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This paper delves into the problem of computing robust controlled invariants for monotone continuous-time systems, with a specific focus on lower-closed specifications. We consider the classes of state monotone (SM) and control-state…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Emmanuel Junior Wafo Wembe , Adnane Saoud

In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…

Optimization and Control · Mathematics 2024-12-17 Zhinan Hou , Keyou You

It is shown in this note that approximating the number of independent sets in a $k$-uniform linear hypergraph with maximum degree at most $\Delta$ is NP-hard if $\Delta\geq 5\cdot 2^{k-1}+1$. This confirms that for the relevant sampling and…

Computational Complexity · Computer Science 2023-09-29 Guoliang Qiu , Jiaheng Wang

Tube-based model predictive control (MPC) methods bound deviations from a nominal trajectory due to uncertainties in order to ensure constraint satisfaction. While techniques that compute the tubes online reduce conservativeness and…

Systems and Control · Electrical Eng. & Systems 2023-04-21 Jerome Sieber , Andrea Zanelli , Antoine P. Leeman , Samir Bennani , Melanie N. Zeilinger

We develop and analyze methods for computing provably optimal {\em maximum a posteriori} (MAP) configurations for a subclass of Markov random fields defined on graphs with cycles. By decomposing the original distribution into a convex…

Information Theory · Computer Science 2007-07-13 Martin J. Wainwright , Tommi S. Jaakkola , Alan S. Willsky

In the tensor-network framework, the expectation values of two-dimensional quantum states are evaluated by contracting a double-layer tensor network constructed from initial and final tensor-network states. The computational cost of…

Strongly Correlated Electrons · Physics 2017-07-24 Z. Y. Xie , H. J. Liao , R. Z. Huang , H. D. Xie , J. Chen , Z. Y. Liu , T. Xiang

A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Anilkumar Parsi , Panagiotis Anagnostaras , Andrea Iannelli , Roy S. Smith

We propose finitely convergent methods for solving convex feasibility problems defined over a possibly infinite pool of constraints. Following other works in this area, we assume that the interior of the solution set is nonempty and that…

Optimization and Control · Mathematics 2020-09-22 Victor I. Kolobov , Simeon Reich , Rafał Zalas

Methods for split conformal prediction leverage calibration samples to transform any prediction rule into a set-prediction rule that complies with a target coverage probability. Existing methods provide remarkably strong performance…

Machine Learning · Statistics 2025-10-15 Santiago Mazuelas

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 problem of constrained Markov decision process is considered. An agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its costs (the number of constraints is relatively small). A new dual…

Optimization and Control · Mathematics 2022-10-21 Egor Gladin , Maksim Lavrik-Karmazin , Karina Zainullina , Varvara Rudenko , Alexander Gasnikov , Martin Takáč

We propose two parametric approaches to evaluate swing contracts with firm constraints. Our objective is to define approximations for the optimal control, which represents the amounts of energy purchased throughout the contract. The first…

Mathematical Finance · Quantitative Finance 2024-06-13 Vincent Lemaire , Gilles Pagès , Christian Yeo

This paper studies symmetric constrained linear-quadratic optimal control problems and their parametric solutions. The parametric solution of such a problem is a piecewise-affine feedback law that can be equivalently expressed as a set of…

Optimization and Control · Mathematics 2023-03-22 Ruth Mitze , Michal Kvasnica , Martin Mönnigmann

We introduce a generic technique to obtain linear relaxations of semidefinite programs with provable guarantees based on the commutativity of the constraint and the objective matrices. We study conditions under which the optimal value of…

Optimization and Control · Mathematics 2026-05-19 Daniel de Roux , Robert Carr , R. Ravi

We propose a convex-optimization-based framework for computation of invariant measures of polynomial dynamical systems and Markov processes, in discrete and continuous time. The set of all invariant measures is characterized as the feasible…

Optimization and Control · Mathematics 2020-09-18 Milan Korda , Didier Henrion , Igor Mezic

This paper is concerned with the robust tracking control of linear uncertain systems, whose unknown system parameters and disturbances are bounded within ellipsoidal sets. We propose an adaptive robust control that can actively learn the…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Xuehui Ma , Shiliang Zhang , Yushuai Li , Fucai Qian , Tingwen Huang

We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…

Systems and Control · Computer Science 2015-09-14 Antonio Cicone , Alessandro D'Innocenzo , Nicola Guglielmi , Linda Laglia

In this paper, a stochastic algorithm for the efficient simulation and optimal control of networked wave equations based on the random batch method is proposed and analyzed. The random approximation is constructed by dividing the time…

Optimization and Control · Mathematics 2025-12-16 Daniel Veldman , Yue Wang

This paper investigates approximation-theoretic aspects of the in-context learning capability of the transformers in representing a family of noisy linear dynamical systems. Our first theoretical result establishes an upper bound on the…

Machine Learning · Computer Science 2025-10-22 Frank Cole , Yuxuan Zhao , Yulong Lu , Tianhao Zhang

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry