1.2k citations · 1.8k across the 38 of their papers we have counts for
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Sparsity structures for Koopman operators
Corbinian Schlosser, Milan Korda
We present a decomposition of the Koopman operator based on the sparse structure of the underlying dynamical system, allowing one to consider the system as a family of subsystems i…
Exploiting Term Sparsity in Moment-SOS hierarchy for Dynamical Systems
Jie Wang, Corbinian Schlosser, Milan Korda +1
In this paper, we develop a dynamical system counterpart to the term sparsity sum-of-squares (TSSOS) algorithm proposed for static polynomial optimization. This allows for computat…
Revisiting semidefinite programming approaches to options pricing: complexity and computational perspectives
Didier Henrion, Felix Kirschner, Etienne de Klerk +3
In this paper we consider the problem of finding bounds on the prices of options depending on multiple assets without assuming any underlying model on the price dynamics, but only…
Clarifying the effect of mean subtraction on Dynamic Mode Decomposition
Gowtham S Seenivasaharagavan, Milan Korda, Hassan Arbabi +1
Any autonomous nonlinear dynamical system can be viewed as a superposition of infinitely many linear processes, through the so-called Koopman mode decomposition. Its data-driven ap…
Peak Estimation for Uncertain and Switched Systems
Jared Miller, Didier Henrion, Mario Sznaier +1
Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete se…
Model Predictive Control of a Vehicle using Koopman Operator
Vít Cibulka, Milan Korda, Tomáš Haniš +1
This paper continues in the work from arXiv:1903.06103 [math.OC] where a nonlinear vehicle model was approximated in a purely data-driven manner by a linear predictor of higher ord…
Spatio-Temporal Decomposition of Sum-of-Squares Programs for the Region of Attraction and Reachability
Vít Cibulka, Milan Korda, Tomáš Haniš
This paper presents a method for calculating Region of Attraction of a target set (not necessarily an equilibrium) for controlled polynomial dynamical systems, using a hierarchy of…
Stability and performance verification of dynamical systems controlled by neural networks: algorithms and complexity
Milan Korda
This work makes several contributions on stability and performance verification of nonlinear dynamical systems controlled by neural networks. First, we show that the stability and…