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Optimized certainty equivalents (OCEs) is a family of risk measures widely used by both practitioners and academics. This is mostly due to its tractability and the fact that it encompasses important examples, including entropic risk…

Optimization and Control · Mathematics 2022-06-07 Julio Backhoff Veraguas , A. Max Reppen , Ludovic Tangpi

The scientific question resolved by this paper is that the continuity equation appears as an equivalent language of the system of first-order linear ODE. The main result characterizes the fact that the continuity equation contains…

Probability · Mathematics 2022-12-02 Minzheng Li

The celebrated geometric control condition of Bardos, Lebeau, and Rauch is necessary and sufficient for wave observability [1,7] and exact controllability. It requires that any point in phase-space be transported by the generalized geodesic…

Analysis of PDEs · Mathematics 2024-07-03 Nicolas Burq , Belhassen Dehman , Jérôme Le Rousseau

Approximate controllability of the Euler equations is investigated by means of a finite set of actuators. It is proven that approximate controllability holds if we can find a saturating subset of actuators. The notion of saturating set is…

Optimization and Control · Mathematics 2025-04-17 Sérgio S. Rodrigues

Motivated by the fragility of neural network (NN) controllers in safety-critical applications, we present a data-driven framework for verifying the risk of stochastic dynamical systems with NN controllers. Given a stochastic control system,…

Systems and Control · Electrical Eng. & Systems 2022-11-14 Matthew Cleaveland , Lars Lindemann , Radoslav Ivanov , George Pappas

In this paper, we build a procedure that allows to establish regularity and controls in time for probabilistic solutions to PDEs. Probabilistic approaches to global wellposedness problems usually provide ensemble bounds on the solutions.…

Analysis of PDEs · Mathematics 2026-02-19 Mouhamadou Sy

In this article we study a controllability problem for a parabolic and a hyperbolic partial differential equations in which the control is the shape of the domain where the equation holds. The quantity to be controlled is the trace of the…

Analysis of PDEs · Mathematics 2012-11-07 Jonathan Touboul

This paper focuses on the optimal control of weak (i.e. in general non smooth) solutions to the continuity equation with non local flow. Our driving examples are a supply chain model and an equation for the description of pedestrian flows.…

Analysis of PDEs · Mathematics 2009-02-17 Rinaldo M. Colombo , Michael Herty , Magali Mercier

We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…

Methodology · Statistics 2018-10-11 Quentin Clairon

In this paper, we study the controllability of a Schr\"odinger equation with mixed boundary conditions on disjoint subsets of the boundary: dynamic boundary condition of Wentzell type, and Dirichlet boundary condition. The main result of…

Optimization and Control · Mathematics 2023-01-09 Alberto Mercado , Roberto Morales

We present complexity results regarding a matching-type problem related to structural controllability of dynamical systems modelled on graphs. Controllability of a dynamical system is the ability to choose certain inputs in order to drive…

Computational Complexity · Computer Science 2013-07-22 Lily Briggs

In this paper, we study the tracking controllability of a 1D parabolic type equation. Notably, with controls acting on the boundary, we seek to approximately control the solution of the equation on specific points of the domain. We prove…

Optimization and Control · Mathematics 2026-03-31 Jone Apraiz , Jon Asier Bárcena-Petisco , Judit Muñoz-Matute

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded…

Analysis of PDEs · Mathematics 2012-10-16 Guillaume Bal , Matias Courdurier

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…

Optimization and Control · Mathematics 2020-09-23 Martin Burger , René Pinnau , Claudia Totzeck , Oliver Tse

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

Machine Learning · Computer Science 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

This thesis investigates optimal trajectory tracking of nonlinear dynamical systems with affine controls. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible. The concept of…

Optimization and Control · Mathematics 2016-03-04 Jakob Löber

We propose a partial differential-integral equation (PDE) framework for deep neural networks (DNNs) and their associated learning problem by taking the continuum limits of both network width and depth. The proposed model captures the…

Optimization and Control · Mathematics 2024-11-12 Peter Markowich , Simone Portaro

In this paper, we propose a new method for ensuring formally that a controlled trajectory stay inside a given safety set S for a given duration T. Using a finite gridding X of S, we first synthesize, for a subset of initial nodes x of X ,…

Systems and Control · Computer Science 2019-03-15 Adrien Le Coënt , Laurent Fribourg

Controlling continuous-time dynamical systems is generally a two step process: first, identify or model the system dynamics with differential equations, then, minimize the control objectives to achieve optimal control function and optimal…

Artificial Intelligence · Computer Science 2024-04-23 Cheng Chi