Time-Optimal Path Tracking via Reachability Analysis

Given a geometric path, the Time-Optimal Path Tracking problem consists in finding the control strategy to traverse the path time-optimally while regulating tracking errors. A simple yet effective approach to this problem is to decompose the controller into two components: (i)~a path controller, which modulates the parameterization of the desired path in an online manner, yielding a reference trajectory; and (ii)~a tracking controller, which takes the reference trajectory and outputs joint torques for tracking. However, there is one major difficulty: the path controller might not find any feasible reference trajectory that can be tracked by the tracking controller because of torque bounds. In turn, this results in degraded tracking performances. Here, we propose a new path controller that is guaranteed to find feasible reference trajectories by accounting for possible future perturbations. The main technical tool underlying the proposed controller is Reachability Analysis, a new method for analyzing path parameterization problems. Simulations show that the proposed controller outperforms existing methods.Comment: 6 pages, 3 figures, ICRA 201

A Seeded Genetic Algorithm for RNA Secondary Structural Prediction with Pseudoknots

This work explores a new approach in using genetic algorithm to predict RNA secondary structures with pseudoknots. Since only a small portion of most RNA structures is comprised of pseudoknots, the majority of structural elements from an optimal pseudoknot-free structure are likely to be part of the true structure. Thus seeding the genetic algorithm with optimal pseudoknot-free structures will more likely lead it to the true structure than a randomly generated population. The genetic algorithm uses the known energy models with an additional augmentation to allow complex pseudoknots. The nearest-neighbor energy model is used in conjunction with Turner’s thermodynamic parameters for pseudoknot-free structures, and the H-type pseudoknot energy estimation for simple pseudoknots. Testing with known pseudoknot sequences from PseudoBase shows that it out performs some of the current popular algorithms

Feynman-Kac representation of fully nonlinear PDEs and applications

The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for solving linear PDEs by Monte Carlo simulations of random processes. The extension to (fully)nonlinear PDEs led in the recent years to important developments in stochastic analysis and the emergence of the theory of backward stochastic differential equations (BSDEs), which can be viewed as nonlinear Feynman-Kac formulas. We review in this paper the main ideas and results in this area, and present implications of these probabilistic representations for the numerical resolution of nonlinear PDEs, together with some applications to stochastic control problems and model uncertainty in finance

PSA-based Prostate Cancer Screening: What to Tell Our Patients

https://scholarworks.uvm.edu/fmclerk/1413/thumbnail.jp

Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications *

We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes with respect to the common noise filtration. Semi closed-loop strategies are introduced, and following the dynamic programming approach in [32], we solve the problem and characterize time-consistent optimal control by means of a system of decoupled backward stochastic Riccati differential equations. We present several financial applications with explicit solutions, and revisit in particular optimal tracking problems with price impact, and the conditional mean-variance portfolio selection in incomplete market model.Comment: to appear in Probability, Uncertainty and Quantitative Ris