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Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…
It is well known that opportunistic scheduling algorithms are throughput optimal under dynamic channel and network conditions. However, these algorithms achieve a hypothetical rate region which does not take into account the overhead…
Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal…
We study a theoretical and algorithmic framework for structured prediction in the online learning setting. The problem of structured prediction, i.e. estimating function where the output space lacks a vectorial structure, is well studied in…
In networks, there are often more than one source of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity and…
This work studies the planning problem for robotic systems under both quantifiable and unquantifiable uncertainty. The objective is to enable the robotic systems to optimally fulfill high-level tasks specified by Linear Temporal Logic (LTL)…
The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…
In industrial resource allocation problems, an initial planning stage may solve a nominal problem instance and a subsequent recovery stage may intervene to repair inefficiencies and infeasibilities due to uncertainty, e.g.\ machine failures…
This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…
We propose a data-based method to solve a multi-stage stochastic optimal power flow (OPF) problem based on limited information about forecast error distributions. The framework explicitly combines multi-stage feedback policies with any…
We consider planning problems, that often arise in autonomous driving applications, in which an agent should decide on immediate actions so as to optimize a long term objective. For example, when a car tries to merge in a roundabout it…
In scheduling problems, deterministic task durations are often assumed. This usually does not capture reality and may lead to schedules that are not robust to (small) changes to these task lengths. The use of stochastic task durations…
We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed:…
Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…
Robot planning is the process of selecting a sequence of actions that optimize for a task specific objective. The optimal solutions to such tasks are heavily influenced by the implicit structure in the environment, i.e. the configuration of…
Accuracy and timeliness are indeed often conflicting goals in prediction tasks. Premature predictions may yield a higher rate of false alarms, whereas delaying predictions to gather more information can render them too late to be useful. In…
There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…
High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end…
This paper considers the vehicle routing problem with stochastic demands (VRPSD) under optimal restocking. We develop an exact algorithm that is effective for solving instances with many vehicles and few customers per route. In our…
Machine scheduling problems involving conflict jobs can be seen as a constrained version of the classical scheduling problem, in which some jobs are conflict in the sense that they cannot be proceeded simultaneously on different machines.…