Related papers: Nested algorithms for optimal reservoir operation …
We present a capacity expansion model for deciding the new electricity generation and transmission capacity to complement an existing hydroelectric reservoir system. The objective is to meet a forecast demand at least expected cost, namely…
We develop a quadratic regularization approach for the solution of high-dimensional multistage stochastic optimization problems characterized by a potentially large number of time periods/stages (e.g. hundreds), a high-dimensional resource…
Distributed optimization provides a framework for deriving distributed algorithms for a variety of multi-robot problems. This tutorial constitutes the first part of a two-part series on distributed optimization applied to multi-robot…
Reservoir Computing is a relatively new framework created to allow the usage of powerful but complex systems as computational mediums. The basic approach consists in training only a readout layer, exploiting the innate separation and…
Changes in demand, various hydrological inputs, and environmental stressors are among the issues that water managers and policymakers face on a regular basis. These concerns have sparked interest in applying different techniques to…
This paper investigates a project with stochastic activity durations and cash flows under discrete scenarios, where activities must satisfy precedence constraints generating cash inflows and outflows. The objective is to maximize expected…
We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterov's accelerated gradient method, lending a new intuitive…
Reservoir computing is a powerful framework for modeling dynamical systems due to its universality and computational efficiency. However, a major challenge is achieving a forecast with accurate long-time statistics, or climate, which is…
Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…
This paper addresses the reservoir design problem in the context of delay-based reservoir computers for multidimensional input signals, parallel architectures, and real-time multitasking. First, an approximating reservoir model is presented…
Contemporary machine learning models, including large language models, exhibit remarkable capabilities in static tasks yet falter in non-stationary environments due to rigid architectures that hinder continual adaptation and lifelong…
This thesis develops theoretical frameworks and algorithms that advance constrained reinforcement learning (RL) across control, preference learning, and alignment of large language models. The first contribution addresses constrained Markov…
Relational Markov Decision Processes are a useful abstraction for complex reinforcement learning problems and stochastic planning problems. Recent work developed representation schemes and algorithms for planning in such problems using the…
We propose new numerical approach to non-conservative dynamical systems. Our method being of low order, enhances qualitative performance of standard discrete gradient algorithm, thank to new concept of a reservoir. Paper is of explanatory…
In recent years, various powerful policy gradient algorithms have been proposed in deep reinforcement learning. While all these algorithms build on the Policy Gradient Theorem, the specific design choices differ significantly across…
Multifunctionality is a well observed phenomenological feature of biological neural networks and considered to be of fundamental importance to the survival of certain species over time. These multifunctional neural networks are capable of…
The reservoir computing scheme is a machine learning mechanism which utilizes the naturally occuring computational capabilities of dynamical systems. One important subset of systems that has proven powerful both in experiments and theory…
Optimization theory serves as a pivotal scientific instrument for achieving optimal system performance, with its origins in economic applications to identify the best investment strategies for maximizing benefits. Over the centuries, from…
Reservoir computing - information processing based on untrained recurrent neural networks with random connections - is expected to depend on the nonlinear properties of the neurons and the resulting oscillatory, chaotic, or fixpoint…
In this paper, we consider a multi-user mobile-edge computing (MEC) network with time-varying wireless channels and stochastic user task data arrivals in sequential time frames. In particular, we aim to design an online computation…