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This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state…
In this article, we discuss the optimal allocation problem in an experiment when a regression model is used for statistical analysis. Monotonic convergence for a general class of multiplicative algorithms for $D$-optimality has been…
This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…
We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the…
This short note shows how to solve optimal control problems using second order sensitivity analysis
In this paper we summarize our results in infinite horizon optimal control. We present optimality conditions for weak local minimizer in the framework of weighted functions. Moreover we formulate the Pontryagin Maximum Principle for strong…
In this paper, the optimal strong error estimates for stochastic parabolic optimal control problem with additive noise and integral state constraint are derived based on time-implicit and finite element discretization. The continuous and…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
The fragility of deep neural networks to adversarially-chosen inputs has motivated the need to revisit deep learning algorithms. Including adversarial examples during training is a popular defense mechanism against adversarial attacks. This…
This paper present the mathematical fundaments and experimental study of an algorithm used to find the optimal position for the camera lens to obtain a maximum of details. This information can be further applied to a appropriate system to…
In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is…
Efficient motion planning algorithms are of central importance for deploying robots in the real world. Unfortunately, these algorithms often drastically reduce the dimensionality of the problem for the sake of feasibility, thereby foregoing…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…
In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…
A general condition determining the optimal performance of a complex system has not yet been found and the possibility of its existence is unknown. To contribute in this direction, an optimization algorithm as a complex system is presented.…
We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…
Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization…
An optimal control problem for the continuity equation is considered. The aim of a controller is to maximize the total mass within a target set at a given type moment. An iterative numerical algorithm for solving this problem is presented.
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…