Distributed receding horizon discrete-time filtering is presented here, which combines a Kalman filter and receding horizon strategy. Distributed fusion with the weighted sum structure is then applied to local receding horizon Kalman filters (LRHKFs) having non-equal horizon time intervals. The proposed distributed algorithm has a parallel structure that allows for the parallel processing of ob...

Control theory is often interested in studying stability and stabilization of dynamical systems in an infinite time horizon. However, in many practical situations, focusing on the system behavior in a finite time interval is more important than requiring the system to reach a given equilibrium. Analysis on finite time horizon can be useful, for example, to study state and output transients due ...

We explore numerically the evolution of a collapsing spherical shell of charged, massless scalar field. We obtain an external ReissnerNördstrom space-time, and an inner space-time that is bounded by a singularity on the Cauchy Horizon. We compare these results with previous analysis and discuss some of the numerical problems encountered.

A holographic correspondence between horizon data and space-time physics is investigated. We find similarities with the AdS/CFT correspondence, based on the observation that the optical metric near the horizon describes a Euclidean, asymptotically anti-de Sitter space. This picture emerges for a wide class of static space-times with a non-degenerate horizon, including Schwarzschild black holes ...

T paper considers the efficient exact computation of the counterpart of the Gittins index for a finitehorizon discrete-state bandit, which measures for each initial state the average productivity, given by the maximum ratio of expected total discounted reward earned to expected total discounted time expended that can be achieved through a number of successive plays stopping by the given horizon...

Unlike previous attempts to implement cooperation in a prisoners’ dilemma game with an infinite horizon in the laboratory, we focus on extended prisoners’ dilemma games in which a second (pure strategy) equilibrium allows for voluntary cooperation in all but the last round. Our four main experimental treatments distinguish long versus short horizon and strict versus non-strict additional equili...

In this paper, we propose a generalized stabilizing receding horizon control (RHC) scheme for input/state constrained linear discrete time-varying systems that improves feasibility and on-line computation on the constrained finite-horizon optimization problem, compared with existing schemes. The control scheme is based on a time-varying horizon cost function with time-varying terminal weighting...

A minimum-time Model Predictive Control (MPC) problem is considered. By employing a time scaling transformation and cost regularization, it is shown that this problem becomes amenable to the application of parametric Integrated Perturbation Analysis Sequential Quadratic Programming (IPA-SQP). The IPA-SQP framework exploits neighboring extremal optimal control and sequential quadratic programmin...

The semi-classical derivation of Hawking radiation for axially symmetric, stationary spacetimes with a Killing horizon is examined following the recent quasi-classical tunneling analysis [1] and a simple formula is found for the inverse Hawking temperature β = 1/TH . The formula is invariant under canonical transformations and is shown to be equivalent to the integral of a closed differential 1...

Abstract. Long term optimal investment problems are studied in a factor model with matrix valued state variables. Explicit parameter restrictions are obtained under which, for an isoelastic investor, the finite horizon value function and optimal strategy converge to their long-run counterparts as the investment horizon approaches infinity. This convergence also yields portfolio turnpikes for ge...