The existing literature on optimal auctions focuses on optimizing the expected revenue of the seller, and is appropriate for risk-neutral sellers. In this paper, we identify good ...
Abstract— Despite its simplicity (two controllers and otherwise LQG), Witsenhausen’s counterexample is one of the long-standing open problems in stochastic distributed control....
We present a series of related robust optimization models for placing sensors in municipal water networks to detect contaminants that are maliciously or accidentally injected. We f...
Robert D. Carr, Harvey J. Greenberg, William E. Ha...
We consider the problem of reducing the dimensionality of labeled data for classification. Unfortunately, the optimal approach of finding the low-dimensional projection with minim...
Hybrid discrete-continuous models, such as Jump Markov Linear Systems, are convenient tools for representing many real-world systems; in the case of fault detection, discrete jumps...
Lars Blackmore, Askar Bektassov, Masahiro Ono, Bri...