Related papers: Homogenization of some low-cost control problems
We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…
We obtain sharp convergence rates, using Dirichlet correctors, for solutions of wave equations in a bounded domain with rapidly oscillating periodic coefficients. The results are used to prove the exact boundary controllability that is…
We introduce estimation and test procedures through divergence minimization for models satisfying linear constraints with unknown parameter. Several statistical examples and motivations are given. These procedures extend the empirical…
We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…
This paper studies the asymptotic convergence properties of the primal-dual dynamics designed for solving constrained concave optimization problems using classical notions from stability analysis. We motivate the need for this study by…
We consider a finite horizon stochastic optimal control problem for nearest-neighbor random walk $\{X_i\}$ on the set of integers. The cost function is the expectation of exponential of the path sum of a random stationary and ergodic…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…
In this paper we study the asymptotic behavior of a very fast diffusion PDE in 1D with periodic boundary conditions. This equation is motivated by the gradient flow approach to the problem of quantization of measures introduced in…
In this paper we study the asymptotic behavior of a Boltzmann type price formation model, which describes the trading dynamics in a financial market. In many of these markets trading happens at high frequencies and low transactions costs.…
In this paper, we propose a novel data-driven predictive control approach for systems subject to time-domain constraints. The approach combines the strengths of H-infinity control for rejecting disturbances and MPC for handling constraints.…
We analyze the asymptotic behavior corresponding to the arbitrary high conductivity of the heat in the thermoelectric devices. This work deals with a steady-state multidimensional thermistor problem, considering the Joule effect and both…
The paper is concerned with the boundary controllability of entropy weak solutions to hyperbolic systems of conservation laws. We prove a general result on the asymptotic stabilization of a system near a constant state. On the other hand,…
Recently, it has been shown that incoherence is an unrealistic assumption for compressed sensing when applied to many inverse problems. Instead, the key property that permits efficient recovery in such problems is so-called local…
We consider a sequence of Dirichlet problems in varying domains (or, more generally, of relaxed Dirichlet problems involving measures in M_0) for second order linear elliptic operators in divergence form with varying matrices of…
This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective involves a convex regularisation function, denoted as $h$, with…
We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…
Following Demidovich's concept and definition of convergent systems, we analyze the optimal nonlinear damping control, recently proposed [1] for the second-order systems. Targeting the problem of output regulation, correspondingly tracking…
The present paper represents a continuation of our previous one. There, a continuous dependence result for the solution of an elliptic variational-hemivariational inequality was obtained and then used to prove the existence of optimal pairs…
We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…