Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (arXiv:1911.11501v1 [math.PR])

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In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from Pontryagin’s stochastic maximum principle. Although the same cost functions as well as the coefficient functions of the state dynamics are shared among the…

Indirect transactions and requirements. (arXiv:1911.11569v1 [econ.GN])

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The formulation of the indirect transactions between the sectors of an economic system is a long-standing open problem. There have been numerous attempts to define and mathematically formulate this concept in various scientific fields in literature. The current indirect effects formulations for an economic system represent the sum of the subsequent gross outputs of goods…

Optimal make-take fees for market making regulation. (arXiv:1805.02741v2 [q-fin.TR] UPDATED)

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We consider an exchange who wishes to set suitable make-take fees to attract liquidity on its platform. Using a principal-agent approach, we are able to describe in quasi-explicit form the optimal contract to propose to a market maker. This contract depends essentially on the market maker inventory trajectory and on the volatility of the asset.…

Text2FaceGAN: Face Generation from Fine Grained Textual Descriptions. (arXiv:1911.11378v1 [cs.LG])

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Powerful generative adversarial networks (GAN) have been developed to automatically synthesize realistic images from text. However, most existing tasks are limited to generating simple images such as flowers from captions. In this work, we extend this problem to the less addressed domain of face generation from fine-grained textual descriptions of face, e.g., “A person has…

On the Complexity of Minimum-Cost Networked Estimation of Self-Damped Dynamical Systems. (arXiv:1911.11381v1 [eess.SY])

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In this paper, we consider the optimal design of networked estimators to minimize the communication/measurement cost under the networked observability constraint. This problem is known as the minimum-cost networked estimation problem, which is generally claimed to be NP-hard. The main contribution of this work is to provide a polynomial-order solution for this problem under the…

Minimal Driver Nodes for Structural Controllability of Large-Scale Dynamical Systems: Node Classification. (arXiv:1911.11388v1 [eess.SY])

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This paper considers the problem of minimal control inputs to affect the system states such that the resulting system is structurally controllable. This problem and the dual problem of minimal observability are claimed to have no polynomial-order exact solution and, therefore, are NP-hard. Here, adopting a graph-theoretic approach, this problem is solved for general nonlinear…

Emergent Structures and Lifetime Structure Evolution in Artificial Neural Networks. (arXiv:1911.11691v1 [cs.LG])

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Motivated by the flexibility of biological neural networks whose connectivity structure changes significantly during their lifetime, we introduce the Unstructured Recursive Network (URN) and demonstrate that it can exhibit similar flexibility during training via gradient descent. We show empirically that many of the different neural network structures commonly used in practice today (including fully connected,…

Data assimilation for estimating electrophysiology simultaneously with connectivity within a biological neuronal network. (arXiv:1711.03834v7 [q-bio.NC] UPDATED)

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A method of data assimilation (DA) is employed to estimate electrophysiological parameters of neurons simultaneously with their synaptic connectivity in a small model biological network. The DA procedure is cast as an optimization, with a cost function consisting of both a measurement error and a model error term. An iterative reweighting of these terms permits…

Real-time cortical simulations: energy and interconnect scaling on distributed systems. (arXiv:1812.04974v4 [cs.DC] UPDATED)

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We profile the impact of computation and inter-processor communication on the energy consumption and on the scaling of cortical simulations approaching the real-time regime on distributed computing platforms. Also, the speed and energy consumption of processor architectures typical of standard HPC and embedded platforms are compared. We demonstrate the importance of the design of low-latency…