Related papers: Sensitivity analysis for optimal control problems …
Recent works showed that simple success-based rules for self-adjusting parameters in evolutionary algorithms (EAs) can match or outperform the best fixed parameters on discrete problems. Non-elitism in a (1,$\lambda$) EA combined with a…
We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…
The work is organized as follows. First an introduction is given in Chapter 1. In Chapter 2 we introduce the POD method in finite and infinite-dimensional Hilbert spaces and discuss various applications. Chapter 3 is devoted to to POD-based…
We study a class of non-autonomous boundary control and observation linear systems that are governed by non-autonomous multiplicative perturbations. This class is motivated by different fundamental partial differential equations, such as…
We propose an input design method for a general class of parametric probabilistic models, including nonlinear dynamical systems with process noise. The goal of the procedure is to select inputs such that the parameter posterior distribution…
In this paper, stability and sensitivity properties of a class of parametric constrained optimization problem, whose feasible region is defined by a set-valued inclusion, are investigated through the associated optimal value function.…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
We propose and investigate a novel solution strategy to efficiently and accurately compute approximate solutions to semilinear optimal control problems, focusing on the optimal control of phase field formulations of geometric evolution…
It has long been observed that the performance of evolutionary algorithms and other randomized search heuristics can benefit from a non-static choice of the parameters that steer their optimization behavior. Mechanisms that identify…
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
We consider the non-parametric Poisson regression problem where the integer valued response $Y$ is the realization of a Poisson random variable with parameter $\lambda(X)$. The aim is to estimate the functional parameter $\lambda$ from…
Abstract dynamic programming models are used to analyze $\lambda$-policy iteration with randomization algorithms. Particularly, contractive models with infinite policies are considered and it is shown that well-posedness of the…
In this paper we consider a nonlinear system of PDEs coupling the viscous Cahn-Hilliard-Oono equation with dynamic boundary conditions enjoying a similar structure on the boundary. After proving well-posedness of the corresponding initial…
This paper addresses a nonlinear partial differential control system arising in population dynamics. The system consist of three diffusion equations describing the evolutions of three biological species: prey, predator, and food for the…
We analyse an optimal control with the following features: the dynamical system is linear, and the dependence upon the control parameter is affine. More precisely we consider $\dot x_\alpha(t) = (G + \alpha(t) F)x_\alpha(t)$, where $G$ and…