Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....
We formulate the L2-gain control problem for a general nonlinear, state-space system with projection dynamics in the state evolution and hard constraints on the set of admissible ...
Joseph A. Ball, Martin V. Day, Tungsheng Yu, Pushk...
Abstract Surrogate maximization (or minimization) (SM) algorithms are a family of algorithms that can be regarded as a generalization of expectation-maximization (EM) algorithms. A...
The number of applications in computer vision that model higher-order interactions has exploded over the last few years. The standard technique for solving such problems is to red...
Abstract. Merit factor of a binary sequence is reviewed, and constructions are described that appear to satisfy an asymptotic merit factor of 6.3421 . . . Multivariate merit factor...