Related papers: Optimal stationary markings
We study optimal transport for stationary stochastic processes taking values in finite spaces. In order to reflect the stationarity of the underlying processes, we restrict attention to stationary couplings, also known as joinings. The…
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define…
A method for the construction of approximate analytical expressions for the stationary marginal densities of general stochastic search processes is proposed. By the marginal densities, regions of the search space that with high probability…
We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…
We show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order $1$),…
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…
Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
Optimization methods have been broadly applied to two classes of objects viz. (i) modeling and description of data and (ii) the determination of the stationary points of functions. Here, a theoretical basis is developed that optimizes an…
In this paper, we analyze the optimal management of local memory systems, using the tools of stationary point processes. We provide a rigorous setting of the problem, building upon recent work, and characterize the optimal causal policy…
This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…
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…
For the classical N-body problem, an approach is proposed based on the introduction of some natural in the physical sense optimization problems of mathematical programming for finding a conditional minimum for the characteristics of the…
The paper is devoted to a systematic study and characterizations of notions of local maximal monotonicity and their strong counterparts for set-valued operators that appear in variational analysis, optimization, and their applications. We…
We review typical design problems encountered in the planning of observational studies and propose a unifying framework that allows us to use the same concepts and notation for different problems. In the framework, the design is defined as…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…
In this article we consider an optimization problem where the objective function is evaluated at the fixed-point of a contraction mapping parameterized by a control variable, and optimization takes place over this control variable. Since…
The increasing recognition of the association between adverse human health conditions and many environmental substances as well as processes has led to the need to monitor them. An important problem that arises in environmental statistics…
We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…
This paper is devoted to studying the stationary solutions of a general constrained optimization problem through its associated unconstrained penalized problems. We aim to answer the question, "what do the stationary solutions of a…