Computing the empirical Wasserstein distance in the Wasserstein-distance-based independence test is an optimal transport (OT) problem with a special structure. This observation inspires us to study a special type of OT problem and propose a modified...
We compare the expected efficiency of revenue maximizing (or {\em optimal}) mechanisms with that of efficiency maximizing ones. We show that the efficiency of the revenue maximizing mechanism for selling a single item with k + log_{e/(e-1)} k + 1 b...
We establish a rigorous duality theory, under No Unbounded Profit with Bounded Risk, for an infinite horizon problem of optimal consumption in the presence of an income stream that can terminate randomly at an exponentially distributed time, independ...
In this paper, new characterizations for functional observability, functional detectability, and structural functional observability (SFO) are developed, and based on them, the related optimal sensor placement problems are investigated. A novel conce...
A new digital twin (DT) framework with optimal sensor placement (OSP) is proposed to accurately calculate the modal responses and identify the damage ratios of the offshore jacket platforms. The proposed damage identification framework consists of tw...
A memetic framework for optimal inverse design is proposed by combining a local gradient-based procedure and a robust global scheme. The procedure is based on method-of-moments matrices and does not demand full inversion of a system matrix. Fundament...
In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a special structu...
Feb 4, 2025 · 報道関係者各位 株式会社オプティム (東証プライム市場、コード：3694) MDM・PC管理サービス「Optimal
An adequate near-optimal control problem for a stochastic SICA (Susceptible-Infected-Chronic-AIDS) compartmental epidemic model for HIV transmission with imprecise parameters is formulated and investigated. We prove some estimates for the state and c...
We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of the probl...
This paper addresses the optimal operation problem of a PV-diesel microgrid considering grid blackouts, which is a usual case of discontinuous power supply in developing countries. The model of a grid-connected PV-diesel microgrid is enhanced, and ne...
We introduce gridfm-datakit-v1, a Python library for generating realistic and diverse Power Flow (PF) and Optimal Power Flow (OPF) datasets for training Machine Learning (ML) solvers. Existing datasets and libraries face three main challenges: (1) la...
We derive an optimal strategy in the popular Deal or No Deal game show. Q-learning quantifies the continuation value inherent in sequential decision making and we use this to analyze contestants risky choices. Given their choices and optimal strategy...
We examine an important combinatorial challenge in clearing clutter using a mobile robot equipped with a manipulator, seeking to compute an optimal object removal sequence for minimizing the task completion time, assuming that each object is grasped...
We study optimal consumption and retirement using a Cobb-Douglas utility and a simple model in which an interesting bifurcation arises. With high wealth, individuals plan to retire. With low wealth they plan to never retire. At a critical level of in...
We pose an optimal control problem arising in a perhaps new model for retirement investing. Given a control function $f$ and our current net worth as $X(t)$ for any $t$, we invest an amount $f(X(t))$ in the market. We need a fortune of $M$ "superdoll...
We consider an open problem of optimal operational sequence for the $1$-out-of-$n$ system with warm standby. Using the virtual age concept and the cumulative exposure model, we show that the components should be activated in accordance with the incre...
This paper studies the optimal consumption under the addictive habit formation preference in markets with transaction costs and unbounded random endowments. To model the proportional transaction costs, we adopt the Kabanov's multi-asset framework wit...
This paper studies preview control in both the $H_\infty$ and regret-optimal settings. The plant is modeled as a discrete-time, linear time-invariant system subject to external disturbances. The performance baseline is the optimal non-causal controll...
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the value function. The shape of the value function and the smooth fit pr...