Weiping Wu

Weiping Wu, Jianjun Gao, Junguo Lu et al.

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop the explicit solution for this class of problem. The revealed optimal control policy is a piece-wise affine function of system state. This control policy can be computed efficiently by solving two Riccati equations off-line. Under some mild conditions, the stationary optimal control policy can be also derived for this class of problem with infinite horizon. This result can be used to solve the constrained dynamic mean-variance portfolio selection problem. Examples shed light on the solution procedure of implementing our method.

Brighter Agyemang, Wei-Ping Wu, Michael Yelpengne Kpiebaareh et al.

The drug discovery stage is a vital aspect of the drug development process and forms part of the initial stages of the development pipeline. In recent times, machine learning-based methods are actively being used to model drug-target interactions for rational drug discovery due to the successful application of these methods in other domains. In machine learning approaches, the numerical representation of molecules is critical to the performance of the model. While significant progress has been made in molecular representation engineering, this has resulted in several descriptors for both targets and compounds. Also, the interpretability of model predictions is a vital feature that could have several pharmacological applications. In this study, we propose a self-attention-based multi-view representation learning approach for modeling drug-target interactions. We evaluated our approach using three benchmark kinase datasets and compared the proposed method to some baseline models. Our experimental results demonstrate the ability of our method to achieve competitive prediction performance and offer biologically plausible drug-target interaction interpretations.