Related papers: Cost Analysis of Nondeterministic Probabilistic Pr…

With the rise of smartphones and the internet-of-things, data is increasingly getting generated at the edge on local, personal devices. For privacy, latency and energy saving reasons, this shift is causing machine learning algorithms to…

In this paper, we study optimization problems where the cost function contains time-varying parameters that are unmeasurable and evolve according to linear, yet unknown, dynamics. We propose a solution that leverages control theoretic tools…

This paper studies a structured compound stochastic program (SP) involving multiple expectations coupled by nonconvex and nonsmooth functions. We present a successive convex-programming based sampling algorithm and establish its…

We introduce a new concept of approximation applicable to decision problems and functions, inspired by Bayesian probability. From the perspective of a Bayesian reasoner with limited computational resources, the answer to a problem that…

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic…

In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…

This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of the cost function.…

This paper describes a novel approach to planning which takes advantage of decision theory to greatly improve robustness in an uncertain environment. We present an algorithm which computes conditional plans of maximum expected utility. This…

Parallelism is often required for performance. In these situations an excess of non-determinism is harmful as it means the program can have several different behaviours or even different results. Even in domains such as high-performance…

We present a novel modular approach to infer upper bounds on the expected runtime of probabilistic integer programs automatically. To this end, it computes bounds on the runtime of program parts and on the sizes of their variables in an…

We develop policy gradients methods for stochastic control with exit time in a model-free setting. We propose two types of algorithms for learning either directly the optimal policy or by learning alternately the value function (critic) and…

A standard informal method for analyzing the asymptotic complexity of a program is to extract a recurrence that describes its cost in terms of the size of its input, and then to compute a closed-form upper bound on that recurrence. We give…

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

In this article we combine two developments in polynomial optimization. On the one hand, we consider nonnegativity certificates based on sums of nonnegative circuit polynomials, which were recently introduced by the second and the third…

In this work, we study online submodular maximization, and how the requirement of maintaining a stable solution impacts the approximation. In particular, we seek bounds on the best-possible approximation ratio that is attainable when the…

We develop a variational encrypted model predictive control (VEMPC) protocol whose online execution relies only on encrypted polynomial operations. The proposed approach reformulates the MPC problem into a sampling-based estimator, in which…

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

We present a new method for inferring complexity properties for a class of programs in the form of flowcharts annotated with loop information. Specifically, our method can (soundly and completely) decide if computed values are polynomially…