最优化与控制
The generalization of the Koopman operator to systems with control input and the derivation of a nonlinear fundamental lemma are two open problems that play a key role in the development of data-driven control methods for nonlinear systems.…
In this paper we propose dynamic output-feedback controller synthesis methods for discrete-time linear time-invariant systems. The synthesis goal is to achieve dissipativity with respect to a given quadratic supply rate or a given $H_2$…
Optimal feedback controllers for nonlinear systems can be derived by solving the Hamilton-Jacobi-Bellman (HJB) equation. However, because the HJB is a nonlinear partial differential equation, numerical methods typically provide only…
This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…
Access to healthcare facilities is a critical issue in developing countries, where limited resources and significant challenges hinder progress toward universal health coverage, one of the targets pursued by the United Nations. As a result,…
Recommender systems play an essential role in online services by providing personalized item lists to support users' decision-making processes. While collaborative filtering methods can achieve high accuracy, it is crucial to consider not…
This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…
The Wasserstein-Fisher-Rao (WFR) distance on $S^{2}$ has recently been shown to coincide with a classical elastic distance between $S^{2}$-immersions in the theory of Riemannian shape analysis. While this correspondence holds in dimension…
We present a novel extension of Moser's volume form lemma to the kinetic Liouville equation. In particular, we show that two smooth, positive phase-space densities $f$ and $g$ can be connected in unit time by the Liouville equation if and…
In this paper, we present a Hybrid Wavelet-based Physics-Informed Neural Networks (HW-PINNs) framework for portfolio management that provides a promising alternative to Physics-Informed Neural Networks (PINNs). Here, we first discuss the…
This paper studies coordinated trajectory planning and tracking control for multiple unmanned surface vessels (USVs) under strict privacy requirements. To avoid the privacy risks associated with direct position sharing in conventional…
Path planning for multiple unmanned aerial vehicles is a difficult task, and even more for a fleet of fixed-wing aircraft. One specific case is the transition to, or between, formation flight patterns, which requires synchronous arrivals…
"Synchronization of two dynamical systems" is the term used to describe the phenomenon when two or more systems gradually change their states or behaviors to become similar or identical. This can happen in a lot of fields, such as physics,…
We study the approximation of operators acting on probability measures on a product space with prescribed marginal. Let $I$ be a label space endowed with a reference measure $\lambda$, and define $\cal M_\lambda$ as the set of probability…
This paper studies distributed stochastic nonconvex optimization problems with compressed communication and differential privacy, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed…
Vector quantile regression (VQR) is an optimal transport (OT)-based framework that extends linear quantile regression to vector-valued response variables and can be formulated as an OT problem with a mean-independence constraint. In this…
In this work, we establish that Nesterov's accelerated gradient method, applied to $C^2$ functions satisfying the Polyak--{\L}ojasiewicz inequality around local minimizers, achieves the optimal local linear convergence rate…
The Core Imaging Library (CIL) is an open-source versatile Python framework for solving inverse problems with special emphasis on imaging applications such as computed tomography (CT), using a plug-in architecture for data and operators,…
The bilevel facility location problem (BO-FLP) is one of the core optimization problems behind the design of many decentralized industrial systems, e.g., supply chain systems where a supplier constructs some critical facilities and then…
We study a high-dimensional stochastic optimization problem which features both control and stopping. In particular, a central planner steers a large population of particles, and can also remove particles at any time by paying a penalty. In…