We summarize the general results of El Karoui [1981] on optimal stopping problems for processes which are measurable with respect to Meyer-$σ$-fields. Meyer-$σ$-fields are due to Lenglart [1980] and include the optional and predictable $σ$-field a...
A project to optimize electricity distribution using MST Prim's algorithm (⭐ 0)
We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the adjoint equatio...
In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function. By the fini...
A class of parametric optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints is investigated. The perturbations appear in the objective functional, the state equation and in mixed pointwise constraints. B...
This work addresses the inherent issues of high latency in blockchains and low scalability in traditional consensus protocols. We present pod, a novel notion of consensus whose first priority is to achieve the physically-optimal latency of $2δ$, or...
Unmanned aerial vehicle (UAV)-aided data collection is a new and promising application in many practical scenarios. In this work, we study the age-optimal trajectory planning problem in UAV-enabled wireless sensor networks, where a UAV is dispatched...
This work is concerned with a class of optimal control problems governed by a partial differential equation that are motivated by an application in radiotherapy treatment planning, where the primary design objective is to minimize the volume where a...
Many problems that arise in machine learning domain deal with nonlinearity and quite often demand users to obtain global optimal solutions rather than local optimal ones. Optimization problems are inherent in machine learning algorithms and hence m...
High-voltage direct current (HVDC) systems are increasingly incorporated into today's AC power grids, necessitating optimal power flow (OPF) tools for the analysis, planning, and operation of such hybrid systems. To this end, we introduce hynet, a Py...
We find the optimal investment strategy to minimize the expected time that an individual's wealth stays below zero, the so-called {\it occupation time}. The individual consumes at a constant rate and invests in a Black-Scholes financial market cons...
We determine the optimal investment strategy in a Black-Scholes financial market to minimize the so-called {\it probability of drawdown}, namely, the probability that the value of an investment portfolio reaches some fixed proportion of its maximum v...
We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that right-continui...
This paper explores optimal service resource management strategy, a continuous challenge for health information service to enhance service performance, optimise service resource utilisation and deliver interactive health information service. An adapt...
The use of data assimilation technique to identify optimal topography is discussed in frames of time-dependent motion governed by non-linear barotropic ocean model. Assimilation of artificially generated data allows to measure the influence of vari...
In this work, we provide the first QFT-free algorithm for Quantum Amplitude Estimation (QAE) that is asymptotically optimal while maintaining the leading numerical performance. QAE algorithms appear as a subroutine in many applications for quantum co...
Whitening, or sphering, is a common preprocessing step in statistical analysis to transform random variables to orthogonality. However, due to rotational freedom there are infinitely many possible whitening procedures. Consequently, there is a diverse range of sphering methods in…
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Time to re-start a new one for the new season, now sorted by newest posts first for optimal reading, so update your bookmarks to the new thread. If you care to check the posts made prior to Blues ope...
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