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This paper studies the price of an asset depending on both a fundamental and possible interventions of an authority. Using the martingale approach in continuous time, we provide closed-form solutions to switching problems involving irreversible, state depe ...
Background The ambition of most molecular biologists is the understanding of the intricate network of molecular interactions that control biological systems. As scientists uncover the components and the connectivity of these networks, it becomes possible t ...
We develop a discretization and solution technique for elliptic problems whose solutions may present strong variations, singularities, boundary layers and oscillations in localized regions. We start with a coarse finite element discretization with a mesh s ...
This study introduces a way to overcome the sensitivity of decision trees used for route choice behavior studies by using fuzzy logic while preserving the advantages of decision trees and the C4.5 algorithm, namely, comprehensibility and ease of applicatio ...
We consider the class of piecewise state feedback control laws applied to discrete-time systems, motivated by recent work on the computation of closed-form MPC controllers. The on-line evaluation of such a control law requires the determination of the stat ...
Batch control has traditionally addressed the problems related to the absence of a steady state and the finite batch duration. Recently, batch control has added the dimension that arises naturally from the possibility of applying run-to-run control, i.e. i ...
A numerical sufficiency test for the asymptotic stability of linear time-varying Hurwitz systems is proposed. The algorithmic procedure constructs a bounding tube in which the state is guaranteed to stay. The continuous-time system is evaluated at discrete ...
A continuous interior penalty hp-finite element method that penalizes the jump of the discrete solution across mesh interfaces is introduced. Error estimates are obtained for first-order and advection-dominated transport operators. The analysis relies on t ...
We present a novel framework for automatically constraining parameters of compartmental models of neurons, given a large set of experimentally-measured responses of these neurons. In experiments, intrinsic noise gives rise to a large variability (e.g., in ...
This paper presents an approach for the recognition of the roles played by speakers participating in radio programs. The approach is inspired by social cognition, i.e. by the way humans make sense of people they do not know, and it includes unsupervised sp ...