3 papers
math.OC2026
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
Sebastián Álvarez, Julio Deride, Cristopher Hermosilla
In this paper we study the value function of Bolza problems governed by stochastic difference equations, with particular emphasis on the convex non-anticipative case. Our goal is t…
math.OC2024
Subgradient evolution of value functions in discrete-time optimal control
Julio Deride, Cristopher Hermosilla, Mattia Solla
In this paper we investigate how the subgradients of the value function of a discrete-time convex Bolza problem evolve over time. In particular, we develop a discrete-time version…
math.OC2021
On the set of robust sustainable thresholds for uncertain control systems
Pedro Gajardo, Cristopher Hermosilla, Athena Picarelli
In natural resource management, or more generally in the study of sustainability issues, often the objective is to maintain the state of a given system within a desirable configura…