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Given the probability measure $\nu$ over the given region $\Omega\subset \R^n$, we consider the optimal location of a set $\Sigma$ composed by $n$ points $\Om$ in order to minimize the average distance $\Sigma\mapsto \int_\Om…

最优化与控制 · 数学 2017-11-16 A. Brancolini , G. Buttazzo , F. Santambrogio , E. Stepanov

We consider the problem of placing n small balls of given radius in a certain domain subject to a force f in order to minimize the compliance of the configuration. Then we let n tend to infinity and look at the asymptotics of the…

经典分析与常微分方程 · 数学 2007-05-23 G. Buttazzo , F. Santambrogio , N. Varchon

We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…

偏微分方程分析 · 数学 2016-07-22 Michael Nieves

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

最优化与控制 · 数学 2022-03-17 Jason M. Altschuler , Jonathan Niles-Weed , Austin J. Stromme

Observations or measurements taken of a quantum system (a small number of fundamental particles) are inherently random. If the state of the system depends on unknown parameters, then the distribution of the outcome depends on these…

统计理论 · 数学 2007-06-13 Richard D. Gill

We propose an alternative to $k$-nearest neighbors for functional data whereby the approximating neighboring curves are piecewise functions built from a functional sample. Using a locally defined distance function that satisfies…

统计方法学 · 统计学 2021-06-02 Antonio Elías , Raúl Jiménez , Joe Yukich

We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…

概率论 · 数学 2020-12-07 Hugh Entwistle , Christopher Lustri , Georgy Sofronov

In this paper, we investigate the $k$-Facility Location Problem ($k$-FLP) within the Bayesian Mechanism Design framework, in which agents' preferences are samples of a probability distributed on a line. Our primary contribution is…

计算机科学与博弈论 · 计算机科学 2024-07-10 Gennaro Auricchio , Jie Zhang

In this paper, we study the portfolio optimization problem with general utility functions and when the return and volatility of underlying asset are slowly varying. An asymptotic optimal strategy is provided within a specific class of…

数理金融 · 定量金融 2016-11-08 Jean-Pierre Fouque , Ruimeng Hu

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

统计理论 · 数学 2022-07-04 Teppei Ogihara

We study a variant of the competitive facility location problem, in which a company is to locate new facilities in a market where competitor's facilities already exist. We consider the scenario where only a limited number of possible…

最优化与控制 · 数学 2020-02-25 Yun Hui Lin , Qingyun Tian

The $K$-function is arguably the most important functional summary statistic for spatial point processes. It is used extensively for goodness-of-fit testing and in connection with minimum contrast estimation for parametric spatial point…

统计理论 · 数学 2023-09-25 Anne Marie Svane , Christophe Biscio , Rasmus Waagepetersen

In the paper a model problem for the location of a given number $N$ of points in a given region $\Omega$ and with a given resources density $\rho(x)$ is considered. The main difference between the usual location problems and the present one…

最优化与控制 · 数学 2013-06-26 Giuseppe Buttazzo , Serena Guarino Lo Bianco , Fabrizio Oliviero

This paper regards the problem of optimally placing unreliable sensors in a one-dimensional environment. We assume that sensors can fail with a certain probability and we minimize the expected maximum distance from any point in the…

最优化与控制 · 数学 2014-11-17 Paolo Frasca , Federica Garin , Balazs Gerencser , Julien M. Hendrickx

Motion planning is a fundamental problem in autonomous robotics that requires finding a path to a specified goal that avoids obstacles and takes into account a robot's limitations and constraints. It is often desirable for this path to also…

机器人学 · 计算机科学 2021-01-14 Jonathan D. Gammell , Marlin P. Strub

We propose a measure of learning efficiency for non-finite state spaces. We characterize the complexity of a learning problem by the metric entropy of its state space. We then describe how learning efficiency is determined by this measure…

理论经济学 · 经济学 2024-08-28 Martin W Cripps

The optimization of measurement for n samples of pure sates are studied. The error of the optimal measurement for n samples is asymptotically compared with the one of the maximum likelihood estimators from n data given by the optimal…

量子物理 · 物理学 2008-11-26 Masahito Hayashi

We consider the asymptotic distribution of the IP sparsity function, which measures the minimal support of optimal IP solutions, and the IP to LP distance function, which measures the distance between optimal IP and LP solutions. We create…

最优化与控制 · 数学 2020-09-10 Timm Oertel , Joseph Paat , Robert Weismantel

In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…

应用统计 · 统计学 2016-12-13 Maryam Sohrabi , Mahmoud Zarepour

Recent research in economic theory attempts to study optimal economic growth and spatial location of economic activity in a unified framework. So far, the key result of this literature - asymptotic convergence, even in the absence of…

综合金融 · 定量金融 2014-01-21 Gani Aldashev , Serik Aldashev , Timoteo Carletti
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