相关论文: An algorithmic approach to the multiple impact of …

We introduce a price impact model which accounts for finite market depth, tightness and resilience. Its coupled bid- and ask-price dynamics induce convex liquidity costs. We provide existence of an optimal solution to the classical problem…

Many-particle effects in escapes of hard disks from a square box via a hole are discussed in a viewpoint of dynamical systems. Starting from $N$ disks in the box at the initial time, we calculate the probability $P_{n}(t)$ for at least $n$…

We introduce a novel algorithm for the task of coherently controlling a quantum mechanical system to implement any chosen unitary dynamics. It performs faster than existing state of the art methods by one to three orders of magnitude…

The classical multi-agent rendezvous problem asks for a deterministic algorithm by which $n$ points scattered in a plane can move about at constant speed and merge at a single point, assuming each point can use only the locations of the…

This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…

An approximate analytical solution for the two body problem perturbed by a radial, low acceleration is obtained, using a regularized formulation of the orbital motion and the method of multiple scales. Formulating the dynamics with the…

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

We study the problem of arranging a set of $n$ disks with prescribed radii on $n$ rays emanating from the origin such that two neighboring rays are separated by an angle of $2\pi/n$. The center of the disks have to lie on the rays, and no…

We introduce a class of models for multidimensional control problems which we call skip-free Markov decision processes on trees. We describe and analyse an algorithm applicable to Markov decision processes of this type that are skip-free in…

This paper is devoted to the distributed complexity of finding an approximation of the maximum cut in graphs. A classical algorithm consists in letting each vertex choose its side of the cut uniformly at random. This does not require any…

This paper is concerned with the analysis of a class of impacting systems of relevance in applications: cam-follower systems. We show that these systems, which can be modelled as discontinuously forced impact oscillators, can exhibit…

Simulation of contact and friction dynamics is an important basis for control- and learning-based algorithms. However, the numerical difficulties of contact interactions pose a challenge for robust and efficient simulators. A…

Building on previous work by Cameron et al. in [3], we give a recurrence for computing the number of acyclic orientations of complete $k$-partite graphs, which can be implemented to obtain a dynamic programming algorithm running in time…

Predictive risk scores estimating probabilities for a binary outcome on the basis of observed covariates are common across the sciences. They are frequently developed with the intent of avoiding the outcome in question by intervening in…

A recent breakthrough in nonconvex optimization is the online-to-nonconvex conversion framework of [Cutkosky et al., 2023], which reformulates the task of finding an $\varepsilon$-first-order stationary point as an online learning problem.…

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…

In this paper, we introduce a novel parallel contact algorithm designed to run efficiently in High-Performance Computing based supercomputers. Particular emphasis is put on its computational implementation in a multiphysics finite element…

Despite the simple impact of a rigid particle being a centuries old problem, a conclusive treatment of the general case is still outstanding. The influences of particle shape as well as elastic and plastic deformation of the particle upon…

Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms,…

The rigid gang task model is based on the idea of executing multiple threads simultaneously on a fixed number of processors to increase efficiency and performance. Although there is extensive literature on global rigid gang scheduling,…