The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
In this paper, we investigate limiting behavior of linear dynamic systems driven by random stochastic matrices. We introduce and study the new concepts of partial ergodicity and 1-...
This research concerns a noncooperative dynamic game with large number of oscillators. The states are interpreted as the phase angles for a collection of non-homogeneous oscillator...
Huibing Yin, Prashant G. Mehta, Sean P. Meyn, Uday...
In this article we consider the issue of optimal control in collaborative multi-agent systems with stochastic dynamics. The agents have a joint task in which they have to reach a ...
Stochastic optimization problems provide a means to model uncertainty in the input data where the uncertainty is modeled by a probability distribution over the possible realizatio...