Related papers: Temporal and Spatial Turnpike-Type Results Under F…
This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady…
Time-dependent driving holds the promise of realizing dynamical phenomenon absent in static systems. Here, we introduce a correlated random driving protocol to realize a spatiotemporal order that cannot be achieved even by periodic driving,…
We establish the turnpike property for linear quadratic control problems for which the control operator is admissible and may be unbounded, under quite general and natural assumptions. The turnpike property has been well studied for bounded…
Considering a general nonlinear dissipative finite dimensional optimal control problem in fixed time horizon T , we establish a two-term asymptotic expansion of the value function as $T\rightarrow+\infty$. The dominating term is T times the…
Motivated by singular limits for long-time optimal control problems, we investigate a class of parameter-dependent parabolic equations. First, we prove a turnpike result, uniform with respect to the parameters within a suitable regularity…
Temporal logics provide a formalism for expressing complex system specifications. A large body of literature has addressed the verification and the control synthesis problem for deterministic systems under such specifications. For…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…
Many modern autonomous systems, particularly multi-agent systems, are time-critical and need to be robust against timing uncertainties. Previous works have studied left and right time robustness of signal temporal logic specifications by…
The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of the turnpike is the linear quadratic regulator problem and the…
This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…
We consider a constrained eigenvalue optimization problem that arises in an important nonlinear dynamical model for mRNA translation in the cell. We prove that the ordered list of optimal parameters admits a turnpike property, namely, it…
Evaluating and validating the performance of prediction models is a fundamental task in statistics, machine learning, and their diverse applications. However, developing robust performance metrics for competing risks time-to-event data…
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…
This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time…
We elaborate upon the theoretical foundations of a metric temporal extension of Answer Set Programming. In analogy to previous extensions of ASP with constructs from Linear Temporal and Dynamic Logic, we accomplish this in the setting of…
We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…
This note discusses properties of parametric discrete-time Mixed-Integer Optimal Control Problems (MIOCPs) as they often arise in mixed-integer NMPC. We argue that in want for a handle on similarity properties of parametric MIOCPs the…
We provide general conditions ensuring that the value functions of some nonlinear stopping problems with finite horizon converge to the value functions of the corresponding problems with infinite horizon. Our result can be formulated as…
The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…