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

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

A general framework is developed to investigate the properties of useful choices of stationary spacelike slicings of stationary spacetimes whose cong…

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…

In this paper, we show how the problem of designing optimal $H_\infty$ state-feedback controllers for distributed-parameter systems can be formulated…

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…

Procedures in assessing the impact of serial dependency on performance analysis are usually built on parametrically specified models. In this paper, …

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

This paper considers constrained optimization over a renewal system. A controller observes a random event at the beginning of each renewal frame and …

We present a mathematical theory of time-harmonic wave propagation and reflection in a two-dimensional random acoustic waveguide with sound soft boun…

This paper studies attack-resilient estimation of a class of switched nonlinear systems subject to stochastic noises. The systems are threatened by b…

We model messaging activities as a hierarchical doubly stochastic point process with three main levels, and develop an iterative algorithm for inferr…

In this paper we illustrate the simplifications produced by FDR in NNLO computations. We show with an explicit example that - due to its four-dimensi…

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

We propose two different Lagrange multiplier methods for contact problems derived from the augmented Lagrangian variational formulation. Both the obs…

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

This paper presents an application of mean field control to dynamic production optimization. Both noncooperative and cooperative solutions are consid…

We study long range propagation of electromagnetic waves in random waveguides with rectangular cross-section and perfectly conducting boundaries. The…

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