Related papers: Homogenization of some low-cost control problems
Asymptotic homogenisation is used to systematically derive reduced-order macroscopic models of conductive behaviour in spirally-wound layered materials in which the layers have very different conductivities. The problem is motivated by the…
The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
This paper considers a tracking control problem, in which the dynamic controller is encrypted with an additively homomorphic encryption scheme and the output of a process tracks a dynamic reference asymptotically. Our paper is motivated by…
In this work we study the asymptotic behavior of the solutions of a class of abstract parabolic time optimal control problems when the generators converge, in an appropriate sense, to a given strictly negative operator. Our main application…
In this paper we analyze the asymptotic behavior of several fractional eigenvalue problems by means of Gamma-convergence methods. This method allows us to treat different eigenvalue problems under a unified framework. We are able to recover…
We consider the classical Merton problem of lifetime consumption-portfolio optimization problem with small proportional transaction costs. The first order term in the asymptotic expansion is explicitly calculated through a singular ergodic…
Robust control seeks stabilizing policies that perform reliably under adversarial disturbances, with $\mathcal{H}_\infty$ control as a classical formulation. It is known that policy optimization of robust $\mathcal{H}_\infty$ control…
We study two types of asymptotic problems whose common feature - and difficulty- is to exhibit oscillating Dirichlet boundary conditions : the main contribution of this article is to show how to recover the Dirichlet boundary condition for…
We introduce a new constructive method for establishing lower bounds on convergence rates of periodic homogenization problems associated with divergence type elliptic operators. The construction is applied in two settings. First, we show…
We study asymptotic behavior of the bottom point of the spectrum of convolution type operators in environments with locally periodic microstructure. We show that its limit is described by an additive eigenvalue problem for Hamilton-Jacobi…
This paper investigates the asymptotic behaviour of solutions to certain infinite systems of coupled recurrence relations. In particular, we obtain a characterisation of those initial values which lead to a convergent solution, and for…
The hierarchical Dirichlet process is a discrete random measure used as a prior in Bayesian nonparametrics and motivated by the study of groups of clustered data. We study the asymptotic behavior of the power sum symmetric polynomials for…
In this paper we study the problem of learning minimum-energy controls for linear systems from heterogeneous data. Specifically, we consider datasets comprising input, initial and final state measurements collected using experiments with…
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise to two different rescalings of the process; namely, a…
We consider an optimal control problem $\cQ$ governed by an elliptic quasivariational inequality with unilateral constraints. The existence of optimal pairs of the problem is a well known result, see \cite{SS}, for instance. We associate to…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…
In this paper we study homogenization of a class of control problems in a stationary and ergodic random environment. This problem has been mostly studied in the calculus of variations setting in connection to the homogenization of the…
In this paper we firstly study the limit of minimizers of the fractional $W^{s,p}$-norms as $p\rightarrow+\infty$ in De Giorgi sense. In particular, we analyzed the $\Gamma$-convergence of non-homogeneous Dirichlet boundary problem for…
In the context of the multi-dimensional infinite horizon optimal consumption-investment problem with proportional transaction costs, we provide the first order expansion in small transact costs. Similar to the one-dimensional derivation in…