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A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…
This paper proposes a framework for adaptively learning a feedback linearization-based tracking controller for an unknown system using discrete-time model-free policy-gradient parameter update rules. The primary advantage of the scheme over…
In this paper, we propose a model-based machine-learning approach for dual-polarization systems by parameterizing the split-step Fourier method for the Manakov-PMD equation. The resulting method combines hardware-friendly time-domain…
This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…
This paper proposes a robust self-triggered distributed model predictive control (DMPC) scheme for a family of Discrete-Time linear systems with local (uncoupled) and global (coupled) constraints. To handle the additive disturbance,…
Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…
Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
This paper considers nonlinear regular-singular stochastic optimal control of large insurance company. The company controls the reinsurance rate and dividend payout process to maximize the expected present value of the dividend pay-outs…
Douglas-Rachford splitting and its equivalent dual formulation ADMM are widely used iterative methods in composite optimization problems arising in control and machine learning applications. The performance of these algorithms depends on…
This paper proposes a novel robust reinforcement learning framework for discrete-time linear systems with model mismatch that may arise from the sim-to-real gap. A key strategy is to invoke advanced techniques from control theory. Using the…
Alignment is vital for safely deploying large language models (LLMs). Existing techniques are either reward-based (training a reward model on preference pairs and optimizing with reinforcement learning) or reward-free (directly fine-tuning…
This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…
This paper explores the role of regularization in data-driven predictive control (DDPC) through the lens of convex relaxation. Using a bi-level optimization framework, we model system identification as an inner problem and predictive…
In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…
Many programs evaluated in observational studies incorporate a sequential structure, where individuals may be assigned to various programs over time. While this complexity is often simplified by analyzing programs at single points in time,…
This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…
In this paper we explore the relation between distributionally robust learning and different forms of regularization to enforce robustness of deep neural networks. In particular, starting from a concrete min-max distributionally robust…
Many challenging tasks in sensor networks, including sensor calibration, ranking of nodes, monitoring, event region detection, collaborative filtering, collaborative signal processing, {\em etc.}, can be formulated as a problem of solving a…
Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…
Periodic operation often emerges as the economically optimal mode in industrial processes, particularly under varying economic or environmental conditions. This paper proposes a robust model predictive control (MPC) framework for uncertain…