…

In this paper, we establish the existence of team-optimal policies for static teams and a class of sequential dynamic teams. We first consider the static team problems and show the existence of optimal policies under certain regularity…

In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…

We develop theory and applications of forward characteristic processes in discrete time following a seminal paper of Jan Kallsen and Paul Kr\"uhner. Particular emphasis is placed on the dynamics of volatility surfaces which can be easily…

We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…

Continuous-time empirical dynamic discrete choice games offer notable computational advantages over discrete-time models. This paper addresses remaining computational and econometric challenges to further improve both model solution and…

We study the following refinement relation between nondeterministic state-transition models: model B strategically dominates model A iff every deterministic refinement of A is language contained in some deterministic refinement of B. While…

Continuous time primal-dual gradient dynamics that find a saddle point of a Lagrangian of an optimization problem have been widely used in systems and control. While the global asymptotic stability of such dynamics has been well-studied, it…

We provide a set of counterexamples for the monotonicity of the Newton-Hewer method for solving the discrete-time algebraic Riccati equation in dynamic settings, drawing a contrast with the Riccati difference equation.

A generalization of classical determinant inequalities like Hadamard's inequality and Fischer's inequality is studied. For a version of the inequalities originally proved by Arveson for positive operators in von Neumann algebras with a…

We consider a population with two equal dominated species, dynamics of which is defined by one-dimensional piecewise-continuous, two parametric functions. It is shown that for any non-zero parameters this function has two fixed points and…

We study a deterministic dynamics with two time scales in a continuous state attractor network. To the usual (fast) relaxation dynamics towards point attractors (``patterns'') we add a slow coupling dynamics that makes the visited patterns…

We describe the application of tools from statistical mechanics to analyse the dynamics of various classes of supervised learning rules in perceptrons. The character of this paper is mostly that of a cross between a biased non-encyclopedic…

Part I of this work [2] developed the exact diffusion algorithm to remove the bias that is characteristic of distributed solutions for deterministic optimization problems. The algorithm was shown to be applicable to a larger set of…