Convergence rates of moment-sum-of-squares hierarchies for optimal control problems

À propos
Confidentialité
Mentions légales

Graph Chatbot

Publications associées (29)

PDE-Constrained Optimal Control Problems with Uncertain Parameters using SAGA

Fabio Nobile, Matthieu Claude Martin

We consider an optimal control problem (OCP) for a partial differential equation (PDE) with random coefficients. The optimal control function is a deterministic, distributed forcing term that minimizes an expected quadratic regularized loss functional. For ...

2021

Population-Level Intervention and Information Collection in Dynamic Healthcare Policy

Thomas Alois Weber

We develop a general framework for optimal health policy design in a dynamic setting. We consider a hypothetical medical intervention for a cohort of patients where one parameter varies across cohorts with imperfectly observable linear dynamics. We seek to ...

2018

From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming

Peyman Mohajerin Esfahani, Daniel Kuhn, John Lygeros, Tobias Sutter

We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite convex programs ...

2018

A monolithic algorithm for the simulation of cardiac electromechanics in the human left ventricle

Alfio Quarteroni, Luca Dede', Antonello Gerbi

In this paper, we propose a monolithic algorithm for the numerical solution of the electromechanics model of the left ventricle in the human heart. Our coupled model integrates the monodomain equation with the Bueno-Orovio minimal model for electrophysiolo ...

2018

A Linear-Quadratic Gaussian Approach to Dynamic Information Acquisition

Thomas Alois Weber, Viet Anh Nguyen

We consider optimal information acquisition for the control of linear discrete-time random systems with noisy observations and apply the findings to the problem of dynamically implementing emissions-reduction targets. The optimal policy, which is provided ...

2018

Concept of Variants and Invariants for Reaction Systems, with Application to Estimation, Control and Optimization

Diogo Filipe Mateus Rodrigues

The concept of reaction variants and invariants for lumped reaction systems has been known for several decades. Its applications encompass model identification, data reconciliation, state estimation and control using kinetic models. In this thesis, the con ...

EPFL2018

Optimal Rates of Sketched-regularized Algorithms for Least-Squares Regression over Hilbert Spaces

Volkan Cevher, Junhong Lin

We investigate regularized algorithms combining with projection for least-squares regression problem over a Hilbert space, covering nonparametric regression over a reproducing kernel Hilbert space. We prove convergence results with respect to variants of n ...

ICML2018

A Least-Squares/Relaxation Method for the Numerical Solution of the Three-Dimensional Elliptic Monge-Ampere Equation

Alexandre Caboussat, Dimitrios Gourzoulidis

In this article, we address the numerical solution of the Dirichlet problem for the three-dimensional elliptic Monge-Ampere equation using a least-squares/relaxation approach. The relaxation algorithm allows the decoupling of the differential operators fro ...

SPRINGER/PLENUM PUBLISHERS2018

Solving the Infinite-horizon Constrained LQR Problem using Accelerated Dual Proximal Methods

Georgios Stathopoulos, Colin Neil Jones, Milan Korda

This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting (FBS), and prov ...

Institute of Electrical and Electronics Engineers2017

Page 2 sur 2