Related papers: On the equivalence between static and dynamic opti…
This paper presents a novel two-level control architecture for a fully autonomous vehicle in a deterministic environment, which can handle traffic rules as specifications and low-level vehicle control with real-time performance. At the top…
Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…
We propose a variational formulation of an inverse problem in continuous-time stochastic control, aimed at identifying control costs consistent with a given distribution over trajectories. The formulation is based on minimizing the…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
We consider an optimal control problem for a dynamical system described by a Caputo fractional differential equation and a terminal cost functional. We prove that, under certain assumptions, the (non-smooth, in general) value functional of…
Real-world network systems are inherently dynamic, with network topologies undergoing continuous changes over time. Previous works often focus on static networks or rely on complete prior knowledge of evolving topologies, whereas real-world…
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…
Classic optimal transport theory is formulated through minimizing the expected transport cost between two given distributions. We propose the framework of distorted optimal transport by minimizing a distorted expected cost, which is the…
We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…
Optimal transport has been used extensively in resource matching to promote the efficiency of resources usages by matching sources to targets. However, it requires a significant amount of computations and storage spaces for large-scale…
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…
We consider optimal transport based distributionally robust optimization (DRO) problems with locally strongly convex transport cost functions and affine decision rules. Under conventional convexity assumptions on the underlying loss…
User equilibrium is a central concept for studying transportation networks, and one can view it as the result of a dynamical process of drivers' route choice behavior. In this paper, based on a definition of O-D First-In-First-Out…
Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…
Standard algorithms for finding the shortest path in a graph require that the cost of a path be additive in edge costs, and typically assume that costs are deterministic. We consider the problem of uncertain edge costs, with potential…
A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…
The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…
This paper revisits the classical Linear Quadratic Gaussian (LQG) control from a modern optimization perspective. We analyze two aspects of the optimization landscape of the LQG problem: 1) connectivity of the set of stabilizing controllers…