Talk, AROMATH Annual Workshop 2024,
This talk described an upcoming work on the application of moment-SOS hierarchies to the generalized moment problem. In particular, we recover the convergence rates of the hierarchies of relaxations in both the optima and the feasibility sets. Applications in minimal symmetric tensor decomposition and long-run optimal control were presented.
Talk, Inria Sophia Antipolis, NEO Team Workshop,
This talk concerned recent results showing that the set of random occupational measures generated by the state-control trajectories of a discrete-time stochastic system as well as the set of their mathematical expectations converge to a non-random, convex and compact set. We apply these results to the averaging a hybrid system with a slow continuous-time component and a fast discrete-time component. It is shown that the solutions of the hybrid system are approximated by the solutions of a differential inclusion. The novelty of our results is that we allow the state-control space of the fast component to be non-denumerable. See the corresponding article here.
Talk, European Control Conference,
In this talk, we discussed asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time discounting optimality criteria. It demonstrated recent results that the Cesaro and Abel limits of the optimal values in such problems can be evaluated with the help of a certain infinite-dimensional linear programming problem and its dual. See the corresponding article here.
Talk, 64th Annual AustMS Meeting,
In this talk, we discussed asymptotic properties of problems of control of stochastic discrete time systems (also known as Markov decision processes) with time averaging and time discounting optimality criteria. It demonstrated recent results that the Cesaro and Abel limits of the optimal values in such problems can be evaluated with the help of a certain infinite-dimensional linear programming problem and its dual. See the corresponding article here.