Related papers: Concentration around a stable equilibrium for the …
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…
We present a construction of the fractional $\Phi^4$ Euclidean quantum field theory on $\mathbb{R}^3$ in the full subcritical regime via parabolic stochastic quantisation. Our approach is based on the use of a truncated flow equation for…
We consider the stabilization problem for driftless control-affine systems under the bracket-generating condition. In our previous works, a class of time-varying feedback laws has been constructed to stabilize the equilibrium of a…
In this work, we study non-asymptotic bounds on correlation between two time realizations of stable linear systems with isotropic Gaussian noise. Consequently, via sampling from a sub-trajectory and using \emph{Talagrands'} inequality, we…
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…
In this paper, we present output feedback boundary stabilization for a class of semilinear parabolic PDEs with a boundary measurement and an actuation located at the same place. The method uses backstepping transformations, where the state…
Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities…
Standard definition of the stochastic Risk-Sensitive Linear-Quadratic (RS-LQ) control depends on the risk parameter, which is normally left to be set exogenously. We reconsider the classical approach and suggest two alternatives resolving…
The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…
We derive new and improved non-asymptotic deviation inequalities for the sample average approximation (SAA) of an optimization problem. Our results give strong error probability bounds that are "sub-Gaussian"~even when the randomness of the…
We consider the parabolic stochastic quantization equation associated to the $\Phi_2^4$ model on the torus in a spatial white noise environment. We study the long time behavior of this heat equation with independent multiplicative white…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
We study an inverse source problem for a semilinear parabolic equation in a bounded domain, where the nonlinearity depends on the unknown function and its gradient through a quadratic reaction term and a Burgers-type convection term. From…
This paper proposes a conceptual model for the onset of a stable torus near a saddle-focus equilibrium. This bifurcation scenario is typical of slow-fast systems that generate elliptic bursting in a variety of neuronal models in…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.
In this paper we study singular kinetic equations on $\mathbb{R}^{2d}$ by the paracontrolled distribution method introduced in \cite{GIP15}. We first develop paracontrolled calculus in the kinetic setting, and use it to establish the global…
A theoretical expression is derived for the mean squared error of a nonparametric estimator of the tail dependence coefficient, depending on a threshold that defines which rank delimits the tails of a distribution. We propose a new method…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…