Q‐learning for continuous‐time graphical games on large networks with completely unknown linear system dynamics
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Robust and Nonlinear Control"
DOI: 10.1002/rnc.3719
Abstract: Summary In this paper, we consider the problem of leader synchronization in systems with interacting agents in large networks while simultaneously satisfying energy-related user-defined distributed optimization criteria. But modeling in large networks is very difficult,… read more here.
Keywords: large networks; learning continuous; system; control ... See more keywords
Distributed continuous‐time algorithm for a general nonsmooth monotropic optimization problem
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DOI: 10.1002/rnc.4547
Abstract: This paper investigates a general monotropic optimization problem for continuous‐time networks, where the global objective function is a sum of local objective functions that are only known to individual agent, and general constraints are taken… read more here.
Keywords: monotropic optimization; problem; optimization problem; continuous time ... See more keywords
Non‐homogeneous continuous‐time Markov chain with covariates: Applications to ambulatory hypertension monitoring
Sign Up to like & getrecommendations! Published in 2023 at "Statistics in Medicine"
DOI: 10.1002/sim.9707
Abstract: Hypertension significantly increases the risk for many health conditions including heart disease and stroke. Hypertensive patients often have continuous measurements of their blood pressure to better understand how it fluctuates over the day. The continuous‐time… read more here.
Keywords: time; continuous time; time markov; hypertension ... See more keywords
Random discretization of stationary continuous time processes
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DOI: 10.1007/s00184-020-00783-1
Abstract: This paper investigates second order properties of a stationary continuous time process after random sampling. While a short memory process always gives rise to a short memory one, we prove that long-memory can disappear when… read more here.
Keywords: random discretization; memory; process; stationary continuous ... See more keywords
Concentration inequalities for matrix martingales in continuous time
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DOI: 10.1007/s00440-017-0786-9
Abstract: This paper gives new concentration inequalities for the spectral norm of a wide class of matrix martingales in continuous time. These results extend previously established Freedman and Bernstein inequalities for series of random matrices to… read more here.
Keywords: matrix martingales; concentration inequalities; martingales continuous; time ... See more keywords
On time-inconsistent stochastic control in continuous time
Sign Up to like & getrecommendations! Published in 2017 at "Finance and Stochastics"
DOI: 10.1007/s00780-017-0327-5
Abstract: In this paper, which is a continuation of the discrete-time paper (Björk and Murgoci in Finance Stoch. 18:545–592, 2004), we study a class of continuous-time stochastic control problems which, in various ways, are time-inconsistent in… read more here.
Keywords: stochastic control; time; study; finance ... See more keywords
Comprehensive comparison of online ADP algorithms for continuous-time optimal control
Sign Up to like & getrecommendations! Published in 2017 at "Artificial Intelligence Review"
DOI: 10.1007/s10462-017-9548-4
Abstract: Online learning is an important property of adaptive dynamic programming (ADP). Online observations contain plentiful dynamics information, and ADP algorithms can utilize them to learn the optimal control policy. This paper reviews the research of… read more here.
Keywords: adp algorithms; online adp; continuous time; adp ... See more keywords
Design-to-testing: a low-power, 1.25 GHz, single-bit single-loop continuous-time $$\Delta \Sigma$$ΔΣ modulator with 15 MHz bandwidth and 60 dB dynamic range
Sign Up to like & getrecommendations! Published in 2017 at "Analog Integrated Circuits and Signal Processing"
DOI: 10.1007/s10470-016-0865-3
Abstract: Continuous-time Delta-Sigma (CT-$$\Delta \Sigma$$ΔΣ) analog-to-digital converters have been extensively investigated for their use in wireless receivers to achieve conversion bandwidths >15 MHz and higher resolution of 10–14 bits. This paper presents the complete design-to-testing tutorial of a… read more here.
Keywords: delta sigma; sigma; time delta; continuous time ... See more keywords
A continuous-time delta-sigma ADC for portable ultrasound scanners
Sign Up to like & getrecommendations! Published in 2017 at "Analog Integrated Circuits and Signal Processing"
DOI: 10.1007/s10470-017-1004-5
Abstract: A fully differential fourth-order 1-bit continuous-time delta-sigma ADC designed in a 65 nm process for portable ultrasound scanners is presented in this paper. The circuit design, implementation and measurements on the fabricated die are shown. The… read more here.
Keywords: delta sigma; sigma adc; time delta; ultrasound scanners ... See more keywords
Large Deviations of Empirical Estimates in the Stochastic Programming Problem with Nonstationary Observations and Continuous Time
Sign Up to like & getrecommendations! Published in 2019 at "Cybernetics and Systems Analysis"
DOI: 10.1007/s10559-019-00187-8
Abstract: The paper considers a stochastic programming problem with the empirical function constructed based on nonstationary observations and continuous time. A random process, stationary in a narrow sense and satisfying the strong mixing condition is investigated… read more here.
Keywords: programming problem; stochastic programming; nonstationary observations; observations continuous ... See more keywords
Continuous-Time Switching Regression Method with Unknown Switching Points
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DOI: 10.1007/s10559-020-00222-z
Abstract: Linear regression with switching in continuous time is considered. A method for estimation of switching points and switching regression parameters is described. Examples of its use are given. read more here.
Keywords: switching points; time switching; regression; continuous time ... See more keywords