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We present an approximate dynamic programming framework for designing degradation-aware market participation policies for battery energy storage systems. The approach employs a tailored value function approximation that reduces the state…

Systems and Control · Electrical Eng. & Systems 2026-03-24 Flemming Holtorf , Sungho Shin

We propose a distributed planning method with asynchronous execution for multi-agent pickup and delivery (MAPD) problems for environments with occasional delays in agents' activities and flexible endpoints. MAPD is a crucial problem…

Multiagent Systems · Computer Science 2023-02-21 Yuki Miyashita , Tomoki Yamauchi , Toshiharu Sugawara

Suppose you are a fund manager with \$100 million to deploy and two years to invest it. A deal comes across your desk that looks appealing but costs \$50 million -- half of your available capital. Should you take it, or wait for something…

Portfolio Management · Quantitative Finance 2025-08-15 Kunal Menda , Raphael S Benarrosh

We develop an Accelerated Back Pressure (ABP) algorithm using Accelerated Dual Descent (ADD), a distributed approximate Newton-like algorithm that only uses local information. Our construction is based on writing the backpressure algorithm…

Optimization and Control · Mathematics 2013-02-07 Michael Zargham , Alejandro Ribeiro , Ali Jadbabaie

Platooning connected and autonomous vehicles (CAVs) provide significant benefits in terms of traffic efficiency and fuel economy. However, most existing platooning systems assume the availability of pre-determined plans, which is not…

Systems and Control · Electrical Eng. & Systems 2023-08-09 Xi Xiong , Maonan Wang , Dengfeng Sun , Li Jin

Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

Markov Decision Processes (MDP) is an useful framework to cast optimal sequential decision making problems. Given any MDP the aim is to find the optimal action selection mechanism i.e., the optimal policy. Typically, the optimal policy…

Systems and Control · Computer Science 2014-03-18 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

Advanced persistent threat (APT) is a kind of stealthy, sophisticated, and long-term cyberattack that has brought severe financial losses and critical infrastructure damages. Existing works mainly focus on APT defense under stable network…

Computer Science and Game Theory · Computer Science 2023-09-04 Zixuan Wang , Jiliang Li , Yuntao Wang , Zhou Su , Shui Yu , Weizhi Meng

In mobile edge computing, local edge servers can host cloud-based services, which reduces network overhead and latency but requires service migrations as users move to new locations. It is challenging to make migration decisions optimally…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-10 Shiqiang Wang , Rahul Urgaonkar , Murtaza Zafer , Ting He , Kevin Chan , Kin K. Leung

We develop a new Approximate Dynamic Programming (ADP) method for infinite horizon discounted reward Markov Decision Processes (MDP) based on projection onto a subsemimodule. We approximate the value function in terms of a $(\min,+)$ linear…

Systems and Control · Computer Science 2014-03-18 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

This paper proposes a general incremental policy iteration adaptive dynamic programming (ADP) algorithm for model-free robust optimal control of unknown nonlinear systems. The approach integrates recursive least squares estimation with…

Optimization and Control · Mathematics 2025-09-01 Qingkai Meng , Fenglan Wang , Lin Zhao

Real Time Dynamic Programming (RTDP) is an online algorithm based on Dynamic Programming (DP) that acts by 1-step greedy planning. Unlike DP, RTDP does not require access to the entire state space, i.e., it explicitly handles the…

Machine Learning · Computer Science 2020-10-13 Yonathan Efroni , Mohammad Ghavamzadeh , Shie Mannor

Soft robots can execute tasks with safer interactions. However, control techniques that can effectively exploit the systems' capabilities are still missing. Differential dynamic programming (DDP) has emerged as a promising tool for…

While many theoretical works concerning Adaptive Dynamic Programming (ADP) have been proposed, application results are scarce. Therefore, we design an ADP-based optimal trajectory tracking controller and apply it to a large-scale…

Systems and Control · Electrical Eng. & Systems 2021-01-26 Florian Köpf , Sean Kille , Jairo Inga , Sören Hohmann

Electric power distribution systems will encounter fluctuations in supply due to the introduction of renewable sources with high variability in generation capacity. It is therefore necessary to provide algorithms that are capable of…

Optimization and Control · Mathematics 2018-05-07 Marie Maros , Joakim Jaldén

The Dynamic Pickup and Delivery Problem (DPDP) is aimed at dynamically scheduling vehicles among multiple sites in order to minimize the cost when delivery orders are not known a priori. Although DPDP plays an important role in modern…

Artificial Intelligence · Computer Science 2021-05-28 Xijun Li , Weilin Luo , Mingxuan Yuan , Jun Wang , Jiawen Lu , Jie Wang , Jinhu Lu , Jia Zeng

We address a dynamic repair shop scheduling problem in the context of military aircraft fleet management where the goal is to maintain a full complement of aircraft over the long-term. A number of flights, each with a requirement for a…

Artificial Intelligence · Computer Science 2014-02-05 Maliheh Aramon Bajestani , J. Christopher Beck

Multi Agent Path Finding (MAPF) is critical for coordinating multiple robots in shared environments, yet robust execution of generated plans remains challenging due to operational uncertainties. The Action Dependency Graph (ADG) framework…

Multiagent Systems · Computer Science 2024-12-03 Joachim Dunkel

Training a robust policy is critical for policy deployment in real-world systems or dealing with unknown dynamics mismatch in different dynamic systems. Domain Randomization~(DR) is a simple and elegant approach that trains a conservative…

Machine Learning · Computer Science 2023-05-23 Kang Xu , Yan Ma , Wei Li