Abstract: In this letter, a novel model-free Q-learning based approach is developed to solve the $H\infty $ tracking problem for linear discrete-time systems. A new ...
In recent decades, regime-switching models have gained popularity in mathematical finance as a way of overcoming the limitations of the Black-Scholes formula for European Options pricing. Rather than ...
For years, the idea that we might be living inside a vast computer program has drifted from philosophy seminars into ...
For years, the idea that we might be living inside a vast computer program has drifted from philosophy seminars into ...
Abstract: Robust model predictive control (MPC) is a well-known control technique for model-based control with constraints and uncertainties. In classic robust tube-based MPC approaches, an open-loop ...
This Chalk Talk highlights applications of a discrete Gaussian in various areas, following a 2025 paper by Chinta, Jorgenson, Karlsson, and Smajlović. The topics include heat diffusion, Bessel ...