最优化与控制

This paper studies a risk-sensitive decision-making problem under uncertainty. It considers a decision-making process that unfolds over a fixed number of stages, in which a decision-maker chooses among multiple alternatives, some of which…

In this paper, we focus on the decentralized stochastic subgradient-based methods in minimizing nonsmooth nonconvex functions without Clarke regularity, especially in the decentralized training of nonsmooth neural networks. We propose a…

Decision making in modern stochastic systems, including e-commerce platforms, financial markets and healthcare systems, has evolved into a multifaceted process that combines information acquisition and adaptive information sources. This…

It is shown how Dedekind cuts can be used to introduce the extended real numbers along with sound arithmetic laws via one simple rule for the addition of sets. The crucial idea is that the use of the lower and the upper part of the cuts,…

This paper develops risk-averse models to support system operators in planning and operating the electricity grid under uncertainty from renewable power generation. We incorporate financial risk hedging using conditional value at risk…

We study the quadratic penalty method (QPM) for smooth nonconvex optimization problems with equality constraints. Assuming the constraint violation satisfies the PL condition near the feasible set, we derive sharper worst-case complexity…

Adaptive gradient methods, such as AdaGrad, have become fundamental tools in deep learning. Despite their widespread use, the asymptotic convergence of AdaGrad remains poorly understood in non-convex scenarios. In this work, we present the…

This paper presents the application of a novel data-driven adaptive control technique, dynamic mode adaptive control (DMAC), to regulate thrust in a solid-fuel ramjet (SFRJ). A quasi-static one-dimensional model of SFRJ with a variable…

This paper develops a comprehensive framework for optimal control of systems governed by fractional backward stochastic evolution equations (FBSEEs) in Hilbert spaces. We first establish a stochastic maximum principle (SMP) as a necessary…

This letter proposes a three-tier computational architecture for the real-time control of nonlinear complex systems, such as time-dependent PDEs. There is an important class of such problems for which existing single- and two-time-scale…

In this paper we consider some optimal control problems governed by elliptic partial differential equations. The solution is the state variable, while the control variable is, depending on the case, the coefficient of the PDE, the…

We propose a MINRES-based Newton-type algorithm for solving unconstrained nonconvex optimization problems. Our approach uses the minimal residual method (MINRES), a well-known solver for indefinite symmetric linear systems, to compute…

We introduce the Multiscale Experience Replay (MER) algorithm for solving a class of stochastic variational inequalities (VIs) in settings where samples are generated from a Markov chain and we have access to a memory buffer to store them.…

Interconnection and Damping Assignment Passivity-Based Control (IDA-PBC) is a well-established stabilization technique for affine nonlinear systems. However, its application is generally hindered by the requirement of solving a set of…

This paper deals with stochastic optimization problems involving Markovian noise with a zero-order oracle. We present and analyze a novel derivative-free method for solving such problems in strongly convex smooth and non-smooth settings…

In this paper we study a nonconvex-strongly-concave constrained minimax problem. Specifically, we propose a first-order augmented Lagrangian method for solving it, whose subproblems are nonconvex-strongly-concave unconstrained minimax…

It is well-known that the exponential stability of Integral Difference Equations and Delay Difference Equations, in the usual state space of continuous functions, is equivalent to the location of the roots of its associated characteristic…

Counterfactual explanations (CEs) offer a human-understandable way to explain decisions by identifying specific changes to the input parameters of a base or present model that would lead to a desired change in the outcome. For optimization…

This paper focuses on the problem of determining a minimum-cost fleet of battery electric ships for a given liner shipping operation. The problem is strongly nonlinear and includes integer-valued decision variables, which make it…

This note presents a novel and efficient Economic Model Predictive Control (EMPC) scheme specifically designed for non-dissipative systems subject to state and input constraints. To address the stability challenge of EMPC for constrained…