Related papers: Probabilistic DHP Adaptive Critic for Nonlinear St…
The paper presents a distributed model predictive control (DMPC) scheme for continuous-time nonlinear systems based on the alternating direction method of multipliers (ADMM). A stopping criterion in the ADMM algorithm limits the iterations…
In this paper, we study randomized methods for feedback design of uncertain systems. The first contribution is to derive the sample complexity of various constrained control problems. In particular, we show the key role played by the…
Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
In this paper, near optimal tracking of a class of nonlinear systems is addressed. Adaptive (approximate) dynamic programming approach is used to calculate the optimal control in closed form. ADP (Adaptive (approximate) dynamic programming)…
This paper focuses on adaptive control of the discrete-time linear quadratic regulator (adaptive LQR). Recent literature has made significant contributions in proving non-asymptotic convergence rates, but existing approaches have a few…
The problem of open-loop dynamical control of generic open quantum systems is addressed. In particular, I focus on the task of effectively switching off environmental couplings responsible for unwanted decoherence and dissipation effects.…
We present the principled design of a control pipeline for the synthesis of policies from examples data. The pipeline, based on a discretized design which we term as discrete fully probabilistic design, expounds an algorithm recently…
Nowadays hybrid evolutionary algorithms, i.e, heuristic search algorithms combining several mutation operators some of which are meant to implement stochastically a well known technique designed for the specific problem in question while…
The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…
We revisit the problem of switching off unwanted phase evolution and decoherence in a single two-state quantum system in the light of recent results on random dynamical decoupling methods [L. Viola and E. Knill, Phys. Rev. Lett. {\bf 94},…
Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…
In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…
In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…
Multistage stochastic programming deals with operational and planning problems that involve a sequence of decisions over time while responding to realizations that are uncertain. Algorithms designed to address multistage stochastic linear…
The (R, s, S) is a stochastic inventory control policy widely used by practitioners. In an inventory system managed according to this policy, the inventory is reviewed at instant R; if the observed inventory position is lower than the…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
We develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…
In this paper, we study the delayed stochastic recursive optimal control problem with a non-Lipschitz generator, in which both the dynamics of the control system and the recursive cost functional depend on the past path segment of the state…
Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…