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This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

Optimization and Control · Mathematics 2023-04-26 Ilya Shvartsman

In the Markov decision process model, policies are usually evaluated by expected cumulative rewards. As this decision criterion is not always suitable, we propose in this paper an algorithm for computing a policy optimal for the quantile…

Artificial Intelligence · Computer Science 2016-12-02 Hugo Gilbert , Paul Weng , Yan Xu

Decentralized partially observable Markov decision processes (Dec-POMDPs) formalize the problem of designing individual controllers for a group of collaborative agents under stochastic dynamics and partial observability. Seeking a global…

Artificial Intelligence · Computer Science 2023-05-22 Yang You , Vincent Thomas , Francis Colas , Olivier Buffet

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…

Optimization and Control · Mathematics 2023-12-22 Huizhen Yu

Nonlinear Model Predictive Control (NMPC) is a general and flexible control approach, used in many industrial contexts, and is based on the online solution of a nonlinear optimization problem. This operation requires in general a high…

Systems and Control · Electrical Eng. & Systems 2024-11-06 Carlo Novara , Mattia Boggio , Deborah Volpe

Model-based policy optimization often struggles with inaccurate system dynamics models, leading to suboptimal closed-loop performance. This challenge is especially evident in Model Predictive Control (MPC) policies, which rely on the model…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Riccardo Zuliani , Efe C. Balta , John Lygeros

Distributed model predictive control (MPC) has been proven a successful method in regulating the operation of large-scale networks of constrained dynamical systems. This paper is concerned with cooperative distributed MPC in which the…

Optimization and Control · Mathematics 2021-06-29 Georgios Darivianakis , Angelos Georghiou , John Lygeros

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

Policy-gradient methods have received increased attention recently as a mechanism for learning to act in partially observable environments. They have shown promise for problems admitting memoryless policies but have been less successful…

Machine Learning · Computer Science 2025-12-08 Douglas Aberdeen , Jonathan Baxter

This paper proposes an offline control algorithm, called Recurrent Model Predictive Control (RMPC), to solve large-scale nonlinear finite-horizon optimal control problems. It can be regarded as an explicit solver of traditional Model…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Zhengyu Liu , Jingliang Duan , Wenxuan Wang , Shengbo Eben Li , Yuming Yin , Ziyu Lin , Bo Cheng

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

Optimization and Control · Mathematics 2018-02-19 Vladimir Gaitsgory , Alex Parkinson , Ilya Shvartsman

In decentralized optimization, several nodes connected by a network collaboratively minimize some objective function. For minimization of Lipschitz functions lower bounds are known along with optimal algorithms. We study a specific class of…

Optimization and Control · Mathematics 2023-03-15 Savelii Chezhegov , Alexander Rogozin , Alexander Gasnikov

We present an approach for solving optimal Dirichlet boundary control problems of nonlinear optics by using deep learning. For computing high resolution approximations of the solution to the nonlinear wave model, we propose higher order…

Numerical Analysis · Mathematics 2023-12-27 Nils Margenberg , Franz X. Kärtner , Markus Bause

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros

This paper considers the problem of finding a solution to the finite horizon constrained Markov decision processes (CMDP) where the objective as well as constraints are sum of additive and multiplicative utilities. Towards solving this, we…

Optimization and Control · Mathematics 2023-03-16 Uday Kumar M , Sanjay P Bhat , Veeraruna Kavitha , Nandyala Hemachandra

We address the optimal design of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local…

Optimization and Control · Mathematics 2017-06-28 Alessandro Falsone , Kostas Margellos , Maria Prandini

In this paper, we develop a method to automatically generate a control policy for a dynamical system modeled as a Markov Decision Process (MDP). The control specification is given as a Linear Temporal Logic (LTL) formula over a set of…

Robotics · Computer Science 2011-03-24 Xu Chu Ding , Stephen L. Smith , Calin Belta , Daniela Rus

Decentralized optimization methods enable on-device training of machine learning models without a central coordinator. In many scenarios communication between devices is energy demanding and time consuming and forms the bottleneck of the…

Optimization and Control · Mathematics 2020-11-04 Dmitry Kovalev , Anastasia Koloskova , Martin Jaggi , Peter Richtarik , Sebastian U. Stich
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