Related papers: Optimal response for stochastic differential equat…
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
This paper proposes a new gradient-based optimization approach for designing optimal feedback kernels for parabolic distributed parameter systems with boundary control. Unlike traditional kernel optimization methods for parabolic systems,…
In spatial statistics and machine learning, the kernel matrix plays a pivotal role in prediction, classification, and maximum likelihood estimation. A thorough examination reveals that for large sample sizes, the kernel matrix becomes…
All physical systems are affected by some noise that limits the resolution that can be attained in partitioning their state space. For chaotic, locally hyperbolic flows, this resolution depends on the interplay of the local…
We propose a variational framework in which the kernel function k : X x X -> R, interpreted as the foundational object encoding what distinctions an agent can represent, is treated as a dynamical variable subject to path entropy…
It is well known that an Anosov diffeomorphism $T$ enjoys linear response of its SRB measure with respect to infinitesimal perturbations $\dot{T}$. For a fixed observation function $c$, we develop a theory to optimise the response of the…
As most natural resources, fisheries are affected by random disturbances. The evolution of such resources may be modelled by a succession of deterministic process and random perturbations on biomass and/or growth rate at random times. We…
Ordinary differential equation (ODE) is widely used in modeling biological and physical processes in science. In this article, we propose a new reproducing kernel-based approach for estimation and inference of ODE given noisy observations.…
We study methods based on reproducing kernel Hilbert spaces for estimating the value function of an infinite-horizon discounted Markov reward process (MRP). We study a regularized form of the kernel least-squares temporal difference (LSTD)…
In the third part of this series of papers, we address the same Cauchy problem that was considered in part 1, namely the nonlocal Fisher-KPP equation in one spatial dimension, $u_t = D u_{xx} + u(1-\phi_T*u)$, where $\phi_T*u$ is a spatial…
We derive a closed-form geometric functional for kernel dynamics on finite graphs by applying the Maximum Caliber (MaxCal) variational principle to the spectral transfer function h(lambda) of the graph Laplacian eigenbasis. The main result…
A class of Pyragas type nonlocal feedback controllers with time-delay is investigated for the Schl\"ogl model. The main goal is to find an optimal kernel in the controller such that the associated solution of the controlled equation is as…
We investigate an optimization problem that arises when working within the paradigm of Data-Driven Computational Mechanics. In the context of the diffusion-reaction problem, such an optimization problem seeks for the continuous primal…
In this contribution, we generalize the concept of \textit{optimally accurate operators} proposed and used in a series of studies on the simulation of seismic wave propagation, particularly based on Geller \& Takeuchi (1995). Although these…
We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…
In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…
We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…