相关论文: Linear Programming Estimates for Cesaro and Abel L…

We consider a discounted infinite horizon optimal stopping problem. If the underlying distribution is known a priori, the solution of this problem is obtained via dynamic programming (DP) and is given by a well known threshold rule. When…

We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…

We present two nonparametric approaches to Kullback-Leibler (KL) control, or linearly-solvable Markov decision problem (LMDP) based on Gaussian processes (GP) and Nystr\"{o}m approximation. Compared to recently developed parametric methods,…

Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…

Here, necessary optimal condition for Optimistic Bilevel programming problem is obtained in Asplund spaces. Also we have got necessary optimal conditions in finite dimensional spaces, by assuming differentiability on the given functions.

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…

We consider a class of learning problem of point estimation for modeling high-dimensional nonlinear functions, whose learning dynamics is guided by model training dataset, while the estimated parameter in due course provides an acceptable…

We establish essentially optimal bounds on the complexity of initial-value problems in the randomized and quantum settings. For this purpose we define a sequence of new algorithms whose error/cost properties improve from step to step. These…

In this paper, we extend a classical approach to linear quadratic (LQ) optimal control via Popov operators to abstract linear differential-algebraic equations (ADAEs) in Hilbert spaces. To ensure existence of solutions, we assume that the…

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller…

Stability under model predictive control (MPC) schemes is frequently ensured by terminal ingredients. Employing a (control) Lyapunov function as the terminal cost constitutes a common choice. Learning-based methods may be used to construct…

We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…

We consider an optimal control problem governed by an elliptic variational inequality of the second kind. The problem is discretized by linear finite elements for the state and a variational discrete approach for the control. Based on a…

In this paper, we address the issue of model specification in probabilistic latent variable models (PLVMs) using an infinite-horizon optimal control approach. Traditional PLVMs rely on joint distributions to model complex data, but…

This paper deals with the problem of linear programming with inexact data represented by real closed intervals. Optimization problems with interval data arise in practical computations and they are of theoretical interest for more than…

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

For a large class of optimization problems, namely those that can be expressed as finite-valued constraint satisfaction problems (VCSPs), we establish a dichotomy on the number of levels of the Lasserre hierarchy of semi-definite programs…

Bilevel linear programming (LP) is one of the simplest classes of bilevel optimization problems, yet it is known to be NP-hard in general. Specifically, determining whether the optimal objective value of a bilevel LP is at least as good as…