Related papers: The Semi-Classical Limit of an Optimal Design Prob…
We introduce a novel class of semilinear nonlocal backward stochastic partial differential equations (BSPDE) on half-spaces driven by an infinite-dimensional c\`adl\`ag martingale. The equations exhibit a degeneracy and have no explicit…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
Fastness and robustness are both critical in the implementation of high-fidelity gates for quantum computation, but in practice, a trade-off has to be made between them. In this paper, we investigate the underlying robust time-optimal…
We consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a…
In this paper, we develop semidefinite programming (SDP) models aimed at solving optimal power flow (OPF) problems in distribution systems. We propose two models: the symmetrical SDP model which modifies the existing BFM-SDP model. Then…
Post-training quantization (PTQ) is a practical path to deploy large diffusion models, but quantization noise can accumulate over the denoising trajectory and degrade generation quality. We propose Q-Drift, a principled sampler-side…
Semiconductor quantum dots operated dynamically are the basis of many quantum technologies such as quantum sensors and computers. Hence, modelling their electrical properties at microwave frequencies becomes essential to simulate their…
We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and can also remove particles at any time by paying a penalty. In…
The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…
We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…
Given the limitations of current hardware, the theoretical gains promised by quantum computing remain unrealized across practical applications. But the gap between theory and hardware is closing, assisted by developments in quantum…
In this note, we study an optimal transportation problem arising in density functional theory. We derive an upper bound on the semi-classical Hohenberg-Kohn functional derived by Cotar, Friesecke and Kl\"{u}ppelberg (2012) which can be…
We develop an hybrid quantum-classical algorithm to solve an optimal population transfer problem for a molecule subject to a laser pulse. The evolution of the molecular wavefunction under the laser pulse is simulated on a quantum computer,…
We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…
In this paper we study the control co-design (CCD) synthesis problem for a class of systems with parabolic partial differential equation (PDE) dynamics. We formulate CCD problem and finally derive an approximate CCD problem with matrix…
We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…
We consider the design of systems for sequential decentralized detection, a problem that entails several interdependent choices: the choice of a stopping rule (specifying the sample size), a global decision function (a choice between two…
The current paper studies the problem of agnostic $Q$-learning with function approximation in deterministic systems where the optimal $Q$-function is approximable by a function in the class $\mathcal{F}$ with approximation error $\delta \ge…
We propose a numerical algorithm for finding optimal measurements for quantum-state discrimination. The theory of the semidefinite programming provides a simple check of the optimality of the numerically obtained results.
An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…