Related papers: PID2018 Benchmark Challenge:Multi-Objective Stocha…
In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…
A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…
Spectral risk objectives - also called $L$-risks - allow for learning systems to interpolate between optimizing average-case performance (as in empirical risk minimization) and worst-case performance on a task. We develop stochastic…
We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…
In this thesis, advanced design technique in sliding mode control (SMC) is presented with focus on PID (Proportional-Integral-Derivative) type Sliding surfaces based Sliding mode control with improved power rate exponential reaching law for…
In this work, we study the stochastic optimal control problem (SOC) mainly from the probabilistic view point, i.e. via the Stochastic Maximum principle (SMP) \cite{Peng4}. We adopt the sample-wise backpropagation scheme proposed in…
It has been well documented that the use of exponentially-averaged momentum (EM) in particle swarm optimization (PSO) is advantageous over the vanilla PSO algorithm. In the single-objective setting, it leads to faster convergence and…
Multidimensional scaling (MDS) is a popular dimensionality reduction techniques that has been widely used for network visualization and cooperative localization. However, the traditional stress minimization formulation of MDS necessitates…
Proximal policy optimization (PPO) has yielded state-of-the-art results in policy search, a subfield of reinforcement learning, with one of its key points being the use of a surrogate objective function to restrict the step size at each…
We study the problem of finding statistically distinct plans for stochastic planning and task assignment problems such as online multi-robot pickup and delivery (MRPD) when facing multiple competing objectives. In many real-world settings…
A robust-to-dynamics optimization (RDO) problem is an optimization problem specified by two pieces of input: (i) a mathematical program (an objective function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ and a feasible set…
In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…
This paper introduces a new approach that leverages Multi-agent Bayesian Optimization (MABO) to design Distributed Model Predictive Control (DMPC) schemes for multi-agent systems. The primary objective is to learn optimal DMPC schemes even…
In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…
Stochastic First-Order (SFO) methods have been a cornerstone in addressing a broad spectrum of modern machine learning (ML) challenges. However, their efficacy is increasingly questioned, especially in large-scale applications where…
In this research a real time power hardware in loop configuration has been implemented for an microgrid with the combination of distribution energy resources such as photovoltaic, grid tied inverter, battery, utility grid, and a diesel…
Constrained multiobjective optimization has gained much interest in the past few years. However, constrained multiobjective optimization problems (CMOPs) are still unsatisfactorily understood. Consequently, the choice of adequate CMOPs for…
To tackle the difficulties faced by both stochastic dynamic programming and scenario tree methods, we present some variational approach for numerical solution of stochastic optimal control problems. We consider two different interpretations…
In this paper, we focus on the problem of stochastic optimization where the objective function can be written as an expectation function over a closed convex set. We also consider multiple expectation constraints which restrict the domain…
This paper investigates the problem of cooperative tuning of multi-agent optimal control systems, where a network of agents (i.e. multiple coupled optimal control systems) adjusts parameters in their dynamics, objective functions, or…