13 citations · 27 across the 7 of their papers we have counts for
7 papers
Optimal cash management using impulse control
Peter Lakner, Josh Reed
We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller…
Reflected Brownian Motion with Drift in a Wedge
Peter Lakner, Ziran Liu, Josh Reed
We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniquenes…
LatentFormer: Multi-Agent Transformer-Based Interaction Modeling and Trajectory Prediction
Elmira Amirloo, Amir Rasouli, Peter Lakner +2
Multi-agent trajectory prediction is a fundamental problem in autonomous driving. The key challenges in prediction are accurately anticipating the behavior of surrounding agents an…
PePScenes: A Novel Dataset and Baseline for Pedestrian Action Prediction in 3D
Amir Rasouli, Tiffany Yau, Peter Lakner +3
Predicting the behavior of road users, particularly pedestrians, is vital for safe motion planning in the context of autonomous driving systems. Traditionally, pedestrian behavior…
Graph-SIM: A Graph-based Spatiotemporal Interaction Modelling for Pedestrian Action Prediction
Tiffany Yau, Saber Malekmohammadi, Amir Rasouli +3
One of the most crucial yet challenging tasks for autonomous vehicles in urban environments is predicting the future behaviour of nearby pedestrians, especially at points of crossi…
A Dirichlet Process Characterization of RBM in a Wedge
Peter Lakner, Josh Reed, Bert Zwart
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi}…
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
Peter Lakner, Josh Reed, Florian Simatos
We consider the following Markovian dynamic on point processes: at constant rate and with equal probability, either the rightmost atom of the current configuration is removed, or a…