Related papers: A Bilevel Optimization Scheme for Persistent Monit…
We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…
Due to the hierarchical structure of many machine learning problems, bilevel programming is becoming more and more important recently, however, the complicated correlation between the inner and outer problem makes it extremely challenging…
Many large-scale constrained optimization problems can be formulated as bilevel distributed optimization tasks over undirected networks, where agents collaborate to minimize a global cost function while adhering to constraints, relying only…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
In this work, we study the bilinear optimal stabilization of a non-homogeneous Fokker-Planck equation. We first study the problem of optimal control in a finite-time interval and then focus on the case of the infinite time horizon. We…
This paper presents a decentralized algorithm for a team of agents to track time-varying fixed points that are the solutions to time-varying convex optimization problems. The algorithm is first-order, and it allows for total asynchrony in…
Bilevel optimization is characterized by a two-level optimization structure, where the upper-level problem is constrained by optimal lower-level solutions, and such structures are prevalent in real-world problems. The constraint by optimal…
This paper investigates the robustness of a novel high-dimensional continuification control method for complex multi-agent systems. We begin by formulating a partial differential equation describing the spatio-temporal density dynamics of…
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…
This work considers the problem of passively monitoring multiple moving targets with a single unmanned aerial vehicle (UAV) agent equipped with a direction-finding radar. This is in general a challenging problem due to the unobservability…
In this paper, we study robust distributed sub-optimal coordination of linear agents subject to input nonlinearities. Inspired by the robust agreement literature, we formulate a bounded distributed sub-optimal coordination problem, in which…
In this work we propose an improvement of the $x$-space algorithm developed for solving a class of min--max bilevel optimization problems (Tang Y., Richard J.P.P., Smith J.C. (2016), A class of algorithms for mixed-integer bilevel min--max…
This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…
We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…
Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…
In this paper, we investigate the problem of joint searching and tracking of multiple mobile targets by a group of mobile agents. The targets appear and disappear at random times inside a surveillance region and their positions are random…
Automated hyperparameter search in machine learning, especially for deep learning models, is typically formulated as a bilevel optimization problem, with hyperparameter values determined by the upper level and the model learning achieved by…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
The inverse linear-quadratic optimal control problem is a system identification problem whose aim is to recover the quadratic cost function and hence the closed-loop system matrices based on observations of optimal trajectories. In this…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…