Abstract. We address a fundamental mismatch between the combinations of dynamics that occur in complex physical systems and the limited kinds of dynamics supported in analysis. Mod...
Data stream is a newly emerging data model for applications like environment monitoring, Web click stream, network traffic monitoring, etc. It consists of an infinite sequence of d...
The Dantzig selector is a near ideal estimator for recovery of sparse signals from linear measurements in the presence of noise. It is a convex optimization problem which can be r...
Abstract. We address the problem of continuous stochastic optimal control in the presence of hard obstacles. Due to the non-smooth character of the obstacles, the traditional appro...
In this paper, we analyse how traders select marketplaces and bid in a setting with multiple competing marketplaces. Specifically, we use a fictitious play algorithm to analyse the...
Bing Shi, Enrico H. Gerding, Perukrishnen Vyteling...