Zobrazeno 1 - 10
of 5 377
pro vyhledávání: '"Convergence of random variables"'
Autor:
Dong Shen, Samer S. Saab
Publikováno v:
IEEE Transactions on Automatic Control. 67:4123-4130
In this paper, a noisy output-based direct learning tracking control is proposed for stochastic linear systems with nonuniform trial lengths. The iteration-varying trial length is modeled using a Markov chain for demonstration of the iteration-depend
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb260b1c30dea13ec30a7a6ced440a82
https://doi.org/10.1109/tac.2021.3106860
https://doi.org/10.1109/tac.2021.3106860
Publikováno v:
IEEE Transactions on Robotics. 38:71-91
This work considers the problem of resilient consensus, where stochastic values of trust between agents are available. Specifically, we derive a unified mathematical framework to characterize convergence, deviation of the consensus from the true cons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fe9ff7269215b84a9fd342bf011e8d1f
https://doi.org/10.1109/tro.2021.3088054
https://doi.org/10.1109/tro.2021.3088054
Publikováno v:
Insurance: Mathematics and Economics
Insurance: Mathematics and Economics, Elsevier, 2022, 102, pp.1-21. ⟨10.1016/j.insmatheco.2021.11.001⟩
Insurance: Mathematics and Economics, Elsevier, 2022, 102, pp.1-21. ⟨10.1016/j.insmatheco.2021.11.001⟩
International audience; Being able to compare risk measures in practice is crucial in many applications such as in finance, insurance or environmental science. The difficulty is that the variables of interest are not always of the same nature, nor of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1a2eaf698af9c02f32f70839461283e2
https://doi.org/10.1016/j.insmatheco.2021.11.001
https://doi.org/10.1016/j.insmatheco.2021.11.001
Publikováno v:
IEEE Transactions on Automatic Control. 67:406-412
This technical note proposes a unified Lyapunov framework for analyzing the stochastic asymptotic and finite-time convergence/stability for Ito stochastic nonlinear systems. By exploring the coupling effect between the drift and the diffusion parts o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cee7adff71f9131784f8049dba556616
https://doi.org/10.1109/tac.2021.3057990
https://doi.org/10.1109/tac.2021.3057990
Publikováno v:
IEEE Transactions on Automatic Control. 67:279-291
Discrete-time probabilistic logic networks (DT-PLNs), of which probabilistic Boolean networks (PBNs) are a special type, are an important qualitative model for gene regulatory networks (GRNs). Although a DT-PLN can predict the long-term behavior of a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55c6235455f7d7c5e94d0a6a24147b6b
https://doi.org/10.1109/tac.2021.3063130
https://doi.org/10.1109/tac.2021.3063130
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Autor:
Prasenjit Karmakar, Shalabh Bhatnagar
Publikováno v:
IEEE Transactions on Automatic Control. 66:5941-5954
This paper compiles several aspects of the dynamics of stochastic approximation algorithms with Markov iterate-dependent noise when the iterates are not known to be stable beforehand. We achieve the same by extending the lock-in probability (i.e. the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c6e973b8a044db43c5a3db68f884ef68
https://doi.org/10.1109/tac.2021.3057299
https://doi.org/10.1109/tac.2021.3057299
Autor:
Jae-Kyung Woo, Landy Rabehasaina
Publikováno v:
Journal of Applied Probability. 58:1007-1042
In a multitype branching process, it is assumed that immigrants arrive according to a non-homogeneous Poisson or a contagious Poisson process (both processes are formulated as a non-homogeneous birth process with an appropriate choice of transition i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3b0d273cacae8e57e31b1b06968c22d
https://doi.org/10.1017/jpr.2021.19
https://doi.org/10.1017/jpr.2021.19
Autor:
Barbara Franci, Sergio Grammatico
Publikováno v:
IEEE Transactions on Automatic Control, 66(11)
IEEE Transactions on Automatic Control
IEEE Transactions on Automatic Control
We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (2019), we propose a distributed generalized Nash equilibrium seeking algorithm based on the preconditioned forward-b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49a4171cfc2612a68452d9c5284166ba
https://doi.org/10.1109/tac.2020.3047369
https://doi.org/10.1109/tac.2020.3047369
Publikováno v:
IET Control Theory & Applications, Vol 15, Iss 17, Pp 2183-2194 (2021)
Stochastic gradient descent algorithm is a classical and useful method for stochastic optimisation. While stochastic gradient descent has been theoretically investigated for decades and successfully applied in machine learning such as training of dee
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0ac7b8289720ce9d8f079d9383372143
https://doaj.org/article/a8316d2dfc69430b92753a1a3f35adb0
https://doaj.org/article/a8316d2dfc69430b92753a1a3f35adb0