We consider the multidimensional generalised stochastic Burgers equation in the space-periodic setting: $ \partial \mathbf{u}/\partial t+$ $(\nabla…

Motivated by the broadcast view of the interference channel, the new problem of communication with disturbance constraints is formulated. The rate-di…

We initiate the study of efficient mechanism design with guaranteed good properties even when players participate in multiple different mechanisms si…

This paper presents the full dynamics and control of arbitrary number of quadrotor unmanned aerial vehicles (UAV) transporting a rigid body. The rigi…

Heterogeneity is often natural in many contemporary applications involving massive data. While posing new challenges to effective learning, it can pl…

We consider an intermediary's problem of dynamically matching demand and supply of heterogeneous types in a periodic-review fashion. More specificall…

This paper is concerned with analysis of electromagnetic wave scattering by an obstacle which is embedded in a two-layered lossy medium separated by …

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization base…

We present an analysis of wave propagation in a two step-index, parallel waveguide system. The goal is to quantify the effect of scattering at random…

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base cla…

Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the…

We propose empirical dynamic programming algorithms for Markov decision processes (MDPs). In these algorithms, the exact expectation in the Bellman o…

We analyze long range wave propagation in three-dimensional random waveguides. The waves are trapped by top and bottom boundaries, but the medium is …

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite elem…

Predictive analytics is increasingly used to guide decision-making in many applications. However, in practice, we often have limited data on the true…

This paper develops output feedback boundary control to mitigate traffic congestion of a unidirectional two-lane freeway segment. The macroscopic tra…

We study the problem of learning \emph{across} a sequence of price experiments for related products, focusing on implementing the Thompson sampling a…

We study web and mobile applications that are used to schedule advance service, from medical appointments to restaurant reservations. We model them a…

The history of modern condensed matter physics may be regarded as the competition and reconciliation between Stoner's and Anderson's physical picture…

The Kuramoto model of a system of coupled phase oscillators and its many variations are frequently used to describe synchronization phenomena in natu…

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