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Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…

Optimization and Control · Mathematics 2016-03-22 Mo Chen , Claire J. Tomlin

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

Complex phenomena in engineering and the sciences are often modeled with computationally intensive feed-forward simulations for which a tractable analytic likelihood does not exist. In these cases, it is sometimes necessary to estimate an…

Methodology · Statistics 2020-06-18 Niccolò Dalmasso , Ann B. Lee , Rafael Izbicki , Taylor Pospisil , Ilmun Kim , Chieh-An Lin

Input variables in numerical models are often subject to several levels of uncertainty, usually modeled by probability distributions. In the context of uncertainty quantification applied to these models, studying the robustness of output…

Simple stochastic games are turn-based 2.5-player games with a reachability objective. The basic question asks whether one player can ensure reaching a given target with at least a given probability. A natural extension is games with a…

Computer Science and Game Theory · Computer Science 2021-02-02 Pranav Ashok , Krishnendu Chatterjee , Jan Kretinsky , Maximilian Weininger , Tobias Winkler

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

We propose a computational framework to quantify (measure) and to optimize the reliability of complex systems. The approach uses a graph representation of the system that is subject to random failures of its components (nodes and edges).…

Optimization and Control · Mathematics 2021-06-25 Joshua L. Pulsipher , Victor M. Zavala

It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…

Systems and Control · Computer Science 2018-07-19 Luca Cardelli , Mirco Tribastone , Max Tschaikowski , Andrea Vandin

There is available an ever-increasing variety of procedures for managing uncertainty. These methods are discussed in the literature of artificial intelligence, as well as in the literature of philosophy of science. Heretofore these methods…

Artificial Intelligence · Computer Science 2013-01-30 Henry E. Kyburg , Choh Man Teng

In this paper we studied combinatorial problems with parameterized locally budgeted uncertainty. We are looking for a solutions set such that for any parameters vector there exists a solution in the set with robustness near optimal. The…

Optimization and Control · Mathematics 2023-01-26 Alejandro Crema

This article is devoted to propose some lower and upper bounds for the coupled-tasks scheduling problem in presence of compatibility constraints according to classical complexity hypothesis ($\mathcal{P} \neq \mathcal{NP}$,…

Computational Complexity · Computer Science 2017-06-08 Rodolphe Giroudeau , Jean-Claude König , Benoit Darties , Gilles Simonin

The problem of individualized prediction can be addressed using variants of conformal prediction, obtaining the intervals to which the actual values of the variables of interest belong. Here we present a method based on detecting the…

Methodology · Statistics 2023-04-12 Fernando Delbianco , Fernando Tohmé

The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

This paper tackles the problem of nonlinear systems, with sublinear growth but unbounded control, under perturbation of some time-varying state constraints. It is shown that, given a trajectory to be approximated, one can find a neighboring…

Optimization and Control · Mathematics 2022-06-22 Pierre-Cyril Aubin-Frankowski

Many problems of industrial interest are NP-complete, and quickly exhaust resources of computational devices with increasing input sizes. Quantum annealers (QA) are physical devices that aim at this class of problems by exploiting quantum…

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

Numerical Analysis · Mathematics 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

Parameterization and approximation are two popular ways of coping with NP-hard problems. More recently, the two have also been combined to derive many interesting results. We survey developments in the area both from the algorithmic and…

Data Structures and Algorithms · Computer Science 2020-06-09 Andreas Emil Feldmann , Karthik C. S. , Euiwoong Lee , Pasin Manurangsi