相关论文: Treating the Future Equally: Solving Undiscounted …
This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
The paper concerns the study of equilibrium points, namely the stationary solutions to the closed loop equation, of an infinite dimensional and infinite horizon boundary control problem for linear partial differential equations. Sufficient…
A framework is developed in which one can write down the constraint equations on a three--dimensional hypersurface of arbitrary signature. It is then applied to isolated and dynamical horizons. The derived equations can be used to extract…
The Receding Horizon Control (RHC) strategy consists in replacing an infinite-horizon stabilization problem by a sequence of finite-horizon optimal control problems, which are numerically more tractable. The dynamic programming principle…
Inspired by Strotz's consistent planning strategy, we formulate the infinite horizon mean-variance stopping problem as a subgame perfect Nash equilibrium in order to determine time consistent strategies with no regret. Equilibria among…
Solving real-world optimization problems with quantum computing requires choosing between a large number of options concerning formulation, encoding, algorithm and hardware. Finding good solution paths is challenging for end users and…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…
Advancements in mathematical programming have made it possible to efficiently tackle large-scale real-world problems that were deemed intractable just a few decades ago. However, provably optimal solutions may not be accepted due to the…
In this paper, we analyze the problem of how to adapt the concept of priority to situations where several perfectly divisible resources have to be allocated among certain set of agents that have exactly one claim which is used for all…
We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or…
We define a graph-based rate optimization problem and consider its computation, which provides a unified approach to the computation of various theoretical limits, including the (conditional) graph entropy, rate-distortion functions and…
We investigate the existence of solutions of reversible and irreversible port-Hamiltonian systems. To this end, we utilize the associated exergy, a function that is composed of the system's Hamiltonian and entropy, to prove global existence…
We study a risk-aware robot planning problem where a dispatcher must construct a package delivery plan that maximizes the expected reward for a robot delivering packages across multiple epochs. Each package has an associated reward for…
We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…
Several variants of the Constraint Satisfaction Problem have been proposed and investigated in the literature for modelling those scenarios where solutions are associated with some given costs. Within these frameworks computing an optimal…
We consider a routing problem which plays an important role in several applications, primarily in communication network planning and VLSI layout design. The original underlying graph algorithmic task is called Disjoint Paths problem. In…