相关论文: Variance-based Robust Optimization of a Permanent …

This paper studies a robust stochastic control problem with a monotone mean-variance cost functional and random coefficients. The main technique is to find the saddle point through two backward stochastic differential equations (BSDEs) with…

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

In topology optimization of compliant mechanisms, the specific placement of boundary conditions strongly affects the resulting material distribution and performance of the design. At the same time, the most effective locations of the loads…

The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…

The aim of this article is to elaborate and rigorously analyze a topological derivative based imaging framework for locating an electromagnetic inclusion of diminishing size from boundary measurements of the tangential component of…

By learning Variable Impedance Control policy, robot assistants can intelligently adapt their manipulation compliance to ensure both safe interaction and proper task completion when operating in human-robot interaction environments. In this…

This paper investigates the optimized combination of rotor and stator teeth in a three-phase switched reluctance motor featuring a connected C-core topology to attain a larger winding area and, thus, a higher electrical loading capability,…

We introduce a novel approach based on stochastic optimization to find the optimal sampling distribution for the data-driven stability analysis of switched linear systems. Our goal is to address limitations of existing approaches, in…

This paper presents methods for finding optimal configurations and actuator forces/torques to maximise contact wrenches in a desired direction for Underwater Vehicles Manipulator Systems (UVMS). The wrench maximisation problem is formulated…

Soft electronics have recently gathered considerable interest thanks to their bio-mechanical compatibility. An important feature of such deformable conductors is their electrical response to strain. While development of stretchable…

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

The monitoring and management of high-volume feature-rich traffic in large networks offers significant challenges in storage, transmission and computational costs. The predominant approach to reducing these costs is based on performing a…

This paper is devoted to proving the small noise asymptotic behaviour, particularly large deviation principle, for multi-scale stochastic dynamical systems with fully local monotone coefficients driven by multiplicative noise. The main…

Topological methods for data analysis present opportunities for enforcing certain invariances of broad interest in computer vision, including view-point in activity analysis, articulation in shape analysis, and measurement invariance in…

Stochastic variance reduced methods have gained a lot of interest recently for empirical risk minimization due to its appealing run time complexity. When the data size is large and disjointly stored on different machines, it becomes…

Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…

In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…

We develop a variational method for interacting surface systems with higher-form global symmetries. As a natural extension of the conventional second-quantized Hamiltonian of interacting bosons, we explicitly construct a second-quantized…

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

In this paper, we develop econometric tools to analyze the integrated volatility of the efficient price and the dynamic properties of microstructure noise in high-frequency data under general dependent noise. We first develop consistent…