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A parametric constrained convex optimal control problem, where the initial state is perturbed and the linear state equation contains a noise, is considered in this paper. Formulas for computing the subdifferential and the singular…

Optimization and Control · Mathematics 2017-07-14 Duong Thi Viet An , Jen-Chih Yao , Nguyen Dong Yen

This work investigates several aspects related to quantitative stability in optimal transport, as well as uniqueness of the dual transport problem. Our main contributions are as follows. Chapter 1: Observations regarding the quantitative…

Functional Analysis · Mathematics 2025-10-22 William Ford

For a class of quasi-variational inequalities (QVIs) of obstacle-type the stability of its solution set and associated optimal control problems are considered. These optimal control problems are non-standard in the sense that they involve…

Optimization and Control · Mathematics 2020-08-25 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

We study a generalization of the multi-marginal optimal transport problem, which has no fixed number of marginals $N$ and is inspired of statistical mechanics. It consists in optimizing a linear combination of the costs for all the possible…

Optimization and Control · Mathematics 2025-01-15 Simone Di Marino , Mathieu Lewin , Luca Nenna

This paper is concerned with the container pre-marshalling problem, which involves relocating containers in the storage area so that they can be efficiently loaded onto ships without reshuffles. In reality, however, ship arrival times are…

Optimization and Control · Mathematics 2024-05-29 Daiki Ikuma , Shunnosuke Ikeda , Noriyoshi Sukegawa , Yuichi Takano

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

Trading and Market Microstructure · Quantitative Finance 2013-10-14 Peter Bank , Antje Fruth

Nonlinear programming problems are useful in designing and assigning work schedule and also in transporting goods and services from known sources to specified destinations. The objective function could be linear or nonlinear depending on…

Optimization and Control · Mathematics 2020-02-11 Issaka Haruna , Mubarack Ahmed , Shaibu Osman

In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in…

Machine Learning · Statistics 2019-02-22 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh , Majid Abdolshah , Dang Nguyen

We consider a vehicle routing problem which seeks to minimize cost subject to service level constraints on several groups of deliveries. This problem captures some essential challenges faced by a logistics provider which operates…

Optimization and Control · Mathematics 2017-06-13 Teobaldo Bulhões , Minh Hoàng Hà , Rafael Martinelli , Thibaut Vidal

Consolidation of loose packages into transport units is a fundamental activity offered by logistics service-providers. Moving the transport units instead of loose packages is faster (with one movement only, multiple packages are loaded…

Optimization and Control · Mathematics 2022-10-24 Enrico Angelelli , Claudia Archetti , Lorenzo Peirano

In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…

Analysis of PDEs · Mathematics 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione

This paper extends the optimal-trading framework developed in arXiv:2409.03586v1 to compute optimal strategies with real-world constraints. The aim of the current paper, as with the previous, is to study trading in the context of…

Trading and Market Microstructure · Quantitative Finance 2024-09-26 Neil A. Chriss

We consider a multi-commodity Dynamic Traffic Assignment (DTA) problem formulated as a network flow control problem on the Cell Transmission Model (CTM). The objective is to design optimal control policies using variable speed limits, ramp…

Optimization and Control · Mathematics 2026-03-19 Davide Sipione , Giacomo Como , Gustav Nilsson

Optimal transport has found widespread applications in signal processing and machine learning. Among its many equivalent formulations, optimal transport seeks to reconstruct a random variable/vector with a prescribed distribution at the…

Information Theory · Computer Science 2025-03-06 Jun Chen , Jia Wang , Ruibin Li , Han Zhou , Wei Dong , Huan Liu , Yuanhao Yu

Conventional power system optimization framework is becoming less reliable and efficient due to the stability issues brought by the ever-increasing inverter-interfaced renewable penetration. To ensure system stability during system…

Systems and Control · Electrical Eng. & Systems 2026-05-26 Zhongda Chu , Fei Teng

We propose a new algorithm for the solution of the robust multiple-load topology optimization problem. The algorithm can be applied to any type of problem, e.g., truss topology, variable thickness sheet or free material optimization. We…

Optimization and Control · Mathematics 2013-07-30 Michal Kocvara

We study the dynamics of an inclined tensioned, heavy cable traveling with a constant speed in the vertical plane. The cable is modeled as a beam resisting bending and shear. The governing equation for the transverse in-plane vibrations of…

Classical Physics · Physics 2019-07-09 Abhinav R. Dehadrai , Ishan Sharma , Shakti S. Gupta

We prove that the stability problem of a vertical uniform rotation of a heavy top is completely solved by using the linearization method and the conserved quantities of the differential system which describe the rotation of the heavy top.

Mathematical Physics · Physics 2013-03-15 Dan Comanescu

We establish the stability of solutions to the entropically regularized optimal transport problem with respect to the marginals and the cost function. The result is based on the geometric notion of cyclical invariance and inspired by the…

Optimization and Control · Mathematics 2022-07-07 Promit Ghosal , Marcel Nutz , Espen Bernton

We examine some basic physics surrounding regenerative braking and air drag. First, we analyze under what conditions it becomes energetically favorable to use aggressive regenerative braking to reach a lower speed over ``coasting'' where…

Classical Physics · Physics 2021-06-29 L. Q. English , A. Mareno , Xuan-Lin Chen