Related papers: General Optimal Stopping without Time Consistency
Time-consistency is an essential requirement in risk sensitive optimal control problems to make rational decisions. An optimization problem is time consistent if its solution policy does not depend on the time sequence of solving the…
In recent years, semidefinite relaxations of common optimization problems in robotics have attracted growing attention due to their ability to provide globally optimal solutions. In many cases, it was shown that specific handcrafted…
The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…
We propose a new abstract formalism for probabilistic timed systems, Parametric Interval Probabilistic Timed Automata, based on an extension of Parametric Timed Automata and Interval Markov Chains. In this context, we consider the…
A class of nonlinear control-affine systems with bounded time-varying drift is considered. It is assumed that the control vector fields together with their iterated Lie brackets satisfy Hormander's condition in a neighborhood of the origin.…
Time inconsistency is prevalent in dynamic choice problems: a plan of actions to be taken in the future that is optimal for an agent today may not be optimal for the same agent in the future. If the agent is aware of this intra-personal…
Limitations of the delayed feedback control and of its extended versions have been fully treated in the literature. The oscillating delayed feedback control appears as a promising scheme to overcome this problem. In this work, two methods…
In this paper, we consider a matroid generalization of the stable matching problem. In particular, we consider the setting where preferences may contain ties. For this generalization, we propose a polynomial-time algorithm for the problem…
We address nonautonomous initial boundary value problems for decoupled linear first-order one-dimensional hyperbolic systems, investigating the phenomenon of finite time stabilization. We establish sufficient and necessary conditions…
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…
We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we present is based on a Gauss-Newton-type iteration for the…
We consider the problem of stopping a diffusion process with a payoff functional that renders the problem time-inconsistent. We study stopping decisions of naive agents who reoptimize continuously in time, as well as equilibrium strategies…
This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…
In this paper we develop a stochastic heavy ball method for solving ill-posed inverse problems. The method updates the iterate using only a randomly selected equation at each iteration step while incorporating a momentum term into the…
This paper shows how a class of non-convex optimization problems constrained by discretized nonlinear partial differential equations may be solved to global optimality using an interior point continuation method. The solution procedure…
In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
Rotational inertia is stabilizing the frequency of electric power systems against small and large disturbances, but it is also the cause for oscillations between generators. As more and more conventional generators are replaced by renewable…