This study investigates how specification of return distribution for REIT influences the performance of volatility forecasting using three GARCH models (GARCH-N, GARCH-ST and GARC...
This paper presents a method for enlarging the domain of attraction of nonlinear model predictive control (MPC). The usual way of guaranteeing stability of nonlinear MPC is to add...
Predictive state representations (PSRs) have recently been proposed as an alternative to partially observable Markov decision processes (POMDPs) for representing the state of a dy...
Matthew Rosencrantz, Geoffrey J. Gordon, Sebastian...
: Much of the current theory of networked control systems uses simple point-to-point communiodels as an abstraction of the underlying network. As a result, the controller has very ...
Phoebus Chen, Chithrupa Ramesh, Karl Henrik Johans...
We propose an online algorithm for planning under uncertainty in multi-agent settings modeled as DEC-POMDPs. The algorithm helps overcome the high computational complexity of solv...