Related papers: Optimality of certainty equivalence in expected va…
We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…
We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…
This paper is concerned with the design and analysis of a fully adaptive eigenvalue solver for linear symmetric operators. After transforming the original problem into an equivalent one formulated on $\ell_2$, the space of square summable…
This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
Network optimization strategies for the process of synchronization have generally focused on the re-wiring or re-weighting of links in order to: (1) expand the range of coupling strengths that achieve synchronization, (2) expand the basin…
This paper considers a class of uncertain linear quantum systems subject to uncertain perturbations in the system Hamiltonian. We present a method to design a coherent robust H-infinity controller so that the closed loop system is robustly…
This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…
We propose an entropic approximation approach for optimal transportation problems with a supremal cost. We establish $\Gamma$-convergence for suitably chosen parameters for the entropic penalization and that this procedure selects…
This paper concerns the study of optimal (supremum and infimum) uncertainty bounds for systems where the input (or prior) probability measure is only partially/imperfectly known (e.g., with only statistical moments and/or on a coarse…
Recently, there has been increasing interest and progress in improvising the approximation algorithm for well-known NP-Complete problems, particularly the approximation algorithm for the Vertex-Cover problem. Here we have proposed a…
This paper studies the problem of defending (1D and 2D) boundaries against a large number of continuous attacks with a heterogeneous group of defenders. The defender team has perfect information of the attack events within some time (finite…
Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…
This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…
Aligning partially overlapping point sets where there is no prior information about the value of the transformation is a challenging problem in computer vision. To achieve this goal, we first reduce the objective of the robust point…
We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…
In classic robust optimization, it is assumed that a set of possible parameter realizations, the uncertainty set, is modeled in a previous step and part of the input. As recent work has shown, finding the most suitable uncertainty set is in…
Accounting for model uncertainty in risk management and option pricing leads to infinite dimensional optimization problems which are both analytically and numerically intractable. In this article we study when this hurdle can be overcome…
Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…
A quantum algorithm is proposed to solve the Satisfiability problems by the ground-state quantum computer. The scale of the energy gap of the ground-state quantum computer is analyzed for the 3-bit Exact Cover problem. The time cost of this…