Related papers: Parameter dependent optimal thresholds, indifferen…
We consider the multigraded Hilbert scheme corresponding to the Hilbert function of a finite number of points in general position in a smooth projective complex toric variety. We develop several criteria for a point of that parameter space…
This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
This paper studies the problem of the deterministic version of the Verification Theorem for the optimal m-states switching in infinite horizon under Markovian framework with arbitrary switching cost functions. The problem is formulated as…
We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…
We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it…
Existing generalization bounds fail to explain crucial factors that drive the generalization of modern neural networks. Since such bounds often hold uniformly over all parameters, they suffer from over-parametrization and fail to account…
The dynamic allocation problem, also known as the `multi-armed bandit' problem, simulates a situation in which an agent is faced with a tradeoff between actions that yield an immediate reward and actions whose benefits can only be perceived…
A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter…
Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and…
We consider an elliptic problem with nonlinear boundary condition involving nonlinearity with superlinear and subcritical growth at infinity and a bifurcation parameter as a factor. We use re-scaling method, degree theory and continuation…
The paper studies coincidence points of parameterized set-valued mappings (multifunctions), which provide an extended framework to cover several important topics in variational analysis and optimization that include the existence of…
The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…
We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…
Controlling the dispersion of a subset of decision variables in an optimization problem is crucial for enforcing fairness or load-balancing across a wide range of applications. Building on the well-known equivalence of finite-dimensional…
The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…
Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an…