Related papers: Stability and Continuity in Robust Linear and Line…
This paper delves into the challenging issues in uncertain multi-objective optimization, where uncertainty permeates nonsmooth nonconvex objective and constraint functions. In this context, we investigate highly robust (weakly efficient)…
Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we construct a lifted formulation that exhibits desirable stability properties under mild assumptions that…
This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To…
Reliability-based design optimization (RBDO) approaches aim to identify the best design of an engineering problem, whilst the probability of failure (PoF) remains below an acceptable value. Thus, the incorporation of the sharpest bounds on…
Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with…
We prove the continuity of logarithmic capacity under Hausdorff convergence of uniformly perfect planar sets. The continuity holds when the Hausdorff distance to the limit set tends to zero at sufficiently rapid rate, compared to the decay…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…
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…
Linear stability of inviscid, parallel, and stably stratified shear flow is studied under the assumption of smooth strictly monotonic profiles of shear flow and density, so that the local Richardson number is positive everywhere. The…
We obtain a probabilistic proof of the local Lipschitz continuity for the optimal stopping boundary of a class of problems with state space $[0,T]\times\mathbb{R}^d$, $d\ge 1$. To the best of our knowledge this is the only existing proof…
This paper deals with the finite-time stabilization of a class of nonlinear infinite-dimensional systems. First, we consider a bounded matched perturbation in its linear form. It is shown that by using a set-valued function, both the…
This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…
We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…
In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…
We address the crucial yet underexplored stability properties of the Hamilton--Jacobi--Bellman (HJB) equation in model-free reinforcement learning contexts, specifically for Lipschitz continuous optimal control problems. We bridge the gap…
We consider a unique continuation problem for the wave equation given data in a volumetric subset of the space time domain. In the absence of data on the lateral boundary of the space-time cylinder we prove that the solution can be…
Linear systems of neutral type are considered using the infinite dimensional approach. The main problems are asymptotic, non-exponential stability, exact controllability and regular asymptotic stabilizability. The main tools are the moment…
Lipschitz continuity is a crucial functional property of any predictive model, that naturally governs its robustness, generalisation, as well as adversarial vulnerability. Contrary to other works that focus on obtaining tighter bounds and…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…