Related papers: Linear programming approach to optimal impulse con…
Parameter control aims at realizing performance gains through a dynamic choice of the parameters which determine the behavior of the underlying optimization algorithm. In the context of evolutionary algorithms this research line has for a…
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…
Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…
The main theme of this thesis is the development of computational methods for classes of infinite-dimensional optimization problems arising in optimal control and information theory. The first part of the thesis is concerned with the…
In this note, we study a class of stochastic control problems where the optimal strategies are described by two parameters. These include a subset of singular control, impulse control, and two-player stochastic games. The parameters are…
The controller of an input-affine system is determined through minimizing a time-varying objective function, where stabilization is ensured via a Lyapunov function decay condition as constraint. This constraint is incorporated into the…
This article contributes to a framework for a computational indirect method based on the Pontryagin maximum principle to efficiently solve a class of state constrained time-optimal control problems in the presence of a time-dependent flow…
This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…
This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…
Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…
The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the…
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…
We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…
In this paper the computational challenges of time-optimal path following are addressed. The standard approach is to minimize the travel time, which inevitably leads to singularities at zero path speed, when reformulating the optimization…
In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…
We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of…
The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…