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In this paper, we investigate a decentralized stochastic control problem with two agents, where a part of the memory of the second agent is also available to the first agent at each instance of time. We derive a structural form for optimal…

Optimization and Control · Mathematics 2022-06-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Inventory management problems with periodic and controllable resets occur in the context of managing water storage in the developing world and retailing limited-time availability products. In this paper, we consider a set of sequential…

Optimization and Control · Mathematics 2022-09-09 Yoon Lee , Yonatan Mintz , Anil Aswani , Zuo-Jun Max Shen , Cong Yang

Methods for reconstructing the topology of complex networks from time-resolved observations of node dynamics are gaining relevance across scientific disciplines. Of biggest practical interest are methods that make no assumptions about…

In this work we deal with the optimal design and optimal control of structures undergoing large rotations. In other words, we show how to find the corresponding initial configuration and the corresponding set of multiple load parameters in…

Neural and Evolutionary Computing · Computer Science 2009-02-10 A. Ibrahimbegovic , C. Knopf-Lenoir , A. Kucerova , P. Villon

Real-world control systems require policies that are not only high-performing but also interpretable and robust. A promising direction toward this goal is model-based control, which learns system dynamics and cost functions from historical…

Systems and Control · Electrical Eng. & Systems 2025-11-20 Yuexin Bian , Jie Feng , Yuanyuan Shi

The goal of a sequential decision making problem is to design an interactive policy that adaptively selects a group of items, each selection is based on the feedback from the past, in order to maximize the expected utility of selected…

Data Structures and Algorithms · Computer Science 2022-09-13 Shaojie Tang

We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…

Optimization and Control · Mathematics 2021-06-18 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , François Pacaud

Time-optimal control of a multi-rotor remains an open problem due to the under-actuation and nonlinearity of its dynamics, which make it difficult to solve this problem directly. In this paper, the time-optimal control problem of the…

Robotics · Computer Science 2024-01-12 Guangyu Zhang , Yongjie Zheng , Yuqing He , Liying Yang , Hongyu Nie , Chaoxiong Huang , Yiwen Zhao

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…

Optimization and Control · Mathematics 2018-01-11 Shana Moothedath , Prasanna Chaporkar , Madhu N. Belur

We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…

Optimization and Control · Mathematics 2008-12-18 Didier Henrion , Jean B. Lasserre , Carlo Savorgnan

Estimating optimal dynamic policies from offline data is a fundamental problem in dynamic decision making. In the context of causal inference, the problem is known as estimating the optimal dynamic treatment regime. Even though there exists…

Econometrics · Economics 2023-12-15 Qizhao Chen , Morgane Austern , Vasilis Syrgkanis

Stable computational algorithms for the approximate solution of the Cauchy problem for nonstationary problems are based on implicit time approximations. Computational costs for boundary value problems for systems of coupled multidimensional…

Numerical Analysis · Mathematics 2024-03-28 P. N. Vabishchevich

The effectiveness of many optimal network control algorithms (e.g., BackPressure) relies on the premise that all of the nodes are fully controllable. However, these algorithms may yield poor performance in a partially-controllable network…

Networking and Internet Architecture · Computer Science 2019-01-08 Qingkai Liang , Eytan Modiano

A task decomposition method for iterative learning model predictive control is presented. We consider a constrained nonlinear dynamical system and assume the availability of state-input pair datasets which solve a task T1. Our objective is…

Systems and Control · Electrical Eng. & Systems 2020-03-13 Charlott Vallon , Francesco Borrelli

We present a hierarchical computation approach for solving finite-time optimal control problems using operator splitting methods. The first split is performed over the time index and leads to as many subproblems as the length of the…

Optimization and Control · Mathematics 2013-04-09 Georgios Stathopoulos , Tamás Keviczky , Yang Wang

We focus on developing efficient and reliable policy optimization strategies for robot learning with real-world data. In recent years, policy gradient methods have emerged as a promising paradigm for training control policies in simulation.…

Machine Learning · Computer Science 2023-11-07 Tyler Westenbroek , Jacob Levy , David Fridovich-Keil

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…

Optimization and Control · Mathematics 2007-05-23 S. A. Belbas
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