We study the problem of feedback stabilization of a family of nonlinear stochastic systems with switching mechanism modeled by a Markov chain. We introduce a novel notion of stabi...
We consider the sequential portfolio investment problem. Building on results in signal processing, machine learning, and other areas, we use factor graphs to develop new universal...
Medial axis transform (MAT) is a basic tool for shape analysis. But, in spite of its usefulness, it has some drawbacks, one of which is its instability under the boundary perturba...
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
— In this paper we prove that a switched nonlinear system has several useful ISS-type properties under average dwell-time switching signals if each constituent dynamical system i...