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In many real-world optimization problems, more than one objective plays a role and input parameters are subject to uncertainty. In this paper, motivated by applications in disaster relief and public facility location, we model and solve a…

Optimization and Control · Mathematics 2020-04-24 Sophie N. Parragh , Fabien Tricoire , Walter Gutjahr

Stochastic process models are now commonly used to analyse complex biological, ecological and industrial systems. Increasingly there is a need to deliver accurate estimates of model parameters and assess model fit by optimizing the timing…

Computation · Statistics 2018-09-18 Colin S. Gillespie , Richard J. Boys

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

Probabilistic model checking is a technique for formal automated reasoning about software or hardware systems that operate in the context of uncertainty or stochasticity. It builds upon ideas and techniques from a diverse range of fields,…

Logic in Computer Science · Computer Science 2023-08-08 David Parker

We propose a splitting approach to solve the second-order Hamilton--Jacobi equation, reducing it to a heat step and a purely first-order step. The latter is implemented using a gradient value policy iteration algorithm, enabling efficient…

Optimization and Control · Mathematics 2026-03-23 Alain Bensoussan , Thien P. B. Nguyen , Minh-Binh Tran , Son N. T. Tu

In this work, we consider a differential description of the evolution of the state of a reaction-diffusion system under environmental fluctuations. We are interested in estimating the state of the system when only partial observations are…

Optimization and Control · Mathematics 2023-04-13 Augusto Magalhães , Otacílio B. L. Neto , Francesco Corona

One of the biggest setbacks in traditional frequent pattern mining is that overwhelmingly many of the discovered patterns are redundant. A prototypical example of such redundancy is a freerider pattern where the pattern contains a true…

Data Structures and Algorithms · Computer Science 2019-02-05 Nikolaj Tatti

A block alternating splitting iteration (BASI) method is presented for solving the system arising from the finite element discretization of the distributed optimal control problem with time-periodic parabolic equations. We prove that the…

Numerical Analysis · Mathematics 2023-11-07 Davod Khojasteh Salkuyeh , Maeddeh Pourbagher

Automated software verification of concurrent programs is challenging because of exponentially large state spaces with respect to the number of threads and number of events per thread. Verification techniques such as model checking need to…

Programming Languages · Computer Science 2020-04-15 Patrick Metzler , Habib Saissi , Péter Bokor , Neeraj Suri

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the…

Physics and Society · Physics 2018-05-15 Filippo Radicchi , Claudio Castellano

This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…

Optimization and Control · Mathematics 2016-06-21 Ignacio Blanco , Juan M. Morales

Bilinear dynamical systems are ubiquitous in many different domains and they can also be used to approximate more general control-affine systems. This motivates the problem of learning bilinear systems from a single trajectory of the…

Machine Learning · Computer Science 2022-08-31 Yahya Sattar , Samet Oymak , Necmiye Ozay

Our study focuses on fractional order compartment models derived from underlying physical stochastic processes, providing a more physically grounded approach compared to models that use the dynamical system approach by simply replacing…

Bisimulation metrics are powerful tools for measuring similarities between stochastic processes, and specifically Markov chains. Recent advances have uncovered that bisimulation metrics are, in fact, optimal-transport distances, which has…

Machine Learning · Computer Science 2025-05-26 Sergio Calo , Anders Jonsson , Gergely Neu , Ludovic Schwartz , Javier Segovia-Aguas

An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…

Probability · Mathematics 2011-02-22 Davide Borrello

Power systems solvers are vital tools in planning, operating, and optimizing electrical distribution networks. The current generation of solvers employ computationally expensive iterative methods to compute sequential solutions. To…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Siobhan Powell , Alyona Ivanova , David Chassin

We study a probabilistic variant of binary session types that relate to a class of Finite-State Markov Chains. The probability annotations in session types enable the reasoning on the probability that a session terminates successfully, for…

Logic in Computer Science · Computer Science 2020-07-24 Omar Inverso , Hernán Melgratti , Luca Padovani , Catia Trubiani , Emilio Tuosto

Efficient methods for the simulation of quantum circuits on classic computers are crucial for their analysis due to the exponential growth of the problem size with the number of qubits. Here we study lumping methods based on bisimulation,…

System state estimation constitutes a key problem in several applications involving multi-agent system architectures. This rests upon the estimation of the state of each agent in the group, which is supposed to access only relative…

Systems and Control · Electrical Eng. & Systems 2021-07-16 Marco Fabris , Giulia Michieletto , Angelo Cenedese

Polynomial time reductions between problems have long been used to delineate problem classes. Simulation reductions also exist, where an oracle for simulation from some probability distribution can be employed together with an oracle for…

Probability · Mathematics 2009-08-18 Mark L. Huber
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