Related papers: Optimal Control of dams using P(M,Lambda,tau) poli…
In this study, we address the challenge of controlling quantum systems under environmental influences using the theory of dynamical invariants. We employ a reverse engineering approach to develop control protocols designed to be robust…
Many extensions and modifications have been made to standard process monitoring methods such as the exponentially weighted moving average (EWMA) chart and the cumulative sum (CUSUM) chart. In addition, new schemes have been proposed based…
Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…
Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…
We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the running cost and the cost from each time an impulse being…
Port-Hamiltonian theory is an established way to describe nonlinear physical systems widely used in various fields such as robotics, energy management, and mechanical engineering. This has led to considerable research interest in the…
In this work, we consider the inverse problem of reconstructing the internal structure of an object from limited x-ray projections. We use a Gaussian process prior to model the target function and estimate its (hyper)parameters from…
Users can arbitrage against Time-of-Use (ToU) pricing with storage by charging in off-peak period and discharge in peak periods. In this paper we design the optimal control policy and the solve optimal investment for general ToU scheme. We…
We study optimal data pooling for shared learning in two common maintenance operations: condition-based maintenance and spare parts management. We consider a set of systems subject to Poisson input -- the degradation or demand process --…
This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…
We consider the problem of managing a hydroelectric power plant system. The system consists of N hydropower dams, which all have some maximum production capacity. The inflow to the system is some stochastic process, representing the…
We study a version of the stochastic control problem of minimizing the sum of running and controlling costs, where control opportunities are restricted to independent Poisson arrival times. Under a general setting driven by a general L\'evy…
In this paper, we study a controllable tandem queueing system consisting of two nodes and a controller, in which customers arrive according to a Poisson process and must receive service at both nodes before leaving the system. A decision…
The paper presents a nonlinear state-feedback control design approach for long-time average cost control, where the control effort is assumed to be expensive. The approach is based on sum-of-squares and semi-definite programming techniques.…
An optimization model of a stormwater pond is developed to improve the performance of the system in terms of water quantity and quality. Nowadays, stormwater management systems play an important role in mitigating the impacts of…
In this paper we investigate the convergence of the Policy Iteration Algorithm (PIA) for a class of general continuous-time entropy-regularized stochastic control problems. In particular, instead of employing sophisticated PDE estimates for…
We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller is charged a fixed plus proportional cost for adding to or…
The main goal of this paper is to apply the so-called policy iteration algorithm (PIA) for the long run average continuous control problem of piecewise deterministic Markov processes (PDMP's) taking values in a general Borel space and with…
Regularization of control policies using entropy can be instrumental in adjusting predictability of real-world systems. Applications benefiting from such approaches range from, e.g., cybersecurity, which aims at maximal unpredictability, to…
This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…