最优化与控制
This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…
We study a regulation problem for stochastic systems subject to both continuous fluctuations and rare but significant shocks, modeled as a jump-diffusion with uncertainty in both the drift and the jump intensity. Such settings arise in…
We propose a new algorithm for approximating the metric projection onto a superelliptic disk of order $p>1$, i.e., the convex hull of a superellipse (Lam\'e curve), and prove its convergence.
Matrix measures induced by vector norms are widely used in contraction theory of nonlinear dynamical systems. A natural and important robustness question is whether negativity of a matrix measure is preserved under arbitrary nonnegative…
We study a finite-horizon stochastic control criterion for non-convex optimization in which Brownian exploration is balanced against a quadratic control cost. Rather than emphasizing the classical Hopf--Cole representation, we isolate the…
Ring-like communication graphs appear in UAV formations, cyclic patrols, perimeter monitoring, and other multi-agent tasks in which agents exchange information mainly with neighboring vehicles along a closed route. When measurement and…
The Hamiltonian Path Problem is formulated as a continuous minimization problem on conductances assigned to an Ohmic network associated with the given graph. The objective function is a sum of two penalty terms that collectively enforce a…
In January 2023, the obligation for petrol stations to display the average fuel price calculated on a regional basis was introduced by the Italian Government. A mean field game model is here proposed to describe the evolution of the fuel…
We formulate a deterministic threshold-safety problem for a reduced compartmental voter-flow model. An exogenous load enters an alienation reservoir; between releases the reservoir recovers exponentially. Near the mainstream baseline the…
In this work, we study the contraction conditions of iterative algorithms for stationary and finite-horizon discrete-time regularized mean-field games (MFGs) with multiple populations, where each population only interacts with the state…
This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…
This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…
Travel-time tomography seeks to recover a hidden environment from external measurements generated by propagation through an anomalous region. Standard formulations treat propagation as passive, so the environment influences observations…
The numerical reconstruction of controls for nonlinear partial differential equations (PDEs) remains a challenging and relatively underdeveloped problem, despite the extensive literature on controllability theory. In this work, we introduce…
Balancing the societal costs of non-pharmaceutical interventions with epidemic suppression requires adaptive feedback control. Rather than relying on state-dependent operational caps, we formulate an infinite-horizon optimal control problem…
The Sterile Insect Technique (SIT) against insect pests and insect vectors consists of releasing males that have been previously sterilized in order to reduce or eliminate a specific wild population. We study this complex control question…
The paper concerns optimization problems with general equality and inequality constraints and with constraints expressed by a convex set. In order to solve these problems, the general constraints are treated by an exact penalty functions…
Fundamental limits on the performance of feedback controllers are essential for benchmarking algorithms, guiding sensor selection, and certifying task feasibility -- yet few general-purpose tools exist for computing them. Existing…
Unlike ordinary differential equations (ODEs), linear partial differential equations (PDEs) admit multiple non-equivalent notions of stability. This variety makes interpretation of Lyapunov stability results challenging. \blue{To simplify…
Certifying power flow solvability is important for reliable power system operations under volatile operating conditions, but solving power flow equations repeatedly can be costly and may encounter convergence issues. In this paper, we…