Related papers: Solving infinite-horizon Dec-POMDPs using Finite S…
Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…
Finding optimal policies for Partially Observable Markov Decision Processes (POMDPs) is challenging due to their uncountable state spaces when transformed into fully observable Markov Decision Processes (MDPs) using belief states.…
The centralized training for decentralized execution paradigm emerged as the state-of-the-art approach to $\epsilon$-optimally solving decentralized partially observable Markov decision processes. However, scalability remains a significant…
We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural…
Constraint Programming (CP) is a declarative programming paradigm that allows for modeling and solving combinatorial optimization problems, such as the Job-Shop Scheduling Problem (JSSP). While CP solvers manage to find optimal or…
In this paper, for POMDPs, we provide the convergence of a Q learning algorithm for control policies using a finite history of past observations and control actions, and, consequentially, we establish near optimality of such limit Q…
The development of extremum seeking (ES) has progressed, over the past hundred years, from static maps, to finite-dimensional dynamic systems, to networks of static and dynamic agents. Extensions from ODE dynamics to maps and agents that…
This paper addresses the design and analysis of an extremum-seeking (ES) controller for scalar static maps in the context of infinite-dimensional dynamics governed by complex-valued partial differential equations (PDEs) of Schrodinger type.…
With the continuous growth of the global economy and markets, resource imbalance has risen to be one of the central issues in real logistic scenarios. In marine transportation, this trade imbalance leads to Empty Container Repositioning…
There is much interest in using partially observable Markov decision processes (POMDPs) as a formal model for planning in stochastic domains. This paper is concerned with finding optimal policies for POMDPs. We propose several improvements…
The Job-Shop Scheduling Problem (JSSP) and its variant, the Flexible Job-Shop Scheduling Problem (FJSSP), are combinatorial optimization problems studied thoroughly in the literature. Generally, the aim is to reduce the makespan of a…
We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…
The work studies the problem of decentralized constrained POMDPs in a team-setting where multiple nonstrategic agents have asymmetric information. Using an extension of Sion's Minimax theorem for functions with positive infinity and results…
Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…
Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…
This paper introduces a two-timescale hierarchical decentralized control architecture for Cyber-Physical Systems (CPS). The system consists of a global controller (GC), and N local controllers (LCs). The GC operates at a slower timescale,…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
This paper studies the extremum seeking control (ESC) problem for a class of constrained nonlinear systems. Specifically, we focus on a family of constraints allowing to reformulate the original nonlinear system in the so-called…
This paper considers an infinite-horizon Markov decision process (MDP) that allows for general non-exponential discount functions, in both discrete and continuous time. Due to the inherent time inconsistency, we look for a randomized…
This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…