We study rotating black holes in Einstein-Yang-Mills-Higgs theory. These black holes emerge from static black holes with monopole hair when a finite horizon angular velocity is imposed. At critical values of the horizon angular velocity and the horizon radius, they bifurcate with embedded Kerr-Newman black holes. The non-Abelian black holes possess an electric dipole moment, but no electric cha...

While in general trading off exploration and exploitation in reinforcement learning is hard, under some formulations relatively simple solutions exist. Optimal decision thresholds for the multi-armed bandit problem, one for the infinite horizon discounted reward case and one for the finite horizon undiscounted reward case are derived, which make the link between the reward horizon, uncertainty ...

We consider the planning of production over the infinite horizon in a system with timevarying convex production and inventory holding costs. This production lot size problem is frequently faced in industry where a forecast of future demand must be made and production is to be scheduled based on the forecast. Because forecasts of the future are costly and difficult to validate, a firm would like...

-Some results concerning the constrained receding horizon formulation with infinite and truncated prediction horizon are presented. In this formulation a distinction is made between prediction and control horizons. The main result is a generalization of a known fact for linear systems, namely that, under certain technical requirements, the asymptotic stability of the above formulation holds for...

We study the Markov perfect equilibrium (MPE) of an alternating move, infinite horizon duopoly model where the strategic variable is quantity. We exhibit a pair of differencedifferential equations that, when they exist, differentiable MPE strategies satisfy. For quadratic payoff functions, we solve these equations in closed form and demonstrate that the MPE corresponding to the solution is the ...

In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the minimum variance estimation problem. The proposed estimate of the state using the measured outputs samples on the recent finite time horizon is unbiased and independent of any a priori information of the state on the horizon. The convergence and stability of the filter are evoked. A numer...

Models for long-term planning often lead to infinite horizon stochastic programs that offer significant challenges for computation. Finite-horizon approximations are often used in these cases but they may also become computationally difficult. In this paper, we directly solve for value functions of infinite horizon stochastic programs. We show that a successive linear approximation method conve...