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Concept

Bellman equation

Publications associées (29)

Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters

Fabio Nobile, Sebastian Krumscheid, Matthieu Claude Martin

We consider the numerical approximation of an optimal control problem for an elliptic Partial Differential Equation (PDE) with random coefficients. Specifically, the control function is a deterministic, distributed forcing term that minimizes the expected ...

2021

A new regret analysis for Adam-type algorithms

Volkan Cevher, Ahmet Alacaoglu

In this paper, we focus on a theory-practice gap for Adam and its variants (AMSgrad, AdamNC, etc.). In practice, these algorithms are used with a constant first-order moment parameter 1 (typically between 0:9 and 0:99). In theory, regret guarantees for onl ...

JMLR-JOURNAL MACHINE LEARNING RESEARCH2020

Optimal spanwise-periodic control for recirculation length in a backward-facing step flow

François Gallaire, Edouard Boujo, Eunok Yim, Isha Shukla

Three-dimensional control is considered in the flow past a backward-facing step (BFS). The BFS flow at Reynolds number Re = 500 (defined with the step height and the maximum inlet velocity) is two-dimensional and linearly stable but increasingly receptive ...

AMER PHYSICAL SOC2020

Finding Second-Order Stationary Points in Constrained Minimization: A Feasible Direction Approach

Shaul Nadav Hallak

This paper introduces a method for computing points satisfying the second-order necessary optimality conditions for nonconvex minimization problems subject to a closed and convex constraint set. The method comprises two independent steps corresponding to t ...

SPRINGER/PLENUM PUBLISHERS2020

Dynamic Credit-Collections Optimization

Thomas Alois Weber

Based on a dynamic model of the stochastic repayment behavior exhibited by delinquent credit-card accounts as a self-exciting point process, a bank can control the arrival intensity of repayments using costly account-treatment actions. A semi-analytic solu ...

2019

The Foldable Drone: A Morphing Quadrotor That Can Squeeze and Fly

Dario Floreano, Stefano Mintchev, Davide Scaramuzza

The recent advances in state estimation, perception, and navigation algorithms have significantly contributed to the ubiquitous use of quadrotors for inspection, mapping, and aerial imaging. To further increase the versatility of quadrotors, recent works i ...

2019

A saddle point approach to an optimal boundary control problem for steady Navier-Stokes equations

Alfio Quarteroni, Andrea Manzoni

In this paper we propose a saddle point approach to solve boundary control problems for the steady Navier-Stokes equations with mixed Dirichlet-Neumann boundary conditions, both in two and three dimensions. We provide a comprehensive theoretical framework ...

2019

Out-of-equilibrium dynamical equations of infinite-dimensional particle systems I. The isotropic case

Elisabeth Agoritsas

We consider the Langevin dynamics of a many-body system of interacting particles in d dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled particles, and gla ...

2019

Essays on adaptation to rare disasters

Takafumi Usui

This thesis aims to further investigate rare natural disasters and studies adaptation decisions under uncertainty by solving several computational economic models. The modeling of rare natural disasters depends on the treatment of catastrophic outcomes wit ...

EPFL2019