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In this paper, we present two control laws that are tailored for control applications in which computational and/or communication resources are scarce. Namely, we consider minimum attention control, where the `attention' that a control task…
This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space is denumerable and the transition and cost rates are allowed…
We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space…
We consider the problem of planning the aggregate energy consumption for a set of thermostatically controlled loads for demand response, accounting price forecast trajectory and thermal comfort constraints. We address this as a…
In this chapter, an integer linear programming formulation for the problem of obtaining task-relevant, multi-resolution, environment abstractions for resource-constrained autonomous agents is presented. The formulation leverages concepts…
This paper proposes an iterative methodology to integrate large-scale behavioral activity-based models with dynamic traffic assignment models. The main novelty of the proposed approach is the decoupling of the two parts, allowing the…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…
We consider a general linear program in standard form whose right-hand side constraint vector is subject to random perturbations. This defines a stochastic linear program for which, under general conditions, we characterize the fluctuations…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
In this paper, we study robust distributed sub-optimal coordination of linear agents subject to input nonlinearities. Inspired by the robust agreement literature, we formulate a bounded distributed sub-optimal coordination problem, in which…
This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…
We propose a stronger formulation of the precedence constraints and the station limits for the simple assembly line balancing problem. The linear relaxation of the improved integer program theoretically dominates all previous formulations…
We consider optimal swarm control problems where two different classes of agents are present. Continuum idealizations of large-scale swarms are used where the dynamics describe the evolution of the spatially-distributed densities of each…
This paper is devoted to the study of the dynamic optimization of several controlled crowd motion models in the general planar settings, which is an application of a class of optimal control problems involving a general nonconvex sweeping…
Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by…
We consider the problem of controlling the movement of multiple cooperating agents so as to minimize an uncertainty metric associated with a finite number of targets. In a one-dimensional mission space, we adopt an optimal control framework…