Recent findings for optimal transport maps between distribution functions sharing the same copula show that componentwise the solution is the optimal map between marginal distributions. This is an important discovery since in the multivariate setting...
pricing of American options). A key example of an optimal stopping problem is the secretary problem. Optimal stopping problems can often be written in the
Optimal control of molecular dynamics is commonly expressed from a quantum mechanical perspective. However, in most contexts the preponderance of molecular dynamics studies utilize classical mechanical models. This paper treats laser-driven optimal c...
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We show that the value function of an optimal stopping game driven by a one-dimensional diffusion can be characterised using a modification of the Legendre transformation if and only if the optimal stopping game exhibits a Nash equilibrium (i.e. a sa...
The optimal efficiency of quantum (or classical) heat engines whose heat baths are $n$-particle systems is given by the information geometry and the strong large deviation. We give the optimal work extraction process as a concrete energy-preserving u...
The current art in optimal combinatorial auctions is limited to handling the case of single units of multiple items, with each bidder bidding on exactly one bundle (single minded bidders). This paper extends the current art by proposing an optimal...
Consider the optimal subspace expansion problem for the matrix eigenvalue problem $Ax=λx$: Which vector $w$ in the current subspace $\mathcal{V}$, after multiplied by $A$, provides an optimal subspace expansion for approximating a desired eigenvecto...
We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are g...
Selecting the optimal recommender via online exploration-exploitation is catching increasing attention where the traditional A/B testing can be slow and costly, and offline evaluations are prone to the bias of history data. Finding the optimal online...
Cells swimming in viscous fluids create flow fields which influence the transport of relevant nutrients, and therefore their feeding rate. We propose a modeling approach to the problem of optimal feeding at zero Reynolds number. We consider a simplif...
We study the optimal allocation of prizes in rank-order tournaments with loss averse agents. Prize sharing becomes increasingly optimal with loss aversion because more equitable prizes reduce the marginal psychological cost of anticipated losses. Fur...
The purpose of this paper is to study optimality of circular neighbor-balanced block designs when neighbor effects are present in the model. In the literature many optimality results are established for direct effects and neighbor effects separatel...
We apply optimal control theory to determine the shortest time in which an energy eigenstate of a weakly anharmonic oscillator can be created under the practical constraint of linear driving. We show that the optimal pulses are beatings of mostly t...
Frictionless atom cooling in harmonic traps is formulated as a time-optimal control problem and a synthesis of optimal controlled trajectories is obtained. This work has already been used to determine the minimum time for transition between two therm...
OCTBEC is a Matlab toolbox designed for optimal quantum control, within the framework of optimal control theory (OCT), of Bose-Einstein condensates (BEC). The systems we have in mind are ultracold atoms in confined geometries, where the dynamics take...
We design an optimal strategy for investment in a portfolio of assets subject to a multiplicative Brownian motion. The strategy provides the maximal typical long-term growth rate of investor's capital. We determine the optimal fraction of capital t...
I am a little confused when I should be using Optimalization or optimization. Some dictionaries say Optimization is a noun of Optimalization, but I have no idea what they mean by that. Some of the
A class of optimal three-weight cyclic codes of dimension 3 over any finite field was presented by Vega [Finite Fields Appl., 42 (2016) 23-38]. Shortly thereafter, Heng and Yue [IEEE Trans. Inf. Theory, 62(8) (2016) 4501-4513] generalized this result...
A key inequality which underpins the regularity theory of optimal transport for costs satisfying the Ma--Trudinger--Wang condition is the Pogorelov second derivative bound. This translates to an apriori interior $C^1$ estimate for smooth optimal maps...