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The Loewner framework for model order reduction is applied to the class of infinite-dimension systems. The transfer function of such systems is irrational (as opposed to linear systems, whose transfer function is rational) and can be…
We consider data fusion for the purpose of smoothing and interpolation based on observation records with missing data. Stochastic processes are generated by linear stochastic models. The paper begins by drawing a connection between time…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
When building linear or nonlinear models one is faced with the problem of selecting the best set of variable with which to predict the future dynamics. In nonlinear time series analysis the problem is to select the correct time delays in…
We consider an infinite horizon dynamic mechanism design problem with interdependent valuations. In this setting the type of each agent is assumed to be evolving according to a first order Markov process and is independent of the types of…
A novel framework for solving the optimal execution and placement problems using reinforcement learning (RL) with imitation was proposed. The RL agents trained from the proposed framework consistently outperformed the industry benchmark…
A modification to the ${\cal L}_1$ control framework for uncertain systems with actuator delay is presented. Specifically, a time delay is introduced in the control input of the state predictor to compensate for the destabilizing effect of…
We study the search problem for optimal schedulers for the linear temporal logic (LTL) with future discounting. The logic, introduced by Almagor, Boker and Kupferman, is a quantitative variant of LTL in which an event in the far future has…
This paper presents an information-theoretic approach for model reduction for finite time simulation. Although system models are typically used for simulation over a finite time, most of the metrics (and pseudo-metrics) used for model…
We present a new approach to examine transient dynamics in a class of non-autonomous delay differential equations. Exact solutions for these equations are obtained using the Lambert W function alongside an appropriately chosen initial…
We investigate the use of matrix completion methods for time-series imputation. Specifically we consider low-rank completion of the block-Hankel matrix representation of a time-series. Simulation experiments are used to compare the method…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
Presented is an algorithm to synthesize the optimal infinite-horizon LQR feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics but instead uses only a finite-length sampling of…
This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…
This paper addresses the problem of cooperative manipulation of a single object by N robotic agents under local goal specifications given as Metric Interval Temporal Logic (MITL) formulas. In particular, we propose a distributed model-free…
This paper is concerned with H2 control of discrete-time linear systems with dynamics determined by an independent and identically distributed (i.i.d.) process. A definition of H2 norm is first discussed for the class of systems. Then, a…
We consider model reduction of large-scale multi-input, multi-output (MIMO) systems using tangential interpolation in the frequency domain. Our scheme is related to the recently-developed Adaptive Antoulas--Anderson (AAA) algorithm, which…