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This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…
Solving semidefinite programs (SDP) in a short time is the key to managing various mathematical optimization problems. The matrix-completion primal-dual interior-point method (MC-PDIPM) extracts a sparse structure of input SDP by…
Model Predictive Control (MPC) is a computationally demanding control technique that allows dealing with multiple-input and multiple-output systems, while handling constraints in a systematic way. The necessity of solving an optimization…
In this paper, we propose a novel computational method for solving non-linear optimal control problems. The method is based on the use of Fourier--Hermite series for approximating the action-value function arising in dynamic programming…
Multi-stage decision problems under uncertainty can be efficiently solved with the Stochastic Dual Dynamic Programming (SDDP) algorithm. However, traditional implementations require all stage problems to be feasible. Feasibility is usually…
There has been widespread interest in the use of grid-level storage to handle the variability from increasing penetrations of wind and solar energy. This problem setting requires optimizing energy storage and release decisions for anywhere…
Optimal multiple sequence alignment by dynamic programming, like many highly dimensional scientific computing problems, has failed to benefit from the improvements in computing performance brought about by multi-processor systems, due to…
We present a differentiable predictive control (DPC) methodology for learning constrained control laws for unknown nonlinear systems. DPC poses an approximate solution to multiparametric programming problems emerging from explicit nonlinear…
Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…
Multi-objective optimization problems, which require the simultaneous optimization of multiple objectives, are prevalent across numerous applications. Existing multi-objective optimization methods often rely on manually-tuned aggregation…
Markov Decision Processes (MDPs) are a formal framework for modeling and solving sequential decision-making problems. In finite-time horizons such problems are relevant for instance for optimal stopping or specific supply chain problems,…
Vehicle platooning has been shown to be quite fruitful in the transportation industry to enhance fuel economy, road throughput, and driving comfort. Model Predictive Control (MPC) is widely used in literature for platoon control to achieve…
Differential privacy (DP) techniques can be applied to the federated learning model to statistically guarantee data privacy against inference attacks to communication among the learning agents. While ensuring strong data privacy, however,…
Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…
Reinforcement Learning (RL) agents can learn to solve complex sequential decision making tasks by interacting with the environment. However, sample efficiency remains a major challenge. In the field of multi-goal RL, where agents are…
In this work, a novel Dynamic Movement Primitive (DMP) formulation is proposed which supports reversibility, i.e. backwards reproduction of a learned trajectory. Apart from sharing all favourable properties of the original DMP, decoupling…
In this paper, a novel adaptive optimal control strategy is proposed to achieve the cooperative optimal output regulation of continuous-time linear multi-agent systems based on adaptive dynamic programming (ADP). The proposed method is…
Here, we explore the problem of error propagation mitigation in modular digital twins as a sequential decision process. Building on a companion study that used a Hidden Markov Model (HMM) to infer latent error regimes from surrogate-physics…
Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical…
This paper proposes a redundancy resolution algorithm for a redundant manipulator based on dynamic programming. This algorithm can compute the desired joint angles at each point on a pre-planned discrete path in Cartesian space, while…