Related papers: Rate-cost tradeoffs in continuous-time control wit…
We propose a general approach to directly implement rate constraints on the discretization mesh for all collocation methods, for both state and input variables. Unlike conventional approaches that may lead to singular control arcs, the…
Battery participants in performance-based frequency regulation markets must consider the cost of battery aging in their operating strategies to maximize market profits. In this paper we solve this problem by proposing an optimal control…
We present a numerical algorithm that allows the approximation of optimal controls for stochastic reaction-diffusion equations with additive noise by first reducing the problem to controls of feedback form and then approximating the…
The ability to predict accurate thermodynamic and kinetic properties in biomolecular systems is of both scientific and practical utility. While both remain very difficult, predictions of kinetics are particularly difficult because rates, in…
We quantitatively assess the energetic cost of several well-known control protocols that achieve a finite time adiabatic dynamics, namely counterdiabatic and local counterdiabatic driving, optimal control, and inverse engineering. By…
This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…
In this study we consider the pricing of energy derivatives when the evolution of spot prices follows a tempered stable or a CGMY driven Ornstein- Uhlenbeck process. To this end, we first calculate the characteristic function of the…
This note is concerned with the study of the initial boundary value problem for systems of conservation laws from the point of view of control theory, where the initial data is fixed and the boundary data are regarded as control functions.…
We consider a stochastic volatility model where the price evolution depend on the exponential of the Ornstein--Uhlenbeck process. After a brief revision of the related theory the entropy-minimal equivalent martingale measure. is calculated.
Computing reaction rates in biomolecular systems is a common goal of molecular dynamics simulations. The reactions considered often involve conformational changes in the molecule, either changes in the structure of a protein or the relative…
A density matrix approach is developped for the control of a mixed-state quantum system using a time-dependent external field such as a train of pulses. This leads to the definition of a target density matrix constructed in a reduced…
The rate-regulation tradeoff, defined between two objective functions, one penalizing the packet rate and one the regulation cost, can express the fundamental performance bound of networked control systems. However, the characterization of…
We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…
In this manuscript, we provide a non-asymptotic process level control between the telegraph process and the Brownian motion with suitable diffusivity constant via a Wasserstein distance with quadratic average cost. In addition, we derive…
Biological processes, including cell differentiation, organism development, and disease progression, can be interpreted as attractors (fixed points or limit cycles) of an underlying networked dynamical system. In this paper, we study the…
The aim of this paper is to propose a new data-driven control scheme for multi-input-multi-output linear time-invariant systems whose system model are completely unknown. Using a non-minimal input-output realization, the proposed method can…
We revisit the elementary problem of moving a particle in a harmonic trap in finite time with minimal work cost, and extend it to the case of an active particle. By comparing the Gaussian case of an Active Ornstein-Uhlenbeck particle and…
In a market with transaction costs, the price of a derivative can be expressed in terms of (preconsistent) price systems (after Kusuoka (1995)). In this paper, we consider a market with binomial model for stock price and discuss how to…
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…
We introduce a regulated stochastic diffusion model for the recycling rate and formulate a joint control problem over production and process innovation via the dynamics of recycling investment and product pricing. The resulting stochastic…