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This paper is in the field of stochastic Multi-Armed Bandits (MABs), i.e., those sequential selection techniques able to learn online using only the feedback given by the chosen option (a.k.a. arm). We study a particular case of the rested…

Machine Learning · Computer Science 2022-12-08 Alberto Maria Metelli , Francesco Trovò , Matteo Pirola , Marcello Restelli

In this paper, we propose a Model-Based Reinforcement Learning (MBRL) algorithm for Partially Measurable Systems (PMS), i.e., systems where the state can not be directly measured, but must be estimated through proper state observers. The…

Robotics · Computer Science 2021-01-22 Fabio Amadio , Alberto Dalla Libera , Ruggero Carli , Daniel Nikovski , Diego Romeres

We propose and solve a stochastic dynamic programming (DP) problem addressing the optimal provision of regulation service reserves (RSR) by controlling dynamic demand preferences in smart buildings. A major contribution over past dynamic…

Systems and Control · Computer Science 2017-07-26 Bowen Zhang , Michael C. Caramanis , John Baillieul

This paper presents a new Python software for the parametric design of stabilizing feedback laws with time delays, called Partial Pole Placement via Delay Action (P3$\delta$). After an introduction recalling recent theoretical results on…

Optimization and Control · Mathematics 2020-12-03 Islam Boussaada , Guilherme Mazanti , Silviu-Iulian Niculescu , Julien Huynh , Franck Sim , Matthieu Thomas

In this paper, a Priority-based Dynamic REsource Allocation with decentralized Multi-task assignment (P-DREAM) approach is presented to protect a territory from highly manoeuvring intruders. In the first part, static optimization problems…

Systems and Control · Electrical Eng. & Systems 2023-07-20 Shridhar Velhal , Suresh Sundaram , Narasimhan Sundararajan

We study Reinforcement Learning for partially observable dynamical systems using function approximation. We propose a new \textit{Partially Observable Bilinear Actor-Critic framework}, that is general enough to include models such as…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

Load balancing is a common approach in web server farms or inventory routing problems. An important issue in such systems is to determine the server to which an incoming request should be routed to optimize a given performance criteria. In…

Performance · Computer Science 2018-10-19 Urtzi Ayesta , Manu K Gupta , Ina Maria Verloop

This paper presents a sequential Model Predictive Control (MPC) approach to reactive motion planning for bipedal robots in dynamic environments. The approach relies on a sequential polytopic decomposition of the free space, which provides…

Motivated by the need for adaptive, secure and responsive scheduling in a great range of computing applications, including human-centered and time-critical applications, this paper proposes a scheduling framework that seamlessly adds…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-14 Georgios C. Chasparis , Vladimir Janjic , Michael Rossbory

We consider a general multi-armed bandit problem with correlated (and simple contextual and restless) elements, as a relaxed control problem. By introducing an entropy regularisation, we obtain a smooth asymptotic approximation to the value…

Optimization and Control · Mathematics 2022-09-07 Samuel N. Cohen , Tanut Treetanthiploet

We study reinforcement learning with function approximation for large-scale Partially Observable Markov Decision Processes (POMDPs) where the state space and observation space are large or even continuous. Particularly, we consider Hilbert…

Machine Learning · Computer Science 2022-06-27 Masatoshi Uehara , Ayush Sekhari , Jason D. Lee , Nathan Kallus , Wen Sun

We consider the scheduling problem concerning N projects. Each project evolves as a multi-state Markov process. At each time instant, one project is scheduled to work, and some reward depending on the state of the chosen project is…

Optimization and Control · Mathematics 2016-02-02 Kehao Wang

Most work on sequential learning assumes a fixed set of actions that are available all the time. However, in practice, actions can consist of picking subsets of readings from sensors that may break from time to time, road segments that can…

Machine Learning · Computer Science 2026-04-29 Gergely Neu , Michal Valko

This paper introduces a resource allocation framework specifically tailored for addressing the problem of dynamic placement (or pinning) of parallelized applications to processing units. Under the proposed setup each thread of the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-28 Georgios C. Chasparis , Michael Rossbory

Model predictive control (MPC) has emerged as an effective strategy for water distribution systems (WDSs) management. However, it is hampered by the computational burden for large-scale WDSs due to the combinatorial growth of possible…

Systems and Control · Electrical Eng. & Systems 2024-06-11 Saskia Putri , Faegheh Moazeni , Javad Khazaei

We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…

Optimization and Control · Mathematics 2024-04-02 Andrew E. B. Lim , Zhao-Xuan Wei , Hanqin Zhang

This paper presents an efficient suboptimal model predictive control (MPC) algorithm for nonlinear switched systems subject to minimum dwell time constraints (MTC). While MTC are required for most physical systems due to stability, power…

Optimization and Control · Mathematics 2022-02-16 Yutao Chen , Mircea Lazar

In dynamic ride-sharing systems, intelligent repositioning of idle vehicles enables service providers to maximize vehicle utilization and minimize request rejection rates as well as customer waiting times. In current practice, this task is…

Optimization and Control · Mathematics 2020-09-30 Martin Pouls , Anne Meyer , Nitin Ahuja

We present a data-efficient reinforcement learning algorithm resistant to observation noise. Our method extends the highly data-efficient PILCO algorithm (Deisenroth & Rasmussen, 2011) into partially observed Markov decision processes…

Machine Learning · Statistics 2016-02-09 Rowan McAllister , Carl Edward Rasmussen

This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-13 Xiaopei Zhang , Xingang Wang , Xin Wang