2 papers
math.OC2025
Upper and Lower Bounds for a Class of Constrained Linear Time-Varying Games
Vincent Liu, Chris Manzie, Peter M. Dower
This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-play…
stat.ML2024
Gradient-enhanced deep Gaussian processes for multifidelity modelling
Viv Bone, Chris van der Heide, Kieran Mackle +3
Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation e…