Related papers: On the Regularity of Optimal Dynamic Blocking Stra…
We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well…
We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…
In this paper we investigate real-time, dynamic traffic optimization in railway systems. In order to enable practical solution times, we operate the optimizer in a receding horizon fashion and with optimization horizons that are shorter…
Best subset selection is considered the `gold standard' for many sparse learning problems. A variety of optimization techniques have been proposed to attack this non-smooth non-convex problem. In this paper, we investigate the dual forms of…
Within the standard framework of quasi-steady flight, this paper derives a speed that realizes the maximal obtainable range per unit of fuel. If this speed is chosen at each instant of a flight plan $h(x)$ giving altitude $h$ as a function…
The fully dynamic transitive closure problem asks to maintain reachability information in a directed graph between arbitrary pairs of vertices, while the graph undergoes a sequence of edge insertions and deletions. The problem has been…
For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower…
This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…
Modern power systems integrate renewable distributed energy resources (DERs) as an environment-friendly enhancement to meet the ever-increasing demands. However, the inherent unreliability of renewable energy renders developing DER…
We consider a classical stochastic control problem in which a diffusion process is controlled by a withdrawal process up to a termination time. The objective is to maximize the expected discounted value of the withdrawals until the…
The unrestricted block relocation problem is an important optimization problem encountered at terminals, where containers are stored in stacks. It consists in determining the minimum number of container moves so as to empty the considered…
We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…
General criterion for best efficiency of the interaction of a complex system with an ever-changing environment is derived. Its exclusive property, set by boundedness, is that the highly non-trivial interplay between parameters that…
For a broad class of nonlinear systems, we formulate the problem of guaranteeing safety with optimality under constraints. Specifically, we define controlled safety for differential inclusions with constraints on the states and the inputs.…
Wall-clock-time is minimized for a solution to a linear-program with block-diagonal-structure, by decomposing the linear-program into as many small-sized subproblems as possible, each block resulting in a separate subproblem, when the…
This paper deals with the classical problem of exploring a ring by a cohort of synchronous robots. We focus on the perpetual version of this problem in which it is required that each node of the ring is visited by a robot infinitely often.…
We consider the technologically relevant costs of operating a reliable bit that can be erased rapidly. We find that both erasing and reliability times are non-monotonic in the underlying friction, leading to a trade-off between erasing…
Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…
Since a few years there is an increasing interest in minimizing the energy consumption of computing systems. However in a shared computing system, users want to optimize their experienced quality of service, at the price of a high energy…