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Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…

Probability · Mathematics 2012-05-07 Amarjit Budhiraja , Arka P. Ghosh

In this paper we address the complexity of solving linear programming problems with a set of differential equations that converge to a fixed point that represents the optimal solution. Assuming a probabilistic model, where the inputs are…

Computational Complexity · Computer Science 2007-05-23 Asa Ben-Hur , Joshua Feinberg , Shmuel Fishman , Hava T. Siegelmann

Diffusion models have attained prominence for their ability to synthesize a probability distribution for a given dataset via a diffusion process, enabling the generation of new data points with high fidelity. However, diffusion processes…

Machine Learning · Computer Science 2024-11-25 Shervin Khalafi , Dongsheng Ding , Alejandro Ribeiro

This paper is concerned with the design of a linear control law for linear systems with stationary additive disturbances. The objective is to find a state feedback gain that minimizes a quadratic stage cost function, while observing chance…

Optimization and Control · Mathematics 2025-10-03 Georg Schildbach , Paul Goulart , Manfred Morari

This paper considers the problem of designing a dynamical system to solve constrained optimization problems in a distributed way and in an anytime fashion (i.e., such that the feasible set is forward invariant). For problems with separable…

Optimization and Control · Mathematics 2023-09-07 Pol Mestres , Jorge Cortés

In this paper, an alternative Discrete skew Logistic distribution is proposed, which is derived by using the general approach of discretizing a continuous distribution while retaining its survival function. The properties of the…

Methodology · Statistics 2016-04-07 Deepesh Bhati , Subrata Chakraborty , Snober Gowhar Lateef

Many stochastic optimization problems include chance constraints that enforce constraint satisfaction with a specific probability; however, solving an optimization problem with chance constraints assumes that the solver has access to the…

Optimization and Control · Mathematics 2021-09-21 Joshua Comden , Ahmed S. Zamzam , Andrey Bernstein

We construct a new family of chance constrained directional models in stochastic data envelopment analysis, generalizing the deterministic directional models and the chance constrained radial models. We prove that chance constrained…

Probability · Mathematics 2024-10-21 Vicente J. Bolos , Rafael Benitez , Vicente Coll-Serrano

In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

We present a methodology for predictable and safe covariance steering control of uncertain nonlinear stochastic processes. The systems under consideration are subject to general uncertainties, which include unbounded random disturbances…

Systems and Control · Electrical Eng. & Systems 2025-09-08 Aditya Gahlawat , Vivek Khatana , Duo Wang , Sambhu H. Karumanchi , Naira Hovakimyan , Petros Voulgaris

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

We consider the problem of direct data-driven predictive control for unknown stochastic linear time-invariant (LTI) systems with partial state observation. Building upon our previous research on data-driven stochastic control, this paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

This paper presents a novel dynamic coverage control algorithm allowing a group of robots to track an optimal-deployment configuration for arbitrary time-varying density functions. Building on singular perturbation theory, the proposed…

Optimization and Control · Mathematics 2025-12-03 Brandon Bao , Jorge Cortes , Sonia Martinez

We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…

Optimization and Control · Mathematics 2018-10-30 Thinh T. Doan , Siva Theja Maguluri , Justin Romberg

We propose a scalable method for forward stochastic reachability analysis for uncontrolled linear systems with affine disturbance. Our method uses Fourier transforms to efficiently compute the forward stochastic reach probability measure…

Systems and Control · Computer Science 2017-02-14 Abraham P. Vinod , Baisravan Homchaudhuri , Meeko M. K. Oishi

We study a discrete time queueing system where deterministic arrivals have i.i.d. exponential delays $\xi_{i}$. The standard deviation $\sigma$ of the delay is finite, but its value is much larger than the deterministic unit service time.…

Probability · Mathematics 2017-01-02 Carlo Lancia , Gianluca Guadagni , Sokol Ndreca , Benedetto Scoppola

This paper studies the distributed control and estimation of multi-agent systems based on bearing information. In particular, we consider two problems: (i) the distributed control of bearing-constrained formations using relative position…

Systems and Control · Computer Science 2015-03-31 Shiyu Zhao , Daniel Zelazo

This work addresses the problem of vehicle path planning in the presence of obstacles and uncertainties, which is a fundamental problem in robotics. While many path planning algorithms have been proposed for decades, many of them have dealt…

Optimization and Control · Mathematics 2018-09-11 Kazuhide Okamoto , Panagiotis Tsiotras

We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…

Systems and Control · Electrical Eng. & Systems 2025-10-07 Johannes Teutsch , Sebastian Kerz , Dirk Wollherr , Marion Leibold

This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions…

Systems and Control · Electrical Eng. & Systems 2022-03-09 Pushpak Jagtap , Dimos V. Dimarogonas