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This paper is devoted to the study of multi-agent deterministic optimal control problems. We initially provide a thorough analysis of the Lagrangian, Eulerian and Kantorovich formulations of the problems, as well as of their relaxations.…

最优化与控制 · 数学 2020-11-17 Giulia Cavagnari , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

The $k$-means method is an iterative clustering algorithm which associates each observation with one of $k$ clusters. It traditionally employs cluster centers in the same space as the observed data. By relaxing this requirement, it is…

统计理论 · 数学 2015-04-06 Matthew Thorpe , Florian Theil , Adam M. Johansen , Neil Cade

Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

偏微分方程分析 · 数学 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…

最优化与控制 · 数学 2022-06-30 Roman Chertovskih , Nathalie T. Khalil , Fernando Lobo Pereira

In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…

最优化与控制 · 数学 2019-10-22 Benoît Bonnet

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

最优化与控制 · 数学 2023-04-26 Ilya Shvartsman

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

最优化与控制 · 数学 2024-04-04 Wei Gong , Dongdong Liang

In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…

最优化与控制 · 数学 2025-11-20 Gage MacLin , Venanzio Cichella , Andrew Patterson , Irene Gregory

The Method of Successive Approximations (MSA) is a fixed-point iterative method used to solve stochastic optimal control problems. It is an indirect method based on the conditions derived from the Stochastic Maximum Principle (SMP), an…

最优化与控制 · 数学 2024-05-14 Safouane Taoufik , Badr Missaoui

Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These applications are often nonconvex-nonconcave, but the existing theory is unable to identify…

最优化与控制 · 数学 2021-04-02 Benjamin Grimmer , Haihao Lu , Pratik Worah , Vahab Mirrokni

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

最优化与控制 · 数学 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…

最优化与控制 · 数学 2022-09-01 Peng Chen , Johannes O. Royset

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

最优化与控制 · 数学 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

This article treats three problems of sparse and optimal multiplexing a finite ensemble of linear control systems. Given an ensemble of linear control systems, multiplexing of the controllers consists of an algorithm that selects, at each…

最优化与控制 · 数学 2019-05-27 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee

This paper is concerned with devising the nonlinear optimal guidance for intercepting a stationary target with a fixed impact time. According to Pontryagin's Maximum Principle (PMP), some optimality conditions for the solutions of the…

最优化与控制 · 数学 2024-01-04 Kun Wang , Zheng Chen , Han Wang , Jun Li

To every nearly convex optimization problem, that is a minimization problem with a nearly convex objective function and a nearly convex constraint set, we associate a uniquely defined convex optimization problem with a lower semicontinuous…

最优化与控制 · 数学 2026-02-11 Nguyen Nang Thieu , Nguyen Dong Yen

We develop a general theoretical framework for optimal probability density control on standard measure spaces, aimed at addressing large-scale multi-agent control problems. In particular, we establish a maximum principle (MP) for control…

最优化与控制 · 数学 2026-03-10 Nathan Gaby , Xiaojing Ye

This paper studies equality-constrained composite minimization problems. This class of problems, capturing regularization terms and inequality constraints, naturally arises in a wide range of engineering and machine learning applications.…

最优化与控制 · 数学 2026-04-13 Veronica Centorrino , Francesca Rossi , Francesco Bullo , Giovanni Russo

We pose the approximation problem for scalar nonnegative input-output systems via impulse response convolutions of finite order, i.e. finite order moving averages, based on repeated observations of input/output signal pairs. The problem is…

最优化与控制 · 数学 2023-02-27 Lorenzo Finesso , Peter Spreij

A large-scale complex system comprising many, often spatially distributed, dynamical subsystems with partial autonomy and complex interactions are called system of systems. This paper describes an efficient algorithm for model predictive…

最优化与控制 · 数学 2019-04-25 Branimir Novoselnik , Vedrana Spudić , Mato Baotić