Abstract: In this paper, the lattice piecewise affine (PWA) approximation of explicit linear model predictive control (MPC) is proposed. The training data consists of the state samples and ...

To get a top-down performance analysis, we'd like to know how the time is consumed in different components of the model. Currently, we are able to know the forward time of the layers, but have no ...

Minqiang Li, Fabio Mercurio and Serge Resnick derive an efficient closed-form approximation for the moment-generating function of the integral of a mean-reverting stochastic process, which follows a ...

An explicit addition formula is derived for the inverse sine-amplitude function. This is used to obtain an explicit formula for the inverse sine-amplitude function with complex argument. Journal ...

Abstract: In this paper, the disjunctive and conjunctive lattice piecewise affine (PWA) approximations of explicit linear model predictive control (MPC) are proposed. Training data consisting of ...

ABSTRACT: An explicit formula for the transition probability density function of the Hull and White stochastic volatility model in presence of nonzero correlation between the stochastic differentials ...