9 papers · 1 filter
Bilinear control of age--space structured populations
Jiguang Yu, Louis Shuo Wang, Ye Liang
We study constrained bilinear optimal control for nonlocal age--space structured population equations with renewal boundary conditions and endogenous surveillance feedback. The con…
Nonsmooth Obstacles and Killed Resolvents in Reflected Stochastic Control
Louis Shuo Wang, Jiguang Yu
We study an infinite-horizon optimal stopping problem for a normally reflected two-dimensional diffusion in the quadrant with nonsmooth max-type payoff \(G(x_1,x_2)=x_1\veeαx_2\).…
A Diagnostic Framework for Implementation Risk in Bilevel Decision Problems: The Ambiguity Premium and the Robustness--Efficiency Frontier
Jiguang Yu
Hierarchical decision problems are often modeled as bilevel programs in which a leader commits to a policy and a follower responds optimally. When the follower's optimal response i…
Controlling the Swarm: Sparse Actuation and Collision Avoidance under Stochastic Delay
Jiguang Yu
Classical flocking models demonstrate how local interactions generate emergent order, but real-world multi-agent deployments are bound by severe constraints: limited actuator avail…
Optimization Workshop Notes for Mathematical Programming with Equilibrium Constraints (MPECs): Second-Order Optimality Conditions
Jiguang Yu
In this workshop, we present a compact but rigorous introduction to second-order optimality conditions for mathematical programs with equilibrium constraints (MPECs). We start from…
Optimization Workshop Notes for Mathematical Programming with Equilibrium Constraints (MPECs): Verification of MPEC Hypotheses
Jiguang Yu
In this workshop, we present a compact but rigorous introduction to the basic language of nonlinear programming, variational inequalities, and complementarity systems. The goal is…