Publication

On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

Publications associées (29)

Feedback Control Design Maximizing the Region of Attraction of Stochastic Systems Using Polynomial Chaos Expansion

A feedback control design is proposed for stochastic systems with finite second moment which aims at maximising the region of attraction of the equilibrium point. Polynomial Chaos (PC) expansions are employed to represent the stochastic closed loop system ...

ELSEVIER2020

The n-term Approximation of Periodic Generalized Levy Processes

Michaël Unser, John Paul Ward, Julien René Pierre Fageot

In this paper, we study the compressibility of random processes and fields, called generalized Levy processes, that are solutions of stochastic differential equations driven by d-dimensional periodic Levy white noises. Our results are based on the estimati ...

2020

Numerical methods for deterministic and stochastic differential equations with multiple scales and high contrasts

Giacomo Rosilho De Souza

Mathematical models involving multiple scales are essential for the description of physical systems. In particular, these models are important for the simulation of time-dependent phenomena, such as the heat flow, where the Laplacian contains mixed and ind ...

EPFL2020

The Error-Feedback Framework: Better Rates for SGD with Delayed Gradients and Compressed Updates

Sai Praneeth Reddy Karimireddy, Sebastian Urban Stich

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two terms: (i) a stocha ...

Microtome Publishing2020

Dynamic Modeling and Control of a Coupled Reforming/Combustor System for the Production of H2 via Hydrocarbon-Based Fuels

Theodoros Damartzis

The present work aims to provide insights into the dynamic operation of a coupled reformer/combustion unit that can utilize a variety of saturated hydrocarbons (HCs) with 1–4 C atoms towards H2 production (along with CO2). Within this concept, a preselecte ...

2020

A nonlinear model predictive control scheme for sensor fault tolerance in observation processes

Colin Neil Jones, Andrea Alessandretti

This article addresses the problem of designing a sensor fault-tolerant controller for an observation process where a primary, controlled system observes, through a set of measurements, an exogenous system to estimate the state of this system. We consider ...

WILEY2020

A hybrid control strategy for force and precise end effector positioning of a twisted string actuator

Jamie Paik, Andres San Millan Rodriguez

We propose a new control approach for the twisted string actuation (TSA) system; a hybrid control scheme consisting of two nested loops, considering the motor angle and the axial force at the clamping point of the actuator as the system outputs. We show th ...

2021

Normal approximation of the solution to the stochastic heat equation with Levy noise

Carsten Hao Ye Chong

Given a sequence L & x2d9;epsilon of Levy noises, we derive necessary and sufficient conditions in terms of their variances sigma 2(epsilon) such that the solution to the stochastic heat equation with noise sigma(epsilon)-1L & x2d9;epsilon converges in law ...

SPRINGER2020

Gaussian and sparse processes are limits of generalized Poisson processes

Michaël Unser, Virginie Sophie Uhlmann, Julien René Pierre Fageot

The theory of sparse stochastic processes offers a broad class of statistical models to study signals, far beyond the more classical class of Gaussian processes. In this framework, signals are represented as realizations of random processes that are soluti ...

2020