Related papers: On the Asymptotic Optimality of Work-Conserving Di…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
We address the classical problem of constructing confidence intervals (CIs) for the mean of a distribution, given \(N\) i.i.d. samples, such that the CI contains the true mean with probability at least \(1 - \delta\), where \(\delta \in…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
We study optimal design problems where the design corresponds to a coefficient in the principal part of the state equation. The state equation, in addition, is parameter dependent, and we allow it to change type in the limit of this…
Topology optimization is concerned with the identification of optimal shapes of deformable bodies with respect to given target functionals. The focus of this paper is on a topology optimization problem for a time-evolving elastoplastic…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…
This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…
This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…
We study the problem of the minimum-time damping of a closed string under a bounded load, applied at a single fixed point. A constructive feedback control law is designed, which allows bringing the system to a bounded neighbourhood of the…
The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…
We derive asymptotically optimal statistical decision rules for discrete choice problems when payoffs depend on a partially-identified parameter $\theta$ and the decision maker can use a point-identified parameter $\mu$ to deduce…
Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…
We investigate how to minimize the work dissipated during nonequilibrium processes. To this end, we employ methods from linear response theory to describe slowly varying processes, i.e., processes operating within the linear regime around…
This letter investigates the convergence and concentration properties of the Stochastic Mirror Descent (SMD) algorithm utilizing biased stochastic subgradients. We establish the almost sure convergence of the algorithm's iterates under the…
Stochastic efficiency is evaluated in five case studies: driven Brownian motion, effusion with a thermo-chemical and thermo-velocity gradient, a quantum dot and a model for information to work conversion. The salient features of stochastic…
We consider the problem of placing n small balls of given radius in a certain domain subject to a force f in order to minimize the compliance of the configuration. Then we let n tend to infinity and look at the asymptotics of the…
In this article, we study the maximal displacement in a branching random walk. We prove that its asymptotic behaviour consists in a first almost sure ballistic term, a negative logarithmic correction in probability and stochastically…
We investigate the late-time asymptotic behavior of solutions to nonlinear hyperbolic systems of conservation laws containing stiff relaxation terms. First, we introduce a Chapman-Enskog-type asymptotic expansion and derive an effective…
Response-adaptive randomization has recently attracted a lot of attention in the literature. In this paper, we propose a new and simple family of response-adaptive randomization procedures that attain the Cramer--Rao lower bounds on the…