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Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by…

Systems and Control · Electrical Eng. & Systems 2022-01-10 Jared Miller , Didier Henrion , Mario Sznaier

Peak estimation of hybrid systems aims to upper bound extreme values of a state function along trajectories, where this state function could be different in each subsystem. This finite-dimensional but nonconvex problem may be lifted into an…

Optimization and Control · Mathematics 2023-03-22 Jared Miller , Mario Sznaier

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

Optimization and Control · Mathematics 2021-03-25 Jared Miller , Didier Henrion , Mario Sznaier , Milan Korda

We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…

Systems and Control · Computer Science 2018-07-27 Weiqiao Han , Russ Tedrake

This paper considers the H\infty-optimal estimation problem for linear systems with multiple delays in states, output, and disturbances. First, we formulate the H\infty-optimal estimation problem in the Delay-Differential Equation (DDE)…

Optimization and Control · Mathematics 2020-04-10 Shuangshuang Wu , Sachin Shivakumar , Matthew M. Peet , Changchun Hua

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…

Optimization and Control · Mathematics 2017-10-13 Victor Magron , Christophe Prieur

We consider nonlinear optimal control problems (OCPs) for which all problem data are polynomial. In the first part of the paper, we review how occupation measures can be used to approximate pointwise the optimal value function of a given…

Optimization and Control · Mathematics 2008-12-18 Didier Henrion , Jean B. Lasserre , Carlo Savorgnan

This paper presents algorithms that upper-bound the peak value of a state function along trajectories of a continuous-time system with rational dynamics. The finite-dimensional but nonconvex peak estimation problem is cast as a convex…

Optimization and Control · Mathematics 2024-03-26 Jared Miller , Roy S. Smith

In the wake of the 2020 COVID-19 epidemic, much work has been performed on the development of mathematical models for the simulation of the epidemic, and of disease models generally. Most works follow the susceptible-infected-removed (SIR)…

Numerical Analysis · Mathematics 2022-05-18 Nicola Guglielmi , Elisa Iacomini , Alex Viguerie

We consider compartmental models in epidemiology. For the study of the divergence of the stochastic model from its corresponding deterministic limit (i.e., the solution of an ODE) for long time horizon, a large deviations principle suggests…

Probability · Mathematics 2015-01-16 Peter Kratz , Etienne Pardoux , Brice Samegni Kepgnou

We propose Deterministic Sequencing of Exploration and Exploitation (DSEE) algorithm with interleaving exploration and exploitation epochs for model-based RL problems that aim to simultaneously learn the system model, i.e., a Markov…

Machine Learning · Computer Science 2022-12-21 Piyush Gupta , Vaibhav Srivastava

Viewing stochastic processes through the lens of occupation measures has proved to be a powerful angle of attack for the theoretical and computational analysis of stochastic optimal control problems. We present a simple modification of the…

Optimization and Control · Mathematics 2025-01-20 Flemming Holtorf , Alan Edelman , Christopher Rackauckas

Motivated by the proliferation of mobile devices, we consider a basic form of the ubiquitous problem of time-delay estimation (TDE), but with communication constraints between two non co-located sensors. In this setting, when joint…

Signal Processing · Electrical Eng. & Systems 2024-12-05 Amir Weiss , Yuval Kochman , Gregory W. Wornell

In this paper, we present an approach for designing feedback controllers for polynomial systems that maximize the size of the time-limited backwards reachable set (BRS). We rely on the notion of occupation measures to pose the synthesis…

Robotics · Computer Science 2013-06-03 Anirudha Majumdar , Ram Vasudevan , Mark M. Tobenkin , Russ Tedrake

Obtaining initial conditions and parameterizations leading to a model consistent with available measurements or safety specifications is important for many applications. Examples include model (in-)validation, prediction, fault diagnosis,…

Optimization and Control · Mathematics 2013-03-20 Stefan Streif , Philipp Rumschinski , Didier Henrion , Rolf Findeisen

In the Staged Progression (SP) epidemic models, infected individuals are classified into a suitable number of states. The goal of these models is to describe as closely as possible the effect of differences in infectiousness exhibited by…

Dynamical Systems · Mathematics 2024-02-08 Luis Sanz-Lorenzo , Rafael Bravo de la Parra

This work addresses the occupation measure relaxation of calculus of variations problems, which is an infinite-dimensional linear programming relaxation amenable to numerical approximation by a hierarchy of semidefinite optimization…

Optimization and Control · Mathematics 2023-03-07 Didier Henrion , Milan Korda , Martin Kružík , Rodolfo Rios-Zertuche

Epidemiological delays, such as incubation periods, serial intervals, and hospital lengths of stay, are among key quantities in infectious disease epidemiology that inform public health policy and clinical practice. This information is used…

We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…

Optimization and Control · Mathematics 2019-05-29 Vivek S. Borkar , Vladimir Gaitsgory , Ilya Shvartsman

This paper addresses the quantitative verification of finite-time constrained occupation time for stochastic continuous-time systems governed by stochastic differential equations (SDEs). Unlike classical reachability analysis, which focuses…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Bai Xue , C. -H. Luke Ong
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