Related papers: A Limited-Feedback Approximation Scheme for Optima…
We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…
In this paper, we study joint queue-aware and channel-aware scheduling of arbitrarily bursty traffic over multi-state time-varying channels, where the bursty packet arrival in the network layer, the backlogged queue in the data link layer,…
Most of the early input-queued switch research focused on establishing throughput optimality of the max-weight scheduling policy, with some recent research showing that max-weight scheduling is optimal with respect to total expected delay…
The stabilization of uncertain LTI/LPV time delay systems with time varying delays by state-feedback controllers is addressed. At the difference of other works in the literature, the proposed approach allows for the synthesis of resilient…
In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…
We study approximation algorithms for scheduling problems with the objective of minimizing total weighted completion time, under identical and related machine models with job precedence constraints. We give algorithms that improve upon many…
We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve the ideal full-information and output-feedback problems, obtaining perfect, but non-causal, asymptotic…
The execution time of programs is a key element in many areas of computer science, mainly those where achieving good performance (e.g., scheduling in cloud computing) or a predictable one (e.g., meeting deadlines in embedded systems) is the…
Time delay estimation plays a critical role in control, stabilization and state estimation of many practical system with time delay. In this paper, we propose a method to estimate delay for discrete time linear multiple-input…
Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…
Motivated by applications in data center networks, in this paper, we study the problem of scheduling in an input queued switch. While throughput maximizing algorithms in a switch are well-understood, delay analysis was developed only…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…
We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
We explore the achievable delay performance in wireless random-access networks. While relatively simple and inherently distributed in nature, suitably designed queue-based random-access schemes provide the striking capability to match the…
Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…