最优化与控制

We study a nonlinear multimarginal optimal transport problem arising in risk management, where the objective is to maximize a spectral risk measure of the pushforward of a coupling by a cost function. Although this problem is inherently…

Structured reinforcement learning and stochastic optimization often involve parameters evolving on matrix Lie groups such as rotations and rigid-body transformations. We establish a representation-optimization dichotomy for…

The presence of integer variables in the European day-ahead electricity market renders the social welfare maximization problem non-convex and non-differentiable, making classical marginal pricing theoretically inconsistent. Existing pricing…

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

We study nonsmooth convex minimization through a continuous-time dynamical system that can be seen as a high-resolution ODE of Nesterov Accelerated Gradient (NAG) adapted to the nonsmooth case. We apply a time-varying Moreau envelope…

This paper considers an insurer with two collaborating business lines that faces three critical decisions: (1) dividend payout, (2) reinsurance coverage, and (3) capital injection between the lines, in the presence of model uncertainty. The…

We propose a methodology that exploits the contract formalism to characterize the continuous-time safety control problem, which is often difficult to address, in terms of a discrete-time one, for which numerous efficient solution scheme…

Controllability scores provide principled information on where intervention should be applied in large-scale network systems when explicit control design is difficult. Two representative controllability scores are the volumetric…

Firms that price perishable resources -- airline seats, hotel rooms, seasonal inventory -- now routinely use demand predictions, but these predictions vary widely in quality. Under hard capacity constraints, acting on an inaccurate…

Closed-loop shallow geothermal systems are one of the key technologies for decarbonizing the residential heating and cooling sector. The primary type of these systems involves vertical borehole heat exchangers (BHEs). During the planning…

This paper studies the convexity properties of nonsmooth extended-real-valued weakly convex functions, a class of functions that is central to modern optimization and its applications. We establish new characterizations of convexity using…

Optimization algorithms can be interpreted through the lens of dynamical systems as the interconnection of linear systems and a set of subgradient nonlinearities. This dynamical systems formulation allows for the analysis and synthesis of…

The classical asymptotic gain (AG) is a concept known from the input-to-state stability theory. Given a uniform input bound, AG estimates the asymptotic bound of the output. Sometimes, however, more information is known about the input than…

This paper proposes a unified control framework based on Response-Aware Risk-Constrained Control Barrier Function for dynamic safety boundary control of vehicles. Addressing the problem of physical model parameter mismatch, the framework…

This paper addresses the Service Network Design (SND) problem for a logistics service provider (LSP) operating in a multimodal freight transport network, considering uncertain travel times and limited truck fleet availability. A two-stage…

In this paper, we develop a new framework for constructing infeasible-start primal-dual methods for Conic Optimization. Our approach can be seen as a straightforward consequence of Gordan Theorem of Alternative. Given by the target upper…

In this article, we introduce a new class of entropy-penalized robust mean field game problems in which the representative agent is opposed to Nature. The agent's objective is formulated as a min-max stochastic control problem, in which…

We study a polynomial-time decision problem in which each input encodes a depth-$N$ causal execution in which a single non-duplicable token must traverse an ordered sequence of steps, revealing at most $O(1)$ bits of routing information at…

For a general entropy-regularized time-inconsistent stochastic control problem, we propose a policy iteration algorithm (PIA) and establish its convergence to an equilibrium policy with an exponential convergence rate. The design of the PIA…

We introduce the Vehicle Routing Problem with Resource-Constrained Pickup and Delivery (VRP-RPD), where vehicles transport finite identical resources to customer locations for autonomous processing before retrieval and redeployment. Unlike…