Related papers: A Limited-Feedback Approximation Scheme for Optima…
Dynamic and evolving operational and economic environments present significant challenges for decision-making. We explore a simulation optimization problem characterized by non-stationary input distributions with regime-switching dynamics…
Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…
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,…
We investigate the transient times for the onset of control of steady states by time-delayed feedback. The optimization of control by minimising the transient time before control becomes effective is discussed analytically and numerically,…
We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…
Chance constrained program where one seeks to minimize an objective over decisions which satisfy randomly disturbed constraints with a given probability is computationally intractable. This paper proposes an approximate approach to address…
We propose an algorithm to restrict the switching signals of a constrained switched system in order to guarantee its stability, while at the same time attempting to keep the largest possible set of allowed switching signals. Our work is…
Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…
Consider a polynomial optimisation problem, whose instances vary continuously over time. We propose to use a coordinate-descent algorithm for solving such time-varying optimisation problems. In particular, we focus on relaxations of…
The problem of optimal motion planing and control is fundamental in robotics. However, this problem is intractable for continuous-time stochastic systems in general and the solution is difficult to approximate if non-instantaneous nonlinear…
We investigate the impact of packet dropouts due to non-idealities in communication networks on the performance of optimally derived controllers and observers in a minimax sense. These packet dropouts are modeled by discrete constrained…
We consider the problem of optimal reactive synthesis - compute a strategy that satisfies a mission specification in a dynamic environment, and optimizes a performance metric. We incorporate task-critical information, that is only available…
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…
This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…
Scheduling is a critical part of practical computer systems, and scheduling has also been extensively studied from a theoretical perspective. Unfortunately, there is a gap between theory and practice, as the optimal scheduling policies…
This paper presents a mathematical approach for improving the performance of a control system by modifying the time delay at certain operating conditions. This approach converts a continuous time loop into a discrete time loop. The formula…
Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…
This paper develops a controller synthesis algorithm for distributed LQG control problems under output feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While…
In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…