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This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

Stochastic simulation models are generative models that mimic complex systems to help with decision-making. The reliability of these models heavily depends on well-calibrated input model parameters. However, in many practical scenarios,…

Methodology · Statistics 2024-11-11 Ziwei Su , Diego Klabjan

The deployment of instantaneous CSI-based power control schemes necessitates computationally intensive signal processing operations, requiring substantial resources to handle real-time CSI updates and the associated overhead. Conversely,…

Information Theory · Computer Science 2025-05-08 Zahra Mobini , Hien Quoc Ngo

This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…

Optimization and Control · Mathematics 2025-01-07 Qiang Li , Hoi-To Wai

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Optimization and Control · Mathematics 2011-10-04 Debasish Chatterjee , Daniel Liberzon

In recent years, stabilizing unknown dynamical systems has became a critical problem in control systems engineering. Addressing this for linear time-invariant (LTI) systems is an essential fist step towards solving similar problems for more…

Optimization and Control · Mathematics 2025-08-08 Xinpei Zhang , Guangyan Jia

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

The distributed linearly separable computation problem finds extensive applications across domains such as distributed gradient coding, distributed linear transform, real-time rendering, etc. In this paper, we investigate this problem in a…

Information Theory · Computer Science 2024-01-30 Haoning Chen , Minquan Cheng , Zhenhao Huang , Youlong Wu

We present a general formalism for the construction of thermodynamically consistent stochastic models of non-linear electronic circuits. The devices constituting the circuit can have arbitrary I-V curves and may include tunnel junctions,…

Statistical Mechanics · Physics 2021-09-29 Nahuel Freitas , Jean-Charles Delvenne , Massimiliano Esposito

In performative prediction, the choice of a model influences the distribution of future data, typically through actions taken based on the model's predictions. We initiate the study of stochastic optimization for performative prediction.…

Machine Learning · Computer Science 2021-02-22 Celestine Mendler-Dünner , Juan C. Perdomo , Tijana Zrnic , Moritz Hardt

This paper presents the open-source stochastic model predictive control framework GRAMPC-S for nonlinear uncertain systems with chance constraints. It provides several uncertainty propagation methods to predict stochastic moments of the…

Systems and Control · Electrical Eng. & Systems 2025-07-25 Daniel Landgraf , Andreas Völz , Knut Graichen

We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…

Data Analysis, Statistics and Probability · Physics 2016-12-06 Juan M. Restrepo , Shankar C. Venkataramani

We investigate the stochastic transfer synchronization problem, which seeks to synchronize the timetables of different routes in a transit network to reduce transfer waiting times, delay times, and unnecessary in-vehicle times. We present a…

Optimization and Control · Mathematics 2024-03-06 Zahra Ansarilari , Merve Bodur , Amer Shalaby

Stochastic simulations are one of the cornerstones of the analysis of dynamical processes on complex networks, and are often the only accessible way to explore their behavior. The development of fast algorithms is paramount to allow…

Quantitative Methods · Quantitative Biology 2015-11-09 Christian L. Vestergaard , Mathieu Génois

The data broadcast problem is to find a schedule for broadcasting a given set of messages over multiple channels. The goal is to minimize the cost of the broadcast plus the expected response time to clients who periodically and…

Data Structures and Algorithms · Computer Science 2016-01-19 Claire Kenyon , Nicolas Schabanel , Neal Young

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…

Many distributed protocols and applications rely on causal broadcast to ensure consistency criteria. However, none of causality tracking state-of-the-art approaches scale in large and dynamic systems. This paper presents a new non-blocking…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-15 Brice Nédelec , Pascal Molli , Achour Mostéfaoui

Stochastic Processing Networks (SPNs) can be used to model communication networks, manufacturing systems, service systems, etc. We consider a real-time SPN where tasks generate jobs with strict deadlines according to their traffic patterns.…

Networking and Internet Architecture · Computer Science 2012-04-23 I-Hong Hou , Rahul Singh

The growing need for instant spoken language transcription and translation is driven by increased global communication and cross-lingual interactions. This has made offering translations in multiple languages essential for user…

Computation and Language · Computer Science 2023-10-24 Sara Papi , Peidong Wang , Junkun Chen , Jian Xue , Naoyuki Kanda , Jinyu Li , Yashesh Gaur