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In this paper, we study robust distributed sub-optimal coordination of linear agents subject to input nonlinearities. Inspired by the robust agreement literature, we formulate a bounded distributed sub-optimal coordination problem, in which…
This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…
We revisit a class of integer optimal control problems for which a trust-region method has been proposed and analyzed in arXiv:2106.13453v3 [math.OC]. While the algorithm proposed in arXiv:2106.13453v3 [math.OC] successfully solves the…
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…
Empirical Risk Minimization (ERM) algorithms are widely used in a variety of estimation and prediction tasks in signal-processing and machine learning applications. Despite their popularity, a theory that explains their statistical…
The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…
An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…
Reliable optimal control is challenging when the dynamics of a nonlinear system are unknown and only infrequent, noisy output measurements are available. This work addresses this setting of limited sensing by formulating a Bayesian prior…
In this paper we study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…
We present a parameter estimation method in Ordinary Differential Equation (ODE) models. Due to complex relationships between parameters and states the use of standard techniques such as nonlinear least squares can lead to the presence of…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…
A new class of cost functionals for optimal control of quantum systems which produces controls which are sparse in frequency and smooth in time is proposed. This is achieved by penalizing a suitable time-frequency representation of the…
We consider a class of monotone systems in which the control signal multiplies the state. Among other applications, such bilinear systems can be used to model the evolutionary dynamics of HIV in the presence of combination drug therapy. For…
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…
The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction.…
This paper focusses on the optimal control problems governed by fourth-order linear elliptic equations with clamped boundary conditions in the framework of the Hessian discretisation method (HDM). The HDM is an abstract framework that…
This paper is concerned with a boundary control problem for the Cahn--Hilliard equation coupled with dynamic boundary conditions. In order to handle the control problem, we restrict our analysis to the case of regular potentials defined on…
In this paper we consider the problem of structural stability of strong local optimisers for the minimum time problem in the case when the nominal problem has a bang-bang strongly local optimal control which exhibits a double switch.