相关论文: Variational analysis and regularity of the minimum…
Decentralized optimization strategies are helpful for various applications, from networked estimation to distributed machine learning. This paper studies finite-sum minimization problems described over a network of nodes and proposes a…
We provide a control-theoretic perspective on optimal tensor algorithms for minimizing a convex function in a finite-dimensional Euclidean space. Given a function $\Phi: \mathbb{R}^d \rightarrow \mathbb{R}$ that is convex and twice…
Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments such as analysis of conditional convex risk measures and the…
This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent…
The current paper initially studies the optimal control of linear $\psi$-Hilfer fractional derivatives with state-dependent control constraints and optimal control for a particular type of cost functional. Then, we investigate the…
The projection onto the epigraph or a level set of a closed proper convex function can be achieved by finding a root of a scalar equation that involves the proximal operator as a function of the proximal parameter. This paper develops the…
We consider the minimum-time problem for a multi-input control-affine system, where we assume that the controlled vector fields generate a non-involutive distribution of constant dimension, and where we do not assume a-priori bounds for the…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
We study the problem of empirical minimization for variance-type functionals over functional classes. Sharp non-asymptotic bounds for the excess variance are derived under mild conditions. In particular, it is shown that under some…
The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…
In this paper, we study an optimal exit time problem with general running and terminal costs and a target $\mathcal{S}\subset\mathbb{R}^d$ having an inner ball property for a nonlinear control system that satisfies mild controllability…
In this paper, we proposed an alternating projection based algorithm to solve a class of distributed MIN-MAX convex optimization problems. We firstly transform this MINMAX problem into the problem of searching for the minimum distance…
In this paper the turnpike property is established for a non-convex optimal control problem in discrete time. The functional is defined by the notion of the ideal convergence and can be considered as an analogue of the terminal functional…
We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is a sum of local cost functions associated to the individual agents. We establish the…
This paper is devoted to the study of the Hausdorff dimension of the singular set of the minimum time function $T$ under controllability conditions which do not imply the Lipschitz continuity of $T$. We consider first the case of normal…
Motivated by various applications, this article develops the notion of boundary control for Maxwell's equations in the frequency domain. Surface curl is shown to be the appropriate regularization in order for the optimal control problem to…
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…
In this paper we estimate the minimal controllability time for a class of non-linear control systems with a bounded convex state constraint. An explicit expression is given for the controllability time if the image of the control matrix is…
We study the trust-region subproblem (TRS) of minimizing a nonconvex quadratic function over the unit ball with additional conic constraints. Despite having a nonconvex objective, it is known that the classical TRS and a number of its…