Related papers: Online Abstract Dynamic Programming with Contracti…
We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…
Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…
Autonomous robot navigation systems often rely on hierarchical planning, where global planners compute collision-free paths without considering dynamics, and local planners enforce dynamics constraints to produce executable commands. This…
In this paper, we introduce Path Integral Networks (PI-Net), a recurrent network representation of the Path Integral optimal control algorithm. The network includes both system dynamics and cost models, used for optimal control based…
In online interval scheduling, the input is an online sequence of intervals, and the goal is to accept a maximum number of non-overlapping intervals. In the more general disjoint path allocation problem, the input is a sequence of requests,…
We study online adaptive policy selection in systems with time-varying costs and dynamics. We develop the Gradient-based Adaptive Policy Selection (GAPS) algorithm together with a general analytical framework for online policy selection via…
We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…
In the dynamic network model, the communication graph is assumed to be connected in every round but is otherwise arbitrary. We consider the related setting of $p$-partitioned dynamic networks, in which the communication graph in each round…
In our daily lives and industrial settings, we often encounter dynamic problems that require reasoning over time and metric constraints. These include tasks such as scheduling, routing, and production sequencing. Dynamic logics have…
Differential privacy (DP) is a formal notion that restricts the privacy leakage of an algorithm when running on sensitive data, in which privacy-utility trade-off is one of the central problems in private data analysis. In this work, we…
Advanced persistent threat (APT) is a kind of stealthy, sophisticated, and long-term cyberattack that has brought severe financial losses and critical infrastructure damages. Existing works mainly focus on APT defense under stable network…
Model predictive control (MPC) is a powerful technique for solving dynamic control tasks. In this paper, we show that there exists a close connection between MPC and online learning, an abstract theoretical framework for analyzing online…
This paper considers a class of real-time decision making problems to minimize the expected value of a function that depends on a random variable $\xi$ under an unknown distribution $\mathbb{P}$. In this process, samples of $\xi$ are…
Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…
We consider a discounted cost constrained Markov decision process (CMDP) policy optimization problem, in which an agent seeks to maximize a discounted cumulative reward subject to a number of constraints on discounted cumulative utilities.…
We present a unified framework for minimizing average completion time for many seemingly disparate online scheduling problems, such as the traveling repairperson problems (TRP), dial-a-ride problems (DARP), and scheduling on unrelated…
This paper presents a novel non-stationary dynamic pricing algorithm design, where pricing agents face incomplete demand information and market environment shifts. The agents run price experiments to learn about each product's demand curve…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
Safely integrating unmanned aerial vehicles into civil airspace is contingent upon development of a trustworthy collision avoidance system. This paper proposes an approach whereby a parameterized resolution logic that is considered trusted…
This paper considers a time-varying optimization problem associated with a network of systems, with each of the systems shared by (and affecting) a number of individuals. The objective is to minimize cost functions associated with the…