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We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time $(0,\epsilon)$-additive bicriteria approximation algorithm for finding optimal…

Data Structures and Algorithms · Computer Science 2025-02-12 Jeremy McMahan

This paper proposes a hierarchical decentralized reference governor for constrained cascade systems. The reference governor (RG) approach is reformulated in terms of receding horizon strategy such that a locally receding horizon…

Optimization and Control · Mathematics 2020-12-21 Shahram Aghaei , Abolghasem Daeichian , Vicenç Puig

We consider the problem of planning with participation constraints introduced in [Zhang et al., 2022]. In this problem, a principal chooses actions in a Markov decision process, resulting in separate utilities for the principal and the…

Computer Science and Game Theory · Computer Science 2022-05-17 Hanrui Zhang , Yu Cheng , Vincent Conitzer

This paper presents a novel reference governor scheme for overshoot mitigation in tracking control systems. Our proposed scheme, referred to as the Reference Governor with Dynamic Constraint (RG-DC), recasts the overshoot mitigation problem…

Systems and Control · Electrical Eng. & Systems 2020-06-25 C. Freiheit , D. M. Anand , H. R. Ossareh

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

The multi-timestep command governor (MCG) is an add-on algorithm that enforces constraints by modifying, at each timestep, the reference command to a pre-stabilized control system. The MCG can be interpreted as a Model-Predictive Control…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Mostafaali Ayubirad , Hamid R. Ossareh

A method for certifying exact input trackability for constrained discrete time linear systems is introduced in this paper. A signal is assumed to be drawn from a reference set and the system must track this signal with a linear combination…

Optimization and Control · Mathematics 2015-04-21 Tomasz T. Gorecki , Altuğ Bitlislioğlu , Giorgos Stathopoulos , Colin N. Jones

We consider the energy minimization problem for undirected graphical models, also known as MAP-inference problem for Markov random fields which is NP-hard in general. We propose a novel polynomial time algorithm to obtain a part of its…

Artificial Intelligence · Computer Science 2015-08-19 Paul Swoboda , Alexander Shekhovtsov , Jörg Hendrik Kappes , Christoph Schnörr , Bogdan Savchynskyy

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 introduces a novel approach to system identification for nonlinear input-output models that minimizes the simulation error and frames the problem as a constrained optimization task. The proposed method addresses vanishing…

Optimization and Control · Mathematics 2025-12-17 Vito Cerone , Sophie M. Fosson , Simone Pirrera , Diego Regruto

The reduction of constraints to obtain minimal representations of sets is a very common problem in many engineering applications. While well-established methodologies exist for the case of linear constraints, the problem of how to detect…

Systems and Control · Electrical Eng. & Systems 2020-06-29 Andres Cotorruelo , Ilya Kolmanovsky , Daniel R. Ramírez , Daniel Limon , Emanuele Garone

We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and…

Optimization and Control · Mathematics 2017-01-03 Matthias Köppe , Maurice Queyranne , Christopher Thomas Ryan

A gradient-based method is proposed for solving the linear quadratic regulator (LQR) problem for linear systems with nonlinear dependence on time-invariant probabilistic parametric uncertainties. The approach explicitly accounts for model…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Leilei Cui , Richard D. Braatz

This paper proposes a modular approach that combines the online convex optimization framework and reference governors to solve a constrained control problem featuring time-varying and a priori unknown cost functions. Compared to existing…

Systems and Control · Electrical Eng. & Systems 2025-07-14 Marko Nonhoff , Johannes Köhler , Matthias A. Müller

This paper presents a technique for designing output feedback controllers for constrained linear parameter-varying systems that are subject to persistent disturbances. Specifically, we develop an incremental parameter-varying output…

Systems and Control · Electrical Eng. & Systems 2025-07-24 Jackson G. Ernesto , Eugenio B. Castelan , Walter Lucia

This work addresses the output consensus problem of constrained heterogeneous multi-agent systems under a switching network with potential communication delays, where outputs are periodic and characterized by an exosystem. Since periodic…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Shibo Han , Bonan Hou , Chong Jin Ong

We present a new algorithm for exactly solving decision making problems represented as influence diagrams. We do not require the usual assumptions of no forgetting and regularity; this allows us to solve problems with simultaneous decisions…

Artificial Intelligence · Computer Science 2015-03-19 Denis Deratani Mauá , Cassio Polpo de Campos , Marco Zaffalon

In this paper we develop a method for learning nonlinear systems with multiple outputs and inputs. We begin by modelling the errors of a nominal predictor of the system using a latent variable framework. Then using the maximum likelihood…

Machine Learning · Statistics 2018-05-28 Per Mattsson , Dave Zachariah , Petre Stoica

We address the problem of the best uniform approximation by linear combinations of a finite system of functions. If the system is Chebyshev and the problem is unconstrained, then the classical Remez algorithm provides a fast and precise…

Numerical Analysis · Mathematics 2025-07-08 Vladimir Yu. Protasov , Rinat Kamalov

We consider the NP-hard problem of MAP-inference for undirected discrete graphical models. We propose a polynomial time and practically efficient algorithm for finding a part of its optimal solution. Specifically, our algorithm marks some…

Computer Vision and Pattern Recognition · Computer Science 2017-02-06 Alexander Shekhovtsov , Paul Swoboda , Bogdan Savchynskyy