The behaviour of many systems is naturally modelled by a set of ordinary differential equations (ODEs) which are parametric. Since decisions are often based on relations over these...
We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal...
We address the consensus-based distributed linear filtering problem, where a discrete time, linear stochastic process is observed by a network of sensors. We assume that the consen...
We consider the problem of dynamic buying and selling of shares from a collection of N stocks with random price fluctuations. To limit investment risk, we place an upper bound on t...
Abstract-- Recovering or estimating the initial state of a highdimensional system can require a potentially large number of measurements. In this paper, we explain how this burden ...
Michael B. Wakin, Borhan Molazem Sanandaji, Tyrone...