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Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…

Optimization and Control · Mathematics 2015-03-25 Hua Chen , Wei Zhang

Despite the obvious similarities between the metrics used in topological data analysis and those of optimal transport, an optimal-transport based formalism to study persistence diagrams and similar topological descriptors has yet to come.…

Computational Geometry · Computer Science 2024-05-29 Vincent Divol , Théo Lacombe

We study the performance of asymptotic and approximate consensus algorithms under harsh environmental conditions. The asymptotic consensus problem requires a set of agents to repeatedly set their outputs such that the outputs converge to a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-28 Matthias Függer , Thomas Nowak , Manfred Schwarz

We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…

Optimization and Control · Mathematics 2022-06-14 Ahmet Alacaoglu , Yura Malitsky

This paper studies coordination problem for time-varying networks suffering from antagonistic information, quantified by scaling parameters. By such a manner, interacting property of the participating individuals and antagonistic…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Wentao Zhang

Topology optimization has matured to become a powerful engineering design tool that is capable of designing extraordinary structures and materials taking into account various physical phenomena. Despite the method's great advancements in…

Computational Engineering, Finance, and Science · Computer Science 2024-10-29 Anna Dalklint , Rasmus E. Christiansen , Ole Sigmund

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

We analyze the effect of small changes in the underlying probabilistic model on the value of multi-period stochastic optimization problems and optimal stopping problems. We work in finite discrete time and measure these changes with the…

Optimization and Control · Mathematics 2023-06-19 Daniel Bartl , Johannes Wiesel

It has been proposed that adaptation in complex systems is optimized at the critical boundary between ordered and disordered dynamical regimes. Here, we review models of evolving dynamical networks that lead to self-organization of network…

Adaptation and Self-Organizing Systems · Physics 2008-11-07 Thimo Rohlf , Stefan Bornholdt

Since their introduction, anchoring methods in extragradient-type saddlepoint problems have inspired a flurry of research due to their ability to provide order-optimal rates of accelerated convergence in very general problem settings. Such…

Optimization and Control · Mathematics 2025-06-10 James Alcala , Yat Tin Chow , Mahesh Sunkula

An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…

Statistical Mechanics · Physics 2021-08-04 Piero Olla

Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous applied and control problems. Yet, practically valuable results are rare in this area. This paper develops a novel approach, which…

Dynamical Systems · Mathematics 2018-08-29 Mark A. Pinsky , Steve Koblik

In this paper we define contractive and nonexpansive properties for adapted stochastic processes $X_1, X_2, \ldots $ which can be used to deduce limiting properties. In general, nonexpansive processes possess finite limits while contractive…

Probability · Mathematics 2022-07-05 Anthony Almudevar

Randomly evolving systems composed by elements which interact among each other have always been of great interest in several scientific fields. This work deals with the synchronization phenomenon, that could be roughly defined as the…

Probability · Mathematics 2017-12-18 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

The co-evolution between network structure and functional performance is a fundamental and challenging problem whose complexity emerges from the intrinsic interdependent nature of structure and function. Within this context, we investigate…

Neural and Evolutionary Computing · Computer Science 2016-05-10 Daniel R. Figueiredo , Michele Garetto

We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not sub-additive in general, so it is beyond the scope of Peng's framework of nonlinear expectations. A…

Mathematical Finance · Quantitative Finance 2020-06-29 Jin Ma , Ting-Kam Leonard Wong , Jianfeng Zhang

Stability of Wardrop equilibria is analyzed for dynamical transportation networks in which the drivers' route choices are influenced by information at multiple temporal and spatial scales. The considered model involves a continuum of…

Dynamical Systems · Mathematics 2015-03-17 Giacomo Como , Ketan Savla , Daron Acemoglu , Munther A. Dahleh , Emilio Frazzoli

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

Suppose we are given two metric spaces and a family of continuous transformations from one to the other. Given a probability distribution on each of these two spaces - namely the source and the target measures - the Wasserstein alignment…

Probability · Mathematics 2025-03-11 Soumik Pal , Bodhisattva Sen , Ting-Kam Leonard Wong