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Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

Several interesting problems in multi-robot systems can be cast in the framework of distributed optimization. Examples include multi-robot task allocation, vehicle routing, target protection, and surveillance. While the theoretical analysis…

Robotics · Computer Science 2025-04-03 Andrea Testa , Guido Carnevale , Giuseppe Notarstefano

In this article the most fundamental decomposition-based optimization method - block coordinate search, based on the sequential decomposition of problems in subproblems - and building performance simulation programs are used to reason about…

Optimization and Control · Mathematics 2016-09-12 Gian Luca Brunetti

This work aims to jointly optimize the coding and node selection to minimize the processing time for distributed computing tasks over wireless edge networks. Since the joint optimization problem formulation is NP-hard and nonlinear, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-11 Cong T. Nguyen , Diep N. Nguyen , Dinh Thai Hoang , Hoang-Anh Pham , Eryk Dutkiewicz

It is well known that conventional simulation algorithms are inefficient for the statistical description of macroscopic systems exactly at the critical point due to the divergence of the corresponding relaxation time (critical slowing…

Computational Physics · Physics 2008-11-26 N. G. Antoniou , F. K. Diakonos , E. N. Saridakis , G. A. Tsolias

Dispatching mobile resources such as repair crews and mobile emergency generators is essential for the rapid restoration of distribution systems after extreme events. However, the restoration process is affected by various uncertain factors…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Mingxuan Li , Wei Wei , Yin Xu , Ying Wang , Shanshan Shi

We consider performing simulation experiments in the presence of covariates. Here, covariates refer to some input information other than system designs to the simulation model that can also affect the system performance. To make decisions,…

Methodology · Statistics 2022-11-28 Cheng Li , Siyang Gao , Jianzhong Du

Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex models, requiring ever more sophisticated computational…

We model equilibrium allocations in a distribution network as the solution of a linear program (LP) which minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that once a given node's supply…

Optimization and Control · Mathematics 2017-06-20 Jose Blanchet , Juan Li , Marvin K. Nakayama

Managing stock efficiently remains a core issue in modern logistics, where companies must reconcile cost efficiency with dependable service despite unpredictable market conditions. Conventional models often overlook the direct connection…

Optimization and Control · Mathematics 2026-04-14 Tianxiao Sun , Noah Schwarzkopf

We consider the problem of randomly choosing the sensors of a linear time-invariant dynamical system subject to process and measurement noise. We sample the sensors independently and from the same distribution. We measure the performance of…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Christopher I. Calle , Shaunak D. Bopardikar

In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…

Data Structures and Algorithms · Computer Science 2013-12-05 Boris Mitavskiy , Jun He

This paper studies the problem of distributionally robust model predictive control (MPC) using total variation distance ambiguity sets. For a discrete-time linear system with additive disturbances, we provide a conditional value-at-risk…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Anushri Dixit , Mohamadreza Ahmadi , Joel W. Burdick

We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…

Dynamical Systems · Mathematics 2017-07-07 Zoran Tomljanović , Christopher Beattie , Serkan Gugercin

Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…

Machine Learning · Computer Science 2023-06-23 Yining Li , Peizhong Ju , Ness Shroff

In this work we introduce the Multi-Index Stochastic Collocation method (MISC) for computing statistics of the solution of a PDE with random data. MISC is a combination technique based on mixed differences of spatial approximations and…

Numerical Analysis · Mathematics 2016-07-22 Abdul-Lateef Haji-Ali , Fabio Nobile , Lorenzo Tamellini , Raul Tempone

We provide a unifying approximate dynamic programming framework that applies to a broad variety of problems involving sequential estimation. We consider first the construction of surrogate cost functions for the purposes of optimization,…

Artificial Intelligence · Computer Science 2023-01-02 Dimitri Bertsekas

In this paper we consider a network of processors aiming at cooperatively solving linear programming problems subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2019-08-27 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Roland Bouffanais

Within the realm of industrial technology, optimization methods play a pivotal role and are extensively applied across various sectors, including transportation engineering, robotics, and machine learning. With the surge in data volumes,…

Optimization and Control · Mathematics 2024-04-25 Han Long

The use of numerical simulation for prediction of characteristics of chaotic dynamical systems inherently involves unpredictable processes. In this work, we develop a model for the expected error in the simulation of ergodic, chaotic ODE…

Dynamical Systems · Mathematics 2022-10-17 Cory Frontin , David Darmofal