Related papers: Optimal Average Disk-Inspection via Fermat's Princ…
We propose a stabilized Nitsche-based cut finite element formulation for the Oseen problem in which the boundary of the domain is allowed to cut through the elements of an easy-to-generate background mesh. Our formulation is based on the…
The list-labeling problem captures the basic task of storing a dynamically changing set of up to $n$ elements in sorted order in an array of size $m = (1 + \Theta(1))n$. The goal is to support insertions and deletions while moving around…
We propose a fast algorithm to approximate the optimal transport distance. The main idea is to add a Fisher information regularization into the dynamical setting of the problem, originated by Benamou and Brenier. The regularized problem is…
We present a unified framework for minimizing average completion time for many seemingly disparate online scheduling problems, such as the traveling repairperson problems (TRP), dial-a-ride problems (DARP), and scheduling on unrelated…
This work studies constrained blackbox optimization problems that cannot be solved in reasonable time due to prohibitive computational costs. This challenge is especially prevalent in industrial applications, where blackbox evaluations are…
We proposed an algorithm for solving Hamilton-Jacobi equation associated to an optimal trajectory problem for a vehicle moving inside the pre-specified domain with the speed depending upon the direction of the motion and current position of…
We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter…
We introduce a price impact model which accounts for finite market depth, tightness and resilience. Its coupled bid- and ask-price dynamics induce convex liquidity costs. We provide existence of an optimal solution to the classical problem…
In this paper we consider long-run risk sensitive average cost impulse control applied to a continuous-time Feller-Markov process. Using the probabilistic approach, we show how to get a solution to a suitable continuous-time Bellman…
We study a rather broad class of optimal partition problems with respect to monotone and coercive functional costs that involve the Dirichlet eigenvalues of the partitions. We show a sharp regularity result for the entire set of minimizers…
In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…
Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…
Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
We prove a new lower bound on the critical density $\rho_c$ of the hard disk model, i.e., the density below which it is possible to efficiently sample random configurations of $n$ non-overlapping disks in a unit torus. We use a classic…
In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage…
A central challenge for intelligent agents in an uncertain world is striking the right balance between utility maximization and resource use, not only for external movement but also for internal computation. Existing theories of control…
The problem of finding the shortest path for a vehicle visiting a given sequence of target points subject to the motion constraints of the vehicle is an important problem that arises in several monitoring and surveillance applications…
We study value-iteration (VI) algorithms for solving general (a.k.a. multichain) Markov decision processes (MDPs) under the average-reward criterion, a fundamental but theoretically challenging setting. Beyond the difficulties inherent to…
We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…