Optimisation & control
3,063 studies276 in 7 days1,317 in 30 days
Filters
Latest
3,063 studies
- Notes on Generative Modeling for Feedback Control and Planning
- Sharp Critical Minimax Laws and No-Learning Thresholds in Continuous-Time Adaptive Control
- Convergence of Practical Muon
- ILP-BO: Integer Linear Programming-Based Black-Box Optimization
- Plug-and-Play Methods Provably Converge Even with Improperly Trained Denoisers: Convergence by Architectural Design
- On Fast-Slow Mean-Field Forward-Backward Stochastic Systems
- Interior-point proximal methods for nonsmooth optimization in Hilbert spaces with cone-ordered constraints
- Cubature-Based Statistical Moment Steering for Nonlinear, Non-Gaussian Trajectory Optimization
- Decentralized Optimization with Cross-Coupled Mixed Affine Constraints
- A Riemannian Inertial Adaptive Gradient Method with Momentum Restart
- AltGDA Achieves Global O(1/T) Ergodic Convergence in Matrix Games
- Primal Methods for Constrained Variational Inequalities: Optimal Rates, Feasibility Trade-offs, and Lower Bounds
- Optimal Parameter-Free Second-order Acceleration with Inexact Hessians under Generalized Smoothness
- Clipped or Unclipped? Finite-Sample Trade-offs for Averaged SGD under Heavy-Tailed Noise
- A centerpoint theorem for three planar convex bodies
- Closed escape path of smallest diameter in forest: dual formulation of Lebesgue's universal covering problem
- The Complexity of Convex Optimization with Mismatched Geometry
- On the T-Adaptive Segment Routing Problem
- No Spurious Local Minima in Full-Order Linear Quadratic Gaussian Control
- Sampled-Max Subgradient Method for Convex Finite-Max Optimization
- Over-the-Air Federated Learning in Heterogeneous Mobile Wireless Networks
- Path Invariance of a Quadrotor System under Cyber Attacks with Theoretical Guarantees
- Revisiting AdaGrad in Stochastic Convex Optimization: Last Iterates, High Probability, and Lower Bounds
- Distributionally Robust Average-Reward Reinforcement Learning: Finite-Sample Guarantees under Weak Communication
- Optimal Reinsurance-Dividend Strategy with Fixed Transaction Costs in a Regime-Switching Brownian Risk Model: A Viscosity Solution to the Impulse Control Problem