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We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…
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…
In this paper we study simulation based optimization algorithms for solving discrete time optimal stopping problems. This type of algorithms became popular among practioneers working in the area of quantitative finance. Using large…
Robust optimization provides a principled and unified framework to model many problems in modern operations research and computer science applications, such as risk measures minimization and adversarially robust machine learning. To use a…
In this paper we We propose GoPRONTO, a first-order, feedback-based approach to solve nonlinear discrete-time optimal control problems. This method is a generalized first-order framework based on incorporating the original dynamics into a…
Prompt engineering has demonstrated remarkable success in enhancing the performance of large language models (LLMs) across diverse tasks. However, most existing prompt optimization methods only focus on the task-level performance,…
Any industrial system goes along with objectives to be met (e.g. economic performance), disturbances to handle (e.g. market fluctuations, catalyst decay, unexpected variations in uncontrolled flow rates and compositions,...), and…
We introduce the MATLAB-based software QuITO (Quasi-Interpolation based Trajectory Optimization) to numerically solve a wide class of constrained nonlinear optimal control problems (OCP). The solver is based on the QuITO (the same…
Achieving reactive robot behavior in complex dynamic environments is still challenging as it relies on being able to solve trajectory optimization problems quickly enough, such that we can replan the future motion at frequencies which are…
Many methods have been proposed to estimate how much effort is required to build and maintain software. Much of that research assumes a ``classic'' waterfall-based approach rather than contemporary projects (where the developing process may…
The operation of industrial facilities is a broad field for optimization. Industrial plants are often a) composed of several components, b) linked using network technology, c) physically interconnected and d) complex regarding the effect of…
Multi-objective optimization (MOO) has been widely studied in literature because of its versatility in human-centered decision making in real-life applications. Recently, demand for dynamic MOO is fast-emerging due to tough market dynamics…
In the current paper, we present an optimization system solving multi objective production scheduling problems (MOOPPS). The identification of Pareto optimal alternatives or at least a close approximation of them is possible by a set of…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…
Large language models (LLMs) have significant potential to improve operational efficiency in operations management. Deploying these models requires specifying a policy that governs response quality, shapes user experience, and influences…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
PLUMED is an open-source software package that is widely used for analyzing and enhancing molecular dynamics simulations that works in conjunction with most available molecular dynamics softwares. While the computational cost of PLUMED…
The paper addresses the problem of providing suitable reference trajectories in motion planning problems for autonomous vehicles. Among the various approaches to compute a reference trajectory, our aim is to find those trajectories which…
Black-box optimization (BBO) has a broad range of applications, including automatic machine learning, experimental design, and database knob tuning. However, users still face challenges when applying BBO methods to their problems at hand…