Related papers: Turnpike in optimal control of PDEs, ResNets, and …
Following [21, 23], the present work investigates a new relative entropy-regularized algorithm for solving the optimal transport on a graph problem within the randomized shortest paths formalism. More precisely, a unit flow is injected into…
This paper designs traffic signal control policies for a network of signalized intersections without knowing the demand and parameters. Within a model predictive control (MPC) framework, control policies consist of an algorithm that…
Existing macroscopic traffic control methods often struggle to strictly regulate rare, safety-critical extreme events under stochastic disturbances. In this paper, we develop a rare chance-constrained optimal control framework for…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
The effectiveness of many optimal network control algorithms (e.g., BackPressure) relies on the premise that all of the nodes are fully controllable. However, these algorithms may yield poor performance in a partially-controllable network…
In this paper, we develop a rigorous optimal control-theoretic approach to Transformer training that respects key structural constraints such as (i) realized-input-independence during execution, (ii) the ensemble control nature of the…
In this paper we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is…
Jerk-constrained trajectories offer a wide range of advantages that collectively improve the performance of robotic systems, including increased energy efficiency, durability, and safety. In this paper, we present a novel approach to…
We study the optimal transport problem for pairs of stationary finite-state Markov chains, with an emphasis on the computation of optimal transition couplings. Transition couplings are a constrained family of transport plans that capture…
The goal of traffic management is efficiently utilizing network resources via adapting of source sending rates and routes selection. Traditionally, this problem is formulated into a utilization maximization problem. The single-path routing…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…
We study an optimal process control problem with multiple assignable causes. The process is initially in-control but is subject to random transition to one of multiple out-of-control states due to assignable causes. The objective is to find…
As the speed and the dynamic range of computer networks evolve, the issue of efficient traffic management becomes increasingly important. This work describes an approach to traffic management using explicit rate information provided to the…
This brief proposes a quasi time-fuel optimal control strategy to solve the dynamic tracking problem of unmanned systems when fuel and control input are limited. This kind of motion planning and control strategy could bring the biggest…
This work is concerned with two optimisation problems that we tackle from a qualitative perspective. The first one deals with quantitative inequalities for spectral optimisation problems for Schr\"{o}dinger operators in general domains, the…
We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…
In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…