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We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Optimization and Control · Mathematics 2013-04-23 Boris Lesner , Bruno Scherrer

We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Niklas Schmid , John Lygeros

We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…

Robotics · Computer Science 2019-05-28 Junhong Xu , Kai Yin , Lantao Liu

In this work, we study the single machine scheduling problem with uncertain release times and processing times of jobs. We adopt a robust scheduling approach, in which the measure of robustness to be minimized for a given sequence of jobs…

Optimization and Control · Mathematics 2014-11-27 Nitish Umang , Alan L. Erera , Michel Bierlaire

Microtransit offers a promising blend of rideshare flexibility and public transit efficiency. In practice, it faces unanticipated but spatially aligned requests, passengers seeking to join ongoing schedules, leading to underutilized…

Optimization and Control · Mathematics 2025-06-27 Hongli Li , Zengxiang Lei , Xinwu Qian , Satish V. Ukkusuri

In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…

Optimization and Control · Mathematics 2018-04-26 Sumeet Singh , Yin-Lam Chow , Anirudha Majumdar , Marco Pavone

Uncertainties influencing the dynamical systems pose a significant challenge in estimating the achievable performance of a controller aiming to control such uncertain systems. When the uncertainties are of stochastic nature, obtaining hard…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Venkatraman Renganathan

The problem of scheduling non-simultaneously released jobs with due dates on a single machine with the objective to minimize the maximum job lateness is known to be strongly NP-hard. Here we consider an extended model in which the…

Optimization and Control · Mathematics 2023-06-16 Nodari Vakhania , Frank Werner , Alejandro Reynoso

Leveraging recent developments in black-box risk-aware verification, we provide three algorithms that generate probabilistic guarantees on (1) optimality of solutions, (2) recursive feasibility, and (3) maximum controller runtimes for…

Optimization and Control · Mathematics 2023-03-14 Prithvi Akella , Wyatt Ubellacker , Aaron D. Ames

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…

Optimization and Control · Mathematics 2024-11-13 Robert D. McAllister , Peyman Mohajerin Esfahani

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

We study a classical model for the accumulation of errors in multi-qubit quantum computations. By modeling the error process in a quantum computation using two coupled Markov chains, we are able to capture a weak form of time-dependency…

Quantum Physics · Physics 2021-04-26 Long Ma , Jaron Sanders

The main objective of this paper is to develop the two different ways in which round robin architecture is modified and made suitable to be implemented in real time and embedded systems. The scheduling algorithm plays a significant role in…

Operating Systems · Computer Science 2009-12-04 C. Yaashuwanth , Dr. R. Ramesh

Simulated Annealing (SA) is a widely used stochastic optimization algorithm, yet much of its theoretical understanding is limited to asymptotic convergence guarantees or general spectral bounds. In this paper, we develop a finite-time…

Systems and Control · Electrical Eng. & Systems 2026-02-11 Hansini Ramachandran , Bhaskar Krishnamachari

This paper presents a wp-style calculus for obtaining expectations on the outcomes of (mutually) recursive probabilistic programs. We provide several proof rules to derive one-- and two--sided bounds for such expectations, and show the…

Logic in Computer Science · Computer Science 2016-03-10 Federico Olmedo , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Christoph Matheja

Requirements driven search-based testing (also known as falsification) has proven to be a practical and effective method for discovering erroneous behaviors in Cyber-Physical Systems. Despite the constant improvements on the performance and…

We comment on some conceptual and and technical problems related to computational mechanics, point out some errors in several papers, and straighten out some wrong priority claims. We present explicitly the correct algorithm for…

Data Analysis, Statistics and Probability · Physics 2018-04-09 Peter Grassberger

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

We consider a distributed computing network consisting of a master and multiple workers processing tasks of different types. The master is running multiple applications. Each application stochastically generates real-time jobs with a strict…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-31 Yu-Pin Hsu , Yu-Chih Huang , Shin-Lin Shieh

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter