Related papers: Optimal Average Disk-Inspection via Fermat's Princ…
We present a simplified derivation of the optimal checkpoint interval in Young_1974 [1]. The optimal checkpoint interval derivation in [1] is based on minimizing the total lost time as an objective-function. Lost time is a function of…
Floating operation is very critical in power management in hard disk drive (HDD), during which no control command is applied to the read/write head but a fixed current to counteract actuator flex bias. External disturbance induced drift of…
We formulate and solve a variant of the quickest detection problem which features false negatives. A standard Brownian motion acquires a drift at an independent exponential random time which is not directly observable. Based on the…
This paper studies an optimal insurance contracting problem in which the preferences of the decision maker given by the sum of the expected loss and a convex, increasing function of a deviation measure. As for the deviation measure, our…
The average cost optimality is known to be a challenging problem for partially observable stochastic control, with few results available beyond the finite state, action, and measurement setup, for which somewhat restrictive conditions are…
In the classical static optimal reinsurance problem, the cost of capital for the insurer's risk exposure determined by a monetary risk measure is minimized over the class of reinsurance treaties represented by increasing Lipschitz retained…
This article provides quasi-optimal a priori error estimates for an optimal control problem constrained by an elliptic obstacle problem where the finite element discretization is carried out using the symmetric interior penalty…
We consider partially observable Markov decision processes (POMDPs) with a set of target states and every transition is associated with an integer cost. The optimization objective we study asks to minimize the expected total cost till the…
This paper studies a natural generalization of the problem of minimizing a univariate convex function $f$ by querying its values sequentially. At each time-step $t$, the optimizer can invest a budget $b_t$ in a query point $X_t$ of their…
Given a set of $n$ points in the plane, the Unit Disk Cover (UDC) problem asks to compute the minimum number of unit disks required to cover the points, along with a placement of the disks. The problem is NP-hard and several approximation…
This article examines a symbolic numerical approach to optimize a vehicle's track for autonomous driving and collision avoidance. The new approach uses the classical cost function definition incorporating the essential aspects of the…
A \emph{disk graph} is the intersection graph of (closed) disks in the plane. We consider the classic problem of finding a maximum clique in a disk graph. For general disk graphs, the complexity of this problem is still open, but for unit…
In this work we propose a nonlinear stabilization technique for convection-diffusion-reaction and pure transport problems discretized with space-time isogeometric analysis. The stabilization is based on a graph-theoretic artificial…
Nearly all autonomous robotic systems use some form of motion planning to compute reference motions through their environment. An increasing use of autonomous robots in a broad range of applications creates a need for efficient, general…
This paper is concerned with an optimal reinsurance and investment problem for an insurance firm under the criterion of mean-variance. The driving Brownian motion and the rate in return of the risky asset price dynamic equation cannot be…
We consider the following generalization of the classic Binary Search Problem: a searcher is required to find a hidden target vertex $x$ in a graph $G$, by iteratively performing queries about vertices. A query to $v$ incurs a cost $c(v,…
We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal…
We consider the problem of optimizing expensive black-box functions over discrete spaces (e.g., sets, sequences, graphs). The key challenge is to select a sequence of combinatorial structures to evaluate, in order to identify…
In the present work, we present numerical results for an iterative method for solving an optimal control problem with inequality contraints. The method is based on generalized Bregman distances. Under a combination of a source condition and…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…