Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge

H Yoshioka, M Tsujimura, T Tanaka, Y Yoshioka… - … & Mathematics with …, 2022 - Elsevier
We propose a linear-quadratic (LQ) control problem of streamflow discharge by optimizing
an infinite-dimensional jump-driven stochastic differential equation (SDE). Our SDE is a …

A graph-based approach to generate energy-optimal robot trajectories in polygonal environments

LE Beaver, R Tron, CG Cassandras - IFAC-PapersOnLine, 2023 - Elsevier
As robotic systems continue to address emerging issues in areas such as logistics, mobility,
manufacturing, and disaster response, it is increasingly important to rapidly generate safe …

Handling hard affine SDP shape constraints in RKHSs

PC Aubin-Frankowski, Z Szabó - Journal of Machine Learning Research, 2022 - jmlr.org
Shape constraints, such as non-negativity, monotonicity, convexity or supermodularity, play
a key role in various applications of machine learning and statistics. However, incorporating …

Tropical reproducing kernels and optimization

PC Aubin-Frankowski, S Gaubert - Integral Equations and Operator Theory, 2024 - Springer
Hilbertian kernel methods and their positive semidefinite kernels have been extensively
used in various fields of applied mathematics and machine learning, owing to their several …

A game representation for a finite horizon state constrained continuous time linear regulator problem

PM Dower, WM McEneaney, M Cantoni - Applied Mathematics & …, 2023 - Springer
A supremum-of-quadratics representation for a class of extended real valued barrier
functions is developed and applied in the context of solving a continuous time linear …

A Feasibility Analysis at Signal-Free Intersections

FN Tzortzoglou, LE Beaver… - IEEE Control Systems …, 2024 - ieeexplore.ieee.org
In this letter, we address the problem of improving the feasible domain of the solution of a
decentralized control framework for coordinating connected and automated vehicles (CAVs) …

The reproducing kernel Hilbert spaces underlying linear SDE Estimation, Kalman filtering and their relation to optimal control

PC Aubin-Frankowski, A Bensoussan - arXiv preprint arXiv:2208.07030, 2022 - arxiv.org
It is often said that control and estimation problems are in duality. Recently, in (Aubin-
Frankowski, 2021), we found new reproducing kernels in Linear-Quadratic optimal control …

Operator-valued kernels and control of infinite dimensional dynamic systems

PC Aubin-Frankowski… - 2022 IEEE 61st …, 2022 - ieeexplore.ieee.org
The Linear Quadratic Regulator (LQR), which is arguably the most classical problem in
control theory, was recently related to kernel methods in [1] for finite dimensional systems …

Interpreting the dual Riccati equation through the LQ reproducing kernel

PC Aubin-Frankowski - Comptes Rendus. Mathématique, 2021 - numdam.org
In this study, we provide an interpretation of the dual differential Riccati equation of Linear-
Quadratic (LQ) optimal control problems. Adopting a novel viewpoint, we show that LQ …

Approximation of optimization problems with constraints through kernel Sum-of-Squares

PC Aubin-Frankowski, A Rudi - Optimization, 2024 - Taylor & Francis
Handling an infinite number of inequality constraints in infinite-dimensional spaces occurs in
many fields, from global optimization to optimal transport. These problems have been …