最优化与控制

We study a class of semilinear impulsive differential inclusions with infinite delay in Banach spaces. The model incorporates multivalued nonlinearities, impulsive effects, and infinite memory, allowing for the description of systems…

This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

In this paper, we propose a random gradient-free method for optimization in infinite dimensional Hilbert spaces, applicable to functional optimization in diverse settings. Though such problems are often solved through finite-dimensional…

We investigate the distributed online economic dispatch problem for power systems with time-varying coupled inequality constraints. The problem is formulated as a distributed online optimization problem in a multi-agent system. At each time…

We develop a new framework for branched transport between probability measures which are allowed to vary in time. This framework can be used to model problems where the underlying transportation network displays a branched structure, but…

This expository paper provides a unified and pedagogical introduction to optimal quantization for probability measures supported on spherical curves and discrete subsets of the sphere, emphasizing both continuous and discrete settings. We…

We study data-driven decision problems where historical observations are generated by a time-evolving distribution whose consecutive shifts are bounded in Wasserstein distance. We address this nonstationarity using a distributionally robust…

In this paper, we consider a class of structured nonsmooth fractional minimization, where the first part of the objective is the ratio of a nonnegative nonsmooth nonconvex function to a nonnegative nonsmooth convex function, while the…

We develop a mathematical model for sailboat navigation that can play the same role that the Black and Scholes model plays in mathematical finance: it captures essential features of sailboat navigation, it can provide insights that might…

We introduce prox-convex for minimizing $F(x)=g(x)+h(C(x))+s(R(x))$, where $g$ and $h$ are convex, $C$ and $s$ are smooth, and each component of $R$ is convex (possibly nonsmooth). Here $g$ captures general convex objectives and indicator…

We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

We consider networks of elastic strings with end masses, where the coupling is modeled via elastic springs. The model is representative of a network of nonlinear strings, where the strings are coupled to elastic bodies. The coupled system…

This paper investigates the boundary controllability and stabilizability of a Timoshenko beam subject to degeneracy at one end, while control is applied at the opposite boundary. Degeneracy in this context is measured by the real parameters…

We propose the shadow Davis-Yin three-operator splitting method to solve nonconvex optimisation problems. Its convergence analysis is based on a merit function resembling the Moreau envelope. We explore variational analysis properties…

Many engineering tasks require solving families of nonlinear constrained optimization problems, parametrized in setting-specific variables. This is computationally demanding, particularly, if solutions have to be computed across strongly…

We study the general $(\boldsymbol{\sigma},\mathbf{p})$-eigenvalue problem of nonnegative tensors introduced by A. Gautier, F. Tudisco, and M. Hein [SIAM J. Matrix Anal. Appl., 40 (2019), pp. 1206--1231], which unifies several well-studied…

A central challenge in the design of energy-efficient wind farms is the presence of wake effects between turbines. When a wind turbine harvests energy from free wind, it produces a turbulent region with reduced energy for downstream…

We study a multi-commodity Freeway Network Control (FNC) problem aiming at achieving optimal operation of a transportation network through the use of ramp metering and variable speed limits. Straightforward formulations of both single- and…

We develop a Hurwitz stability criterion for nonmonic matrix polynomials via column reduction, generalizing existing approaches constrained by the monic assumption and thus serving as a more natural extension of Gantmacher's classical…