Related papers: An Efficient Algorithm to Compute Norms for Finite…
This paper analyzes the computational complexity of validated interval methods for uncertain nonlinear systems and steady-state enclosure. Interval analysis produces guaranteed enclosures that account for uncertainty and round-off, but its…
Modern Reinforcement Learning (RL) is commonly applied to practical problems with an enormous number of states, where function approximation must be deployed to approximate either the value function or the policy. The introduction of…
We present a quantum algorithm for systems of (possibly inhomogeneous) linear ordinary differential equations with constant coefficients. The algorithm produces a quantum state that is proportional to the solution at a desired final time.…
In this paper, we propose an improved method for computing the $\mathcal{H}_\infty$ norm of linear dynamical systems that results in a code that is often several times faster than existing methods. By using standard optimization tools to…
This paper revisits and extends the convergence and robustness properties of value and policy iteration algorithms for discrete-time linear quadratic regulator problems. In the model-based case, we extend current results concerning the…
We give polynomial-time algorithms for the exact computation of lowest-energy (ground) states, worst margin violators, log partition functions, and marginal edge probabilities in certain binary undirected graphical models. Our approach…
We introduce a new quantum optimization algorithm for dense Linear Programming problems, which can be seen as the quantization of the Interior Point Predictor-Corrector algorithm \cite{Predictor-Corrector} using a Quantum Linear System…
We consider the continuous-time Linear-Quadratic-Regulator (LQR) problem in terms of optimizing a real-valued matrix function over the set of feedback gains. The results developed are in parallel to those in Bu et al. [1] for discrete-time…
A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…
We present a method leveraging extreme learning machine (ELM) type randomized neural networks (NNs) for learning the exact time integration algorithm for initial value problems (IVPs). The exact time integration algorithm for non-autonomous…
This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…
In this paper, we present and analyze an interior penalty discontinuous Galerkin method for the distributed elliptic optimal control problems. It is based on a reconstructed discontinuous approximation which admits arbitrarily high-order…
This paper introduces a novel Differential Dynamic Programming (DDP) algorithm for solving discrete-time finite-horizon optimal control problems with inequality constraints. Two variants, namely Feasible- and Infeasible-IPDDP algorithms,…
We consider load scheduling on constrained continuous-time linear dynamical systems, such as automated irrigation and other distribution networks. The requested loads are rigid, i.e., the shapes cannot be changed. Hence, it is only possible…
This paper presents a novel approach for the identification of linear time-periodic (LTP) systems in continuous time. This method is based on harmonic modeling and consists in converting any LTP system into an equivalent LTI system with…
An estimation problem of fundamental interest is that of phase synchronization, in which the goal is to recover a collection of phases using noisy measurements of relative phases. It is known that in the Gaussian noise setting, the maximum…
Sparse learning has recently received increasing attention in many areas including machine learning, statistics, and applied mathematics. The mixed-norm regularization based on the l1q norm with q>1 is attractive in many applications of…
Risk-sensitive linear quadratic regulator is one of the most fundamental problems in risk-sensitive optimal control. In this paper, we study online adaptive control of risk-sensitive linear quadratic regulator in the finite horizon episodic…
We consider classical estimators for a class of physically realizable linear quantum systems. Optimal estimation using a complex Kalman filter for this problem has been previously explored. Here, we study robust $H_\infty$ estimation for…
We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…