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We propose and analyze a novel Multi Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a s ...
ELMs and Sawteeth, located in different parts of the plasma, are similar from a control engineering point of view. Both manifest themselves through quiescent periods interrupted by periodic collapses. For both, large collapses, following long quiescent per ...
A novel decomposition scheme to solve parametric nonconvex programs as they arise in Nonlinear Model Predictive Control (NMPC) is presented. It consists of a fixed number of alternating proximal gradient steps and a dual update per time step. Hence, the pr ...
Catching a fast flying object is particularly challenging as consists of two tasks: it requires extremely precise estimation of the object’s motion and control of the robot motion. Any small imprecision may lead the fingers to close too abruptly and let th ...
Institute of Electrical and Electronics Engineers2016
The desire to operate chemical processes in a safe and economically optimal way has motivated the development of so-called real-time optimization (RTO) methods [1]. For continuous processes, these methods aim to compute safe and optimal steady-state set ...
Motivated by common practices in the reinsurance industry and in insurance markets such as Lloyd's, we study the general problem of optimal insurance contracts design in the presence of multiple insurance providers. We show that the optimal risk allocation ...
Programming by Demonstration (PbD) offers a user-friendly way of skill transfer from human to robot. Typically, demonstration data do not contain the control inputs required to reproduce the demonstrated skill. These control commands can be obtained from a ...
We disprove a conjecture in Density Functional Theory, relative to multimarginal optimal transport maps with Coulomb cost. In the case of spherically symmetric data, which model for instance Lithium and Beryllium atoms, we show that some special maps, intr ...
In this paper we develop and analyze a multilevel weighted reduced basis method for solving stochastic optimal control problems constrained by Stokes equations. We prove the analytic regularity of the optimal solution in the probability space under certain ...