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A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…
This paper is concerned with a discounted optimal control problem of partially observed forward-backward stochastic systems with jumps on infinite horizon. The control domain is convex and a kind of infinite horizon observation equation is…
A general, variational approach to derive low-order reduced systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes the more classical notions of invariant or slow manifold when…
We propose a new Robust Optimization method for the energy offering problem of a price-taker generating company that wants to build offering curves for its generation units, in order to maximize its profit while taking into account the…
In this article we consider shape optimization problems as optimal control problems via the method of mappings. Instead of optimizing over a set of admissible shapes a reference domain is introduced and it is optimized over a set of…
We study the impedance spectra of woodwind instruments with arbitrary axisymmetric geometry. We perform piecewise interpolations of the instruments' profile, using interpolating functions amenable to analytic solutions of the Webster…
This work reformulates Chiba's affine-order prescription as a polynomial-moment problem for a transformed positive measure, and develops an alternative finite-precision construction route based on this reformulation. The proposed…
In this study, we consider the subset selection problems with submodular or monotone discrete objective functions under partition matroid constraints where the thresholds are dynamic. We focus on POMC, a simple Pareto optimization approach…
There have been some major advances in the theory of optimal designs for interference models. However, the majority of them focus on one-dimensional layout of the block and the study for two-dimensional interference model is quite limited…
The Optimal Power Shutoff (OPS) problem is an optimization problem that makes power line de-energization decisions in order to reduce the risk of igniting a wildfire, while minimizing the load shed of customers. This problem, with DC linear…
Topology optimization (TO) is a well-established methodology for structural design under user-defined constraints, e.g. minimum volume and maximum stiffness. However, such methods have traditionally been applied to static, deterministic…
This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…
Airfoil shape optimization presents a challenge where classical solvers frequently struggle with computational efficiency and local minima. In the promising paradigm of quantum computing, the coherent Ising machine (CIM), a specialized…
This article presents proposals for the design of reduced-order controllers for high-dimensional dynamical systems. The objective is to develop efficient control strategies that ensure stability and robustness with reduced computational…
We introduce a manifold-based framework for addressing optimization problems with equality and inequality constraints found in robotics. Our approach transforms the original problem into an unconstrained optimization problem directly on the…
Optimal transportation problem seeks for a coupling $\pi$ of two probability measures $\mu$ and $\nu$ which minimize the total cost $\int c d\pi$, which is linear in $\pi$. In this paper, we introduce a variation of optimal transportation…
In 2010, Vershik proposed a new combinatorial invariant of metric spaces given by a class of polytopes that arise in the theory of optimal transport and are called ``Wasserstein polytopes'' or ``Kantorovich-Rubinstein polytopes'' in the…
A method for inverse design of horizontal axis wind turbines (HAWTs) is presented in this paper. The direct solver for aerodynamic analysis solves the Reynolds Averaged Navier Stokes (RANS) equations, where the effect of the turbine rotor…
As an important problem in acoustics, sound insulation finds applications in a great variety of situations. In the existing schemes, however, there has always been a tradeoff between the thinness of sound-insulating devices and their…
Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…