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This work considers the infinite-time discounted optimal control problem for continuous time input-affine polynomial dynamical systems subject to polynomial state and box input constraints. We propose a sequence of sum-of-squares (SOS)…
We consider decentralized time-varying stochastic optimization problems where each of the functions held by the nodes has a finite sum structure. Such problems can be efficiently solved using variance reduction techniques. Our aim is to…
In real-time systems, in addition to the functional correctness recurrent tasks must fulfill timing constraints to ensure the correct behavior of the system. Partitioned scheduling is widely used in real-time systems, i.e., the tasks are…
Vector addition system with states (VASS) is a popular model for the verification of concurrent systems. VASS consists of finitely many control states and a set of counters which can be incremented and decremented, but not tested for zero.…
Vector Addition Systems with States (VASS), equivalent to Petri nets, are a well-established model of concurrency. The central algorithmic challenge in VASS is the reachability problem: is there a run from a given starting state and counter…
We consider a class of multivariate recurrences frequently arising in the worst case analysis of Davis-Putnam-style exponential time backtracking algorithms for NP-hard problems. We describe a technique for proving asymptotic upper bounds…
Estimating time-varying graphical models are of paramount importance in various social, financial, biological, and engineering systems, since the evolution of such networks can be utilized for example to spot trends, detect anomalies,…
In this paper, we propose a general framework for the asymptotic analysis of node-based verification-based algorithms. In our analysis we tend the signal length $n$ to infinity. We also let the number of non-zero elements of the signal $k$…
This paper investigates the optimality analysis of the recursive least-squares (RLS) algorithm for autoregressive systems with exogenous inputs (ARX systems). A key challenge in analyzing is managing the potential unboundedness of the…
Vector addition systems with states (VASS) are a classic model in concurrency theory. Grammar vector addition systems (GVAS), equivalently, pushdown VASS, extend VASS by using a context-free grammar to control addition. In this paper, our…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
The estimation of the covariance structure from a discretely observed multivariate Gaussian process under asynchronicity and noise is analysed under high-frequency asymptotics. Asymptotic lower and upper bounds are established for a general…
This paper studies the semi-analytic solution (SAS) of a power system's differential-algebraic equation. A SAS is a closed-form function of symbolic variables including time, the initial state and the parameters on system operating…
In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of…
We consider a natural generalization of classical scheduling problems in which using a time unit for processing a job causes some time-dependent cost which must be paid in addition to the standard scheduling cost. We study the scheduling…
In this paper we propose novel optimization-based methods for verifying reach-avoid (or, eventuality) properties of continuous-time systems modelled by ordinary differential equations. Given a system, an initial set, a safe set and a target…
A popular method for solving reachability in timed automata proceeds by enumerating reachable sets of valuations represented as zones. A na\"ive enumeration of zones does not terminate. Various termination mechanisms have been studied over…
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…
This paper considers a single-trajectory system identification problem for linear systems under general nonlinear and/or time-varying policies with i.i.d. random excitation noises. The problem is motivated by safe learning-based control for…
Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…