Related papers: Set Invariance with Probability One for Controlled…

Consider that a linear time-invariant (LTI) plant is given and that we wish to design a stabilizing controller for it. Admissible controllers are LTI and must comply with a pre-selected sparsity pattern. The sparsity pattern is assumed to…

We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…

For testing two random vectors for independence, we consider testing whether the distance of one vector from a center point is independent from the distance of the other vector from a center point by a univariate test. In this paper we…

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters is influenced by the decision-maker's actions. While recent…

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an…

We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…

This paper considers inference when there is a single treated cluster and a fixed number of control clusters, a setting that is common in empirical work, especially in difference-in-differences designs. We use the t-statistic and develop…

We consider an optimal control problem of diffusion equation with missing data governed by the fractional Laplacian with homogeneous Dirichlet boundary conditions on an arbitrary interaction domain disjoint from the domain of the state…

In this paper, we study the control of the linear heat equation with a space and time dependent coefficient function by the Dirichlet and Neumann boundary control laws. This equation models the heat diffusion and space, time dependent heat…

For mechanical systems we present a controller able to track an unknown smooth signal, converging in finite time and by means of a continuous control signal. The control scheme is insensitive against unknown perturbations with bounded…

In this paper we focus on providing sufficient conditions for some well-known stochastic orders in reliability but dealing with the discrete versions of them, filling a gap in the literature. In particular, we find conditions based on the…

This is a continuation of the authors' previous work (A. Kirsch, Math. Meth. Appl. Sci., 45 (2022): 5737-5773.) on well-posedness of time-harmonic scattering by locally perturbed periodic curves of Dirichlet kind. The scattering interface…

We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…

In this paper, we discuss the approximate controllability for control systems governed by stochastic evolution hemivariational inequalities in Hilbert spaces. The interest in studying this type of equation comes from its application in some…

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

In this paper, we consider a secure distributed filtering problem for linear time-invariant systems with bounded noises and unstable dynamics under compromised observations. A malicious attacker is able to compromise a subset of the agents…

We consider the structural change in a class of discrete valued time series that the conditional distribution follows a one-parameter exponential family. We propose a change-point test based on the maximum likelihood estimator of the…

We consider a class of zero-sum stopper vs. singular-controller games in which the controller can only act on a subset $d_0<d$ of the $d$ coordinates of a controlled diffusion. Due to the constraint on the control directions these games…

We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…