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The Value of Information in Monotone Decision Problems
Monotone Decision Problems Information
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2015/7/21
We analyze the information
preferences and information demand of such decision-makers, based on properties of their
payoff functions. We restrict attention to “monotone decision problems,” whe...
Accounting for Expectational and Structural Error in Binary Choice Problems: A Moment Inequality Approach
discrete choice models moment inequalities entry models
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2015/7/17
Many economic decisions involve a binary choice - for example, when consumers decide to purchase a good or when rms decide to enter a new market.
In such settings, agents' choices often depend on im...
Structured and Simultaneous Lyapunov Functions for System Stability Problems
Structured Simultaneous Lyapunov Functions System Stability Problems
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2015/7/13
It is shown that many system stability and robustness problems can be reduced to the question of when there is a quadratic Lyapunov function of a certain structure which establishes stability of dx/dt...
Recent results have shown that several H_2 and H_2-related problems can be formulated as convex programs with a finite number of variables. We present an interior point algorithm for the solution of t...
Solving interpolation problems via generalized eigenvalue minimization
Solving interpolation problems generalized eigenvalue minimization
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2015/7/13
A number of problems in the analysis and design of control systems may be reformulated as the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices which depend affi...
A Primal-Dual Potential Reduction Method for Problems Involving Matrix Inequalities
Interior point algorithms Linear matrix inequaliües Semidefinite programming
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2015/7/13
We describe a potential reduction method for convex optimization problems involving matrix inequalities. The method is based on the theory developed by Nesterov and Nemirovsky and generalizes Gonzaga ...
Semidefinite Programming Relaxations of Non-Convex Problems in Control and Combinatorial Optimization
Semidefinite Programming Relaxations Non-Convex Problems Control Combinatorial Optimization
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2015/7/13
We point out some connections between applications of semidefinite programming in control and in combinatorial optimization. In both fields semidefinite programs arise as convex relaxations of NP-hard...
A path-following method for solving BMI problems in control
Bilinear matrix inequality (BMI) equality (LMI) low-authority control
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2015/7/10
In this paper we present a path-following (homotopy) method for (locally) solving bilinear matrix inequality (BMI) problems in control. The method is to linearize the BMI using a first order perturbat...
Geometric Programming and its Applications to EDA Problems
Geometric Programming Applications EDA Problems
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2015/7/10
Geometric programming (GP) describes a type of optimization problem that has been known since the 1970s, but recently has attracted more attention for several reasons. The first is the development of ...
Moving Horizon Estimation for Staged QP Problems
Moving Horizon Estimation Staged QP Problems
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2015/7/9
This paper considers moving horizon estimation (MHE) approach to solution of staged quadratic programming (QP) problems. Using an insight into the constrained solution structure for the growing horizo...
An ADMM Algorithm for a Class of Total Variation Regularized Estimation Problems
Signal processing algorithms stochastic parameters parameter estimation
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2015/7/9
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that ...
Bounding Duality Gap for Problems with Separable Objective
Bounding Duality Gap Problems Separable Objective
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2015/7/9
We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. We consider approximate solutions obtained by solving ...
Kernel-Based Reinforcement Learning in Average-Cost Problems
Average–cost problem dynamic programming kernel smoothing local averaging Markov decision process (MDP)
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2015/7/8
Reinforcement learning (RL) is concerned with the identification of optimal controls in Markov decision processes (MDPs) where no explicit model of the transition probabilities is available. Many exis...
Algorithm 937: MINRES-QLP for Symmetric and Hermitian Linear Equations and Least-Squares Problems
Symmetric Hermitian Linear
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2015/7/3
If the system is singular, MINRES-QLP computes the unique
minimum-length solution (also known as the pseudoinverse solution), which generally eludes MINRES. In
all cases, it overcomes a potential in...
Better Deals Through Level II Strategies:Advance Your Interests by Helping to Solve Their Internal Problems
Strategy Negotiation Tactics Negotiation Participants Negotiation Style
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2015/4/29
Many negotiators have constituencies that must formally or informally approve an agreement. Traditionally, it is the responsibility of each negotiator to manage the internal conflicts and constituenci...