Related papers: Control of Dams When the Input Is a Levy Type Proc…
We prove upper and lower bounds relating the quantum gate complexity of a unitary operation, U, to the optimal control cost associated to the synthesis of U. These bounds apply for any optimal control problem, and can be used to show that…
This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…
We revisit an absolutely-continuous version of the stochastic control problem driven by a L\'evy process. A strategy must be absolutely continuous with respect to the Lebesgue measure and the running cost function is assumed to be convex.…
We study a singular stochastic control problem faced by the owner of an insurance company that dynamically pays dividends and raises capital in the presence of the restriction that the surplus process must be above a given dividend payout…
Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…
A novel nonlinear feedback control design methodology for incompressible fluid flows aiming at the optimisation of long-time averages of flow quantities is presented. It applies to reduced-order finite-dimensional models of fluid flows,…
This paper deals with the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with compact action space depending on the state variable. The control…
This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…
Products with intermittent demand are characterized by a high risk of sales losses and obsolescence due to the sporadic occurrence of demand events. Generally, both point forecasting and probabilistic forecasting approaches are applied to…
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…
We introduce action-driven flows for causal variational principles, being a class of non-convex variational problems emanating from applications in fundamental physics. In the compact setting, H\"older continuous curves of measures are…
We discuss the problem of input design for uncertainty reduction in a parameter estimation procedure. Assuming a linear continuous-time control system with noisy measurements, we formulate an objective of variance reduction in a Bayesian…
Weak drift of an infinitely divisible distribution $\mu$ on $\mathbb{R}^d$ is defined by analogy with weak mean; properties and applications of weak drift are given. When $\mu$ has no Gaussian part, the weak drift of $\mu$ equals the minus…
In this paper we consider the output consensus problem of networked Hammerstein and Wiener systems in a noisy environment. The Hammerstein or Wiener system is assumed to be open-loop stable, and its static nonlinearity is allowed to grow up…
We consider the problem of finding a stopping time that minimises the $L^1$-distance to $\theta$, the time at which a L\'evy process attains its ultimate supremum. This problem was studied in [12] for a Brownian motion with drift and a…
We derive a limit on energy savings in controlled channel flow. For flow in a channel driven by pressure, shear, or any combination of the two, and controlled via wall transpiration or spanwise wall motion, the uncontrolled laminar state…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
In this paper we consider long-run risk sensitive average cost impulse control applied to a continuous-time Feller-Markov process. Using the probabilistic approach, we show how to get a solution to a suitable continuous-time Bellman…
This paper is concerned with finite element error estimates for Neumann boundary control problems posed on convex and polyhedral domains. Different discretization concepts are considered and for each optimal discretization error estimates…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…