Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
This paper studies iterative learning control (ILC) in a multi-agent framework. A group of agents simultaneously and repeatedly perform the same task. The agents improve their perf...
This paper derives an improved sphere-packing (ISP) bound for finite-length error-correcting codes whose transmission takes place over symmetric memoryless channels, and the codes...
— Given a fixed network where each node has some given initial value, and under the constraint that each node receives noisy transmissions from its immediate neighbors, we provi...
An iterative framework for solving generalized equations with nonisolated solutions is presented. For generalized equations with the structure 0 F(z) + T (z), where T is a multifu...