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IOR
2008
113views more  IOR 2008»
13 years 3 months ago
Finding Supply Function Equilibria with Asymmetric Firms
Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...
Edward J. Anderson, Xinmin Hu
BICOB
2011
Springer
12 years 4 months ago
A Systematic Approach to Evaluate Sustained Stochastic Oscillations
Although the populations of biological systems are inherently discrete and their dynamics are strongly stochastic, it is usual to consider their limiting behaviour for large envir...
Jorge Júlvez, Marta Z. Kwiatkowska, Gethin ...
AUTOMATICA
2008
74views more  AUTOMATICA 2008»
13 years 5 months ago
Policy iteration based feedback control
It is well known that stochastic control systems can be viewed as Markov decision processes (MDPs) with continuous state spaces. In this paper, we propose to apply the policy iter...
Kan-Jian Zhang, Yan-Kai Xu, Xi Chen, Xi-Ren Cao
ICCAD
2005
IEEE
106views Hardware» more  ICCAD 2005»
13 years 10 months ago
Fast balanced stochastic truncation via a quadratic extension of the alternating direction implicit iteration
— Balanced truncation (BT) model order reduction (MOR) is known for its superior accuracy and computable error bounds. Balanced stochastic truncation (BST) is a particular BT pro...
Ngai Wong, Venkataramanan Balakrishnan
SIAMSC
2010
215views more  SIAMSC 2010»
13 years 3 months ago
A Fast Algorithm for Sparse Reconstruction Based on Shrinkage, Subspace Optimization, and Continuation
We propose a fast algorithm for solving the ℓ1-regularized minimization problem minx∈Rn µ x 1 + Ax − b 2 2 for recovering sparse solutions to an undetermined system of linea...
Zaiwen Wen, Wotao Yin, Donald Goldfarb, Yin Zhang