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We study a stochastic control/stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We demonstrate that the stochastic control/stopping problem with expectation…

Optimization and Control · Mathematics 2023-05-31 Erhan Bayraktar , Song Yao

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

In this paper we further develop the ideas from Geometric Function Theory initially introduced in [arXiv:2206.13206], to derive capacity estimate in metastability for arbitrary configurations. The novelty of this paper is twofold. First,…

Analysis of PDEs · Mathematics 2023-12-22 Benny Avelin , Vesa Julin

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

We characterize the capacity for the discrete-time arbitrarily varying channel with discrete inputs, outputs, and states when (a) the encoder and decoder do not share common randomness, (b) the input and state are subject to cost…

Information Theory · Computer Science 2022-05-16 Yihan Zhang , Sidharth Jaggi , Michael Langberg , Anand D. Sarwate

Temporal abstraction refers to the ability of an agent to use behaviours of controllers which act for a limited, variable amount of time. The options framework describes such behaviours as consisting of a subset of states in which they can…

Machine Learning · Computer Science 2020-01-03 Khimya Khetarpal , Martin Klissarov , Maxime Chevalier-Boisvert , Pierre-Luc Bacon , Doina Precup

We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the…

Artificial Intelligence · Computer Science 2012-07-19 Zhengzhu Feng , Richard Dearden , Nicolas Meuleau , Richard Washington

Control theory of dynamical systems offers a powerful framework for tackling challenges in deep neural networks and other machine learning architectures. We show that concepts such as simultaneous and ensemble controllability offer new…

Optimization and Control · Mathematics 2025-12-19 Enrique Zuazua

Artificial intelligence has recently experienced remarkable advances, fueled by large models, vast datasets, accelerated hardware, and, last but not least, the transformative power of differentiable programming. This new programming…

Machine Learning · Computer Science 2025-06-25 Mathieu Blondel , Vincent Roulet

We propose a timed and soft extension of Concurrent Constraint Programming. The time extension is based on the hypothesis of bounded asynchrony: the computation takes a bounded period of time and is measured by a discrete global clock.…

Programming Languages · Computer Science 2015-10-07 Stefano Bistarelli , Maurizio Gabbrielli , Maria Chiara Meo , Francesco Santini

Deterministic model predictive control (MPC), while powerful, is often insufficient for effectively controlling autonomous systems in the real-world. Factors such as environmental noise and model error can cause deviations from the expected…

Optimization and Control · Mathematics 2024-07-29 Alex Oshin , Hassan Almubarak , Evangelos A. Theodorou

To model combinatorial decision problems involving uncertainty and probability, we introduce stochastic constraint programming. Stochastic constraint programs contain both decision variables (which we can set) and stochastic variables…

Artificial Intelligence · Computer Science 2009-03-09 Toby Walsh

We review how to simulate continuous determinantal point processes (DPPs) and improve the current simulation algorithms in several important special cases as well as detail how certain types of conditional simulation can be carried out.…

Methodology · Statistics 2023-08-23 Frédéric Lavancier , Ege Rubak

A determinantal point process (DPP) on a collection of $M$ items is a model, parameterized by a symmetric kernel matrix, that assigns a probability to every subset of those items. Recent work shows that removing the kernel symmetry…

Machine Learning · Computer Science 2022-04-21 Insu Han , Mike Gartrell , Jennifer Gillenwater , Elvis Dohmatob , Amin Karbasi

We address the problems of estimating the computer efficiency and the computer capacity. We define the computer efficiency and capacity and suggest a method for their estimation, based on the analysis of processor instructions and kinds of…

Information Theory · Computer Science 2010-03-19 Boris Ryabko

Stochastic dynamic control systems relate in a prob- abilistic fashion the space of control signals to the space of corresponding future states. Consequently, stochastic dynamic systems can be interpreted as an information channel between…

Information Theory · Computer Science 2017-01-19 Stas Tiomkin , Daniel Polani , Naftali Tishby

In this paper, we investigate learning temporal abstractions in cooperative multi-agent systems, using the options framework (Sutton et al, 1999). First, we address the planning problem for the decentralized POMDP represented by the…

Artificial Intelligence · Computer Science 2020-03-23 Jhelum Chakravorty , Nadeem Ward , Julien Roy , Maxime Chevalier-Boisvert , Sumana Basu , Andrei Lupu , Doina Precup

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

This paper deals with the stochastic control of nonlinear systems in the presence of state and control constraints, for uncertain discrete-time dynamics in finite dimensional spaces. In the deterministic case, the viability kernel is known…

Optimization and Control · Mathematics 2010-02-08 Luc Doyen , Delara Michel

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang