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We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…

A reduced order asymptotic homogenization based multiscale technique which can capture damage and inelastic effects in composite materials is proposed. This technique is based on two scale homogenization procedure where eigen strain…

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…

This paper presents a novel framework for Jacobian computation in motion optimization problems involving multi-link systems, where physical quantities are represented using higher-order time derivatives. In motion optimization of robots and…

Motivated by a wide variety of applications, this paper introduces a general class of networks of stochastic loss systems in which congestion renders lost revenue due to customers or jobs being permanently removed from the system. We seek…

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

This article deals with the mathematical derivation and the validation over benchmark examples of a numerical method for the solution of a finite-strain holonomic (rate-independent) Cosserat plasticity problem for materials, possibly with…

The key problem of statistical physics standing over one hundred years is how to exactly calculate the partition function (or free energy) of many-body interaction systems, which severely hinders application of the theory for realistic…

Energy storage is expected to play an increasingly important role in mitigating variations that come along with the growing penetration of renewable energy. In this paper, we study the optimal bidding of an energy storage unit in a…

This paper investigates the distributed optimal output consensus problem of second-order uncertain nonlinear multi-agent systems over weight-unbalanced directed networks. Under the standard assumption that local cost functions are strongly…

In this paper, we perform a rigourous version of shape and topological derivatives for optimizations problems under constraint Helmoltz problems. A shape and topological optimization problem is formulated by introducing cost functional. We…

A method to solve the Schr\"{o}dinger equation based on the use of constant particle-particle interaction potential surfaces is proposed. The many-body wave function is presented in configuration interaction form with coefficients -…

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

We give an optimal in mixed (anisotropic) Strichartz type Lebesgue space-time norm estimates for the solution of linear parabolic inhomogeneous initial problem, with are exact or exact up to multiplicative constant coefficient evaluation.

This paper treats an optimal scheduling problem of control nodes in networked systems. We newly introduce both the L0 and l0 constraints on control inputs to extract a time-varying small number of effective control nodes. As the cost…

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

This note is devoted to the distributed optimization problem of multi-agent systems with nonconvex velocity constraints, nonuniform position constraints and nonuniform stepsizes. Two distributed constrained algorithms with nonconvex…

The purpose of this paper is to investigate the fundamental problem of the non-uniform subsonic motion of a point force and line forces in an unbounded, homogeneous, isotropic medium in analogy to the electromagnetic Li\'enard-Wiechert…

Price differentiation is a common strategy in many markets. In this paper, we study a static multiproduct price optimization problem with demand given by a discrete mixed multinomial logit model. By considering a mixed logit model that…