Related papers: Limit points of the monotonic schemes
In this paper we consider finite-dimensional constrained Hamiltonian systems of polynomial type. In order to compute the complete set of constraints and separate them into the first and second classes we apply the modern algorithmic methods…
In this paper, under mild assumptions, we derive a law of large numbers, a central limit theorem with an error estimate, an almost sure invariance principle and a variant of Chernoff bound in finite-state hidden Markov models. These limit…
In this paper we develop tools for studying limit theorems by means of convexity. We establish bounds for the discrepancy in total variation between probability measures $\mu$ and $\nu$ such that $\nu$ is log-concave with respect to $\mu$.…
We provide an optimization-based argument for the monotonicity of the multiplicative algorithm (MA) for a class of optimal experimental design problems considered in Yu (2010). Our proof avoids introducing auxiliary variables (or problems)…
In this paper we consider the problem of minimizing a quadratic functional for a discrete-time linear stochastic system with multiplicative noise, on a standard probability space, in infinite time horizon. We show that the necessary and…
Algorithms for min-max optimization and variational inequalities are often studied under monotonicity assumptions. Motivated by non-monotone machine learning applications, we follow the line of works [Diakonikolas et al., 2021, Lee and Kim,…
Markov jump processes are widely used to model natural and engineered processes. In the context of biological or chemical applications one typically refers to the chemical master equation (CME), which models the evolution of the probability…
We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We…
Closed bipartite quantum systems subject to fast local unitary control are studied using quantum optimal control theory and a method of reduced control systems based on the Schmidt decomposition. Particular focus is given to the…
In this paper, we introduce two parabolic target-space interior-point algorithms for solving monotone linear complementarity problems. The first algorithm is based on a universal tangent direction, which has been recently proposed for…
In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…
We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…
In the paper [P. Cannarsa, C. Mendico, Asymptotic analysis for Hamilton-Jacobi- Bellman equations on Euclidean space, (2021) Arxiv], we proved the existence of the limit as the time horizon goes to infinity of the averaged value function of…
In this paper, we consider ensembles of control-affine systems in $\mathbb{R}^d$, and we study simultaneous optimal control problems related to the worst-case minimization. After proving that such problems admit solutions, denoting with…
This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…
Quantum monotone metric was introduced by Petz,and it was proved that quantum monotone metrics on the set of quantum states with trace one were characterized by operator monotone functions. Later, these were extended to monotone metrics on…
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
Quantum control is traditionally expressed through bilinear models and their associated Lie algebra controllability criteria. But, the first order approximation are not always sufficient and higher order developpements are used in recent…
We introduce a general mathematical framework for distributed algorithms, and a monotonicity property frequently satisfied in application. These properties are leveraged to provide finite-time guarantees for converging algorithms, suited…
We study the optimal quantum control of heteronuclear two-qubit systems described by a Hamiltonian containing both nonlocal internal drift and local control terms. We derive an explicit formula to compute the minimum time required to steer…