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In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
We present a model-based globally convergent policy gradient method (PGM) for linear quadratic Gaussian (LQG) control. Firstly, we establish equivalence between optimizing dynamic output feedback controllers and designing a static feedback…
Cascaded controller tuning is a multi-step iterative procedure that needs to be performed routinely upon maintenance and modification of mechanical systems. An automated data-driven method for cascaded controller tuning based on Bayesian…
This manuscript offers the perspective of experimentalists on a number of modern data-driven techniques: model predictive control relying on Gaussian processes, adaptive data-driven control based on behavioral theory, and deep reinforcement…
We consider an arbitrary network of $M/M/\infty$ queues with controlled transitions between queues. We consider optimal control problems where the costs are linear functions of the state and inputs over a finite or infinite horizon. We…
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…
Demand-side management (DSM) programs introduce complex pricing, requiring advanced control for cost minimization. Model Predictive Control (MPC) offers a solution but its performance hinges on appropriate hyperparameter tuning. We propose…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
This paper studies constrained optimal impulse control problems of a deterministic system described by a (semi)flow, where the performance measures are the discounted total costs including both the costs incurred with applying impulses as…
The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…
Detention ponds can mitigate flooding and improve water quality by allowing the settlement of pollutants. Typically, they are operated with fully open orifices and weirs (i.e., passive control). Active controls can improve the performance…
In this paper we discuss $\l$-policy iteration, a method for exact and approximate dynamic programming. It is intermediate between the classical value iteration (VI) and policy iteration (PI) methods, and it is closely related to optimistic…
We study entropy-regularized mean-variance portfolio optimization under Bayesian drift uncertainty. Gaussian policies remain optimal under partial information, the value function is quadratic in wealth, and belief-dependent coefficients…
Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…
Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the…
An innovative numerical technique is presented to adjust the inflow to a supply chain in order to achieve a desired outflow, reducing the costs of inventory, or the goods timing in warehouses. The supply chain is modelled by a conservation…
The growing demand for accurate control in varying and unknown environments has sparked a corresponding increase in the requirements for power supply components, including permanent magnet synchronous motors (PMSMs). To infer the unknown…
Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…