Related papers: Integrating process design and control using reinf…
Optimization problems in engineering and applied mathematics are typically solved in an iterative fashion, by systematically adjusting the variables of interest until an adequate solution is found. The iterative algorithms that govern these…
This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…
Placement Optimization is an important problem in systems and chip design, which consists of mapping the nodes of a graph onto a limited set of resources to optimize for an objective, subject to constraints. In this paper, we start by…
This paper proposes a reinforcement learning-based method for microservice resource scheduling and optimization, aiming to address issues such as uneven resource allocation, high latency, and insufficient throughput in traditional…
Making optimal decisions under uncertainty is a shared problem among distinct fields. While optimal control is commonly studied in the framework of dynamic programming, it is approached with differing perspectives of the Bellman optimality…
Quadratic programming is a workhorse of modern nonlinear optimization, control, and data science. Although regularized methods offer convergence guarantees under minimal assumptions on the problem data, they can exhibit the slow…
Assemblies of modular subsystems are being pressed into service to perform sensing, reasoning, and decision making in high-stakes, time-critical tasks in such areas as transportation, healthcare, and industrial automation. We address the…
We propose a new low-cost machine-learning-based methodology which assists designers in reducing the gap between the problem and the solution in the design process. Our work applies reinforcement learning (RL) to find the optimal…
We design and analyze a novel accelerated gradient-based algorithm for a class of bilevel optimization problems. These problems have various applications arising from machine learning and image processing, where optimal solutions of the two…
We consider networked control systems consisting of multiple independent controlled subsystems, operating over a shared communication network. Such systems are ubiquitous in cyber-physical systems, Internet of Things, and large-scale…
Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks,…
Engineering system design, viewed as a decision-making process, faces challenges due to complexity and uncertainty. In this paper, we present a framework proposing the use of the Deep Q-learning algorithm to optimize the design of…
In optimal control problems, disturbances are typically dealt with using robust solutions, such as H-infinity or tube model predictive control, that plan control actions feasible for the worst-case disturbance. Yet, planning for every…
The security-constrained optimal power flow (SCOPF) is fundamental in power systems and connects the automatic primary response (APR) of synchronized generators with the short-term schedule. Every day, the SCOPF problem is repeatedly solved…
Many real-world systems problems require reasoning about the long term consequences of actions taken to configure and manage the system. These problems with delayed and often sequentially aggregated reward, are often inherently…
Decision-making problems are commonly formulated as optimization problems, which are then solved to make optimal decisions. In this work, we consider the inverse problem where we use prior decision data to uncover the underlying…
Sampling-based model predictive control (MPC) has found significant success in optimal control problems with non-smooth system dynamics and cost function. Many machine learning-based works proposed to improve MPC by a) learning or…
In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…
Sequential decision making, commonly formalized as Markov Decision Process (MDP) optimization, is a important challenge in artificial intelligence. Two key approaches to this problem are reinforcement learning (RL) and planning. This paper…
This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…