Related papers: Risk-sensitive control for the multi-class many se…

Safety is a critical issue in learning-based robotic and autonomous systems as learned information about their environments is often unreliable and inaccurate. In this paper, we propose a risk-aware motion control tool that is robust…

Organizations are increasingly moving towards the cloud computing paradigm, in which an on-demand access to a pool of shared configurable resources is provided. However, security challenges, which are particularly exacerbated by the…

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

We study distributed load balancing in bipartite queueing systems where frontends route jobs to heterogeneous backends with workload-dependent service rates. The system's connectivity -- governed by compatibility constraints such as data…

Existing neural network-based autonomous systems are shown to be vulnerable against adversarial attacks, therefore sophisticated evaluation on their robustness is of great importance. However, evaluating the robustness only under the…

The Join-the-Shortest-Queue-d routing policy is considered for a large system with $n$ servers. Moderate deviation principles (MDP) for the occupancy process and the empirical queue length process are established as $n\to \infty$. Each MDP…

As autonomous vehicles move from a simplified research setting to practical use, there exists a large gap between the dynamic behavior of a human driving and an autonomous system. Risk-aware behavior needs to naturally develop in order to…

Congestion in network occurs due to exceed in aggregate demand as compared to the accessible capacity of the resources. Network congestion will increase as network speed increases and new effective congestion control methods are needed,…

In this paper we study strongly robust optimal control problems under volatility uncertainty. In the $G$-framework we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust…

Modeling heterogeneous and multi-lane traffic flow is essential for understanding and controlling complex transportation systems. In this work, we consider three vehicle populations: two classes of human-driven vehicles (cars and trucks)…

In this paper we study mean-field type control problems with risk-sensitive performance functionals. We establish a stochastic maximum principle (SMP) for optimal control of stochastic differential equations (SDEs) of mean-field type, in…

Perimeter control maintains high traffic efficiency within protected regions by controlling transfer flows among regions to ensure that their traffic densities are below critical values. Existing approaches can be categorized as either…

In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…

Consider a discrete-time system in which a centralized controller (CC) is tasked with assigning at each time interval (or slot) K resources (or servers) to K out of M>=K nodes. When assigned a server, a node can execute a task. The tasks…

We present a HJM approach to the projection of multiple yield curves developed to capture the volatility content of historical term structures for risk management purposes. Since we observe the empirical data at daily frequency and only for…

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…

A system manager makes dynamic pricing and dispatch control decisions in a queueing network model motivated by ride-hailing applications. A novel feature of the model is that it incorporates travel times. Unfortunately, this renders the…

The coordination problem of multi-vehicle systems is of great interests in the area of autonomous driving and multi-vehicle control. This work mainly focuses on multi-task coordination problem of a group of vehicles with a bicycle model and…

This paper proposes an iterative distributionally robust model predictive control (MPC) scheme to solve a risk-constrained infinite-horizon optimal control problem. In each iteration, the algorithm generates a trajectory from the starting…