Related papers: Optimality of certainty equivalence in expected va…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
The field of optimal control typically requires the assumption of perfect knowledge of the system one desires to control, which is an unrealistic assumption for biological systems, or networks, typically affected by high levels of…
In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…
In the current work we introduce a novel estimation of distribution algorithm to tackle a hard combinatorial optimization problem, namely the single-machine scheduling problem, with uncertain delivery times. The majority of the existing…
Standard battery management systems treat the control and state estimation problems as decoupled objectives, relying on certainty equivalence controllers that are blind to the varying observability induced by nonlinear open-circuit voltage…
End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…
In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…
The equivalence of time-optimal and distance-optimal control problems is shown for a class of parabolic control systems. Based on this equivalence, an approach for the efficient algorithmic solution of time-optimal control problems is…
Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…
The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…
Robust optimization(RO) is an important tool for handling optimization problem with uncertainty. The main objective of RO is to solve optimization problems due to uncertainty associated with constraints satisfying all realizations of…
Network control refers to a very large and diverse set of problems including controllability of linear time-invariant dynamical systems, where the objective is to select an appropriate input to steer the network to a desired state. There…
This paper studies the optimal state estimation problem for interconnected systems. Each subsystem can obtain its own measurement in real time, while, the measurements transmitted between the subsystems suffer from random delay. The optimal…
In robust combinatorial optimization, we would like to find a solution that performs well under all realizations of an uncertainty set of possible parameter values. How we model this uncertainty set has a decisive influence on the…
We consider the line planning problem in public transport in the Parametric City, an idealized model that captures typical scenarios by a (small) number of parameters. The Parametric City is rotation symmetric, but optimal line plans are…
An Equivalent Circuit Programming (ECP) approach that expresses the optimality conditions of an optimization problem in terms of an equivalent circuit model and uses circuit simulation techniques to solve for an optimal solution, is applied…
This paper address the optimal voltage control problem of distribution systems with high penetration of inverter-based renewable energy resources, under inaccurate model information. We propose the online exponential barrier method that…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
We present an approach to approximate reachable sets for linear systems with bounded L-infinity controls in finite time. Our first approach investigates the boundaries of these sets and reveals an exact characterization for single-input,…