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Quadratically regularized optimal transport (QOT) is a sparse alternative to entropic optimal transport. We develop a quantitative stability theory for QOT under perturbations of the marginals, the transport cost function, and the…

Optimization and Control · Mathematics 2026-05-28 Alberto González-Sanz , Marcel Nutz

We consider the problem to transport resources/mass while abiding by constraints on the flow through constrictions along their path between specified terminal distributions. Constrictions, conceptualized as toll stations at specified…

Systems and Control · Electrical Eng. & Systems 2023-05-03 Anqi Dong , Arthur Stephanovitch , Tryphon T. Georgiou

We prove the uniqueness of the maximizers of a Hardy-Littlewood type functional under constraints. We also establish a quantitative stability estimate. Introduction

Optimization and Control · Mathematics 2009-03-17 Hichem Hajaiej

An imbalanced rotor is considered. A system of moving balancing masses is given. We determine the optimal movement of the balancing masses to minimize the imbalance on the rotor. The optimal movement is given by an open-loop control solving…

Optimization and Control · Mathematics 2020-12-29 Matteo Gnuffi , Dario Pighin , Noboru Sakamoto

The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…

Pricing of Securities · Quantitative Finance 2013-02-18 Dylan Possamaï , Guillaume Royer , Nizar Touzi

This article generalizes the study of branched/ramified optimal transportation to those with capacity constraints. Each admissible transport network studied here is represented by a transport multi-path between measures, with a capacity…

Optimization and Control · Mathematics 2024-02-13 Qinglan Xia , Haotian Sun

In our previous papers we proposed a continuum model for the dynamics of the systems of self-propelling particles with conservative kinematic constraints on the velocities. We have determined a class of stationary solutions of this…

Fluid Dynamics · Physics 2015-06-26 V. I. Ratushnaya , D. Bedeaux , V. L. Kulinskii , A. V. Zvelindovsky

The dynamics of transitional flows are governed by an interplay between the non-normal linear dynamics and quadratic nonlinearity in the incompressible Navier-Stokes equations. In this work, we propose a framework for nonlinear stability…

Fluid Dynamics · Physics 2021-04-28 Aniketh Kalur , Peter Seiler , Maziar S. Hemati

This paper develops a technique for computing a quadratic terminal cost for linear model predictive controllers that is valid for all states in the maximal control invariant set. This maximizes the set of recursively feasible states for the…

Optimization and Control · Mathematics 2024-06-06 Mikael Johansson , Hamed Taghavian

We introduce a systematic method for identifying the worst case load among all boundary loads of fixed energy. Here the worst case load is defined to be the one that delivers the largest fraction of input energy to a prescribed subdomain of…

Numerical Analysis · Mathematics 2016-08-04 Robert Lipton , Paul Sinz , Michael Stuebner

Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…

Optimization and Control · Mathematics 2018-03-26 Montacer Essid , Justin Solomon

In this work, we study the problem of scheduling a maximal set of transmitters subjected to an interference constraint across all the nodes. Given a set of nodes, the problem reduces to finding the maximum cardinality of a subset of nodes…

Information Theory · Computer Science 2016-11-01 Rakshith Jagannath , Radha Krishna Ganti , Neelesh S Upadhye

A spaceship with one thruster producing a constant magnitude force is analyzed for various initial conditions. This elementary problem, with one object acted upon by one force, has value as a challenge to one's physical intuition and in…

Physics Education · Physics 2008-06-11 Scott C. Dudley , Mario A. Serna

Optimal transport has recently started to be successfully employed to define misfit or loss functions in inverse problems. However, it is a problem intrinsically defined for positive (probability) measures and therefore strategies are…

Optimization and Control · Mathematics 2024-12-20 Gabriele Todeschi , Ludovic Métivier , Jean-Marie Mirebeau

This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…

Optimization and Control · Mathematics 2023-01-19 Jacob Knaup , Panagiotis Tsiotras

This paper studies optimal spatial layout of transshipment facilities and the corresponding service regions on an infinite homogeneous plane $\mathbb{R}^2$ that minimize the total cost for facility set-up, outbound delivery and inbound…

Optimization and Control · Mathematics 2014-09-15 Weijun Xie , Yanfeng Ouyang

We consider weak optimal problems (possibly entropically penalized) incorporating both soft and hard (including the case of the martingale condition) moment constraints. Even in the special case of the martingale optimal transport problem,…

Optimization and Control · Mathematics 2026-01-07 Guillaume Carlier , Hugo Malamut , Maxime Sylvestre

Stability and causality are studied for linear perturbations about equilibrium in Carter's multifluid theory. Our stability analysis is grounded on the requirement that the entropy of the multifluid, plus that of the environment, must be…

General Relativity and Quantum Cosmology · Physics 2022-08-23 Lorenzo Gavassino

Conic optimization has recently emerged as a powerful tool for designing tractable and guaranteed algorithms for non-convex polynomial optimization problems. On the one hand, tractability is crucial for efficiently solving large-scale…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros
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