Related papers: Exponential Turnpike Theorems for Nonlinear Determ…
We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end,…
A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…
This paper on the whole concerns with the duality of Mayer problem for k-th order differential inclusions, where k is an arbitrary natural number. Thus, this work for constructing the dual problems to differential inclusions of any order…
We establish here a Quantitative Central Limit Theorem (in Wasserstein distance) for the Euler-Poincar\'{e} Characteristic of excursion sets of random spherical eigenfunctions in dimension 2. Our proof is based upon a decomposition of the…
The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…
In this paper we determine quantitative stability bounds for the Hessian of entropic potentials, \ie, the dual solution to the entropic optimal transport problem. To the authors' knowledge this is the first work addressing this second-order…
We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…
In this paper we consider the Hamiltonian formulation of the equations of incompressible ideal fluid flow from the point of view of optimal control theory. The equations are compared to the finite symmetric rigid body equations analyzed…
In this manuscript, we study the turnpike property in stochastic discrete-time optimal control problems for interacting agents. Extending previous deterministic results, we show that the turnpike effect persists in the presence of noise…
In this paper, a class of semilinear fractional elliptic equations associated to the spectral fractional Dirichlet Laplace operator is considered. We establish the existence of optimal solutions as well as a minimum principle of Pontryagin…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
Exploiting our previous results on higher order controlled Lagrangians in [Nonlinear Anal. {\bf 207} (2021), 112263], we derive here an analogue of the classical first order Pontryagin Maximum Principle (PMP) for cost minimising problems…
We consider a linear-quadratic optimization problem with pointwise bounds on the state for which the constraint is given by the Laplace-Beltrami equation (to have uniqueness we add an lower order term) on a two-dimensional surface . By…
The possibility of using the Eulerian discretization for the problem of modelling high-dimensional distributions and sampling, is studied. The problem is posed as a minimization problem over the space of probability measures with respect to…
While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…
A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…
We consider optimal transport problems where the cost is optimized over controlled dynamics and the end time is free. Unlike the classical setting, the search for optimal transport plans also requires the identification of optimal "stopping…
We derive limit distributions for certain empirical regularized optimal transport distances between probability distributions supported on a finite metric space and show consistency of the (naive) bootstrap. In particular, we prove that the…
Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…
We prove new equidistribution results for Galois orbits of Heegner points with respect to reduction maps at inert primes. The arguments are based on two different techniques: primitive representations of integers by quadratic forms and…