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Related papers: Cluster-based control of nonlinear dynamics

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We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…

Optimization and Control · Mathematics 2022-09-20 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

Markov models have been widely utilized for modelling user web navigation behaviour. In this work we propose a dynamic clustering-based method to increase a Markov model's accuracy in representing a collection of user web navigation…

Information Retrieval · Computer Science 2007-05-23 José Borges , Mark Levene

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

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…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

Latent stochastic block models are flexible statistical models that are widely used in social network analysis. In recent years, efforts have been made to extend these models to temporal dynamic networks, whereby the connections between…

Methodology · Statistics 2017-03-23 Riccardo Rastelli , Pierre Latouche , Nial Friel

We consider an auto-scaling technique in a cloud system where virtual machines hosted on a physical node are turned on and off depending on the queue's occupation (or thresholds), in order to minimise a global cost integrating both energy…

Optimization and Control · Mathematics 2021-07-26 Thomas Tournaire , Hind Castel-Taleb , Emmanuel Hyon

The problem of finding groups in data (cluster analysis) has been extensively studied by researchers from the fields of Statistics and Computer Science, among others. However, despite its popularity it is widely recognized that the…

Statistics Theory · Mathematics 2013-10-10 José E. Chacón

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

In Robust Control and Data Driven Robust Control design methodologies, multiple plant transfer functions or a family of transfer functions are considered and a common controller is designed such that all the plants that fall into this…

Systems and Control · Electrical Eng. & Systems 2023-11-20 Nikhil Potu Surya Prakash , Joohwan Seo , Jongeun Choi , Roberto Horowitz

This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…

Probability · Mathematics 2016-03-28 Benoîte de Saporta , François Dufour , Alizée Geeraert

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in…

Machine Learning · Statistics 2019-06-27 Azadeh Khaleghi , Daniil Ryabko

Gas-solid multiphase flows are prone to develop an instability known as clustering. Two-fluid models, which treat the particulate phase as a continuum, are known to reproduce the qualitative features of this instability, producing…

Chaotic Dynamics · Physics 2017-03-23 William D. Fullmer , Christine M. Hrenya

Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal…

Optimization and Control · Mathematics 2023-10-05 Enric Ribera Borrell , Jannes Quer , Lorenz Richter , Christof Schütte

Intermittent renewable energy resources like wind and solar pose great uncertainty of multiple time scales, from minutes to years, on the design and operation of power systems. Energy system optimization models have been developed to find…

Optimization and Control · Mathematics 2022-04-27 Yuheng Zhang , Vivian Cheng , Dharik S. Mallapragada , Jie Song , Guannan He

We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…

Machine Learning · Statistics 2025-11-18 Shengbo Wang , Jason Meng , Nian Si , Jose Blanchet , Zhengyuan Zhou

This work studies efficient solution methods for cluster-based control policies of transition-independent Markov decision processes (TI-MDPs). We focus on control of multi-agent systems, whereby a central planner (CP) influences agents to…

Systems and Control · Electrical Eng. & Systems 2023-01-27 Carmel Fiscko , Soummya Kar , Bruno Sinopoli

A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…

Optimization and Control · Mathematics 2024-03-13 Liuhong Chen , Ju Ming , Max D. Gunzburger

Demand response (DR) programs aim to engage distributed demand-side resources in providing ancillary services for electric power systems. Previously, aggregated thermostatically controlled loads (TCLs) have been demonstrated as a…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Ali Hassan , Robert Mieth , Deepjyoti Deka , Yury Dvorkin

The structure of many complex networks includes edge directionality and weights on top of their topology. Network analysis that can seamlessly consider combination of these properties are desirable. In this paper, we study two important…

Social and Information Networks · Computer Science 2021-11-24 Frederique Oggier , Silivanxay Phetsouvanh , Anwitaman Datta