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We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…

Optimization and Control · Mathematics 2024-11-05 Xian Yu , Siqian Shen

This paper presents a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…

Systems and Control · Electrical Eng. & Systems 2020-06-25 Yvonne R. Stürz , Edward L. Zhu , Ugo Rosolia , Karl H. Johansson , Francesco Borrelli

Distributed estimation that recruits potentially large groups of humans to collect data about a phenomenon of interest has emerged as a paradigm applicable to a broad range of detection and estimation tasks. However, it also presents a…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Kewei Chen , Donya Ghavidel , Vijay Gupta , Yih-Fang Huang

This paper proposes a double-layered framework (or form of network) to integrate two mechanisms, termed consensus and conservation, achieving distributed solution of a linear equation. The multi-agent framework considered in the paper is…

Systems and Control · Computer Science 2017-11-30 Xuan Wang , Shaoshuai Mou , Brian. D. O. Anderson

This paper deals with solving distributed optimization problems with equality constraints by a class of uncertain nonlinear heterogeneous dynamic multi-agent systems. It is assumed that each agent with an uncertain dynamic model has limited…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Saeed Sarafraz , Mohammad Saleh Tavazoei

Real-world applications require RL algorithms to act safely. During learning process, it is likely that the agent executes sub-optimal actions that may lead to unsafe/poor states of the system. Exploration is particularly brittle in…

Machine Learning · Statistics 2019-06-17 Elena Smirnova , Elvis Dohmatob , Jérémie Mary

By adopting a distributional viewpoint on law-invariant convex risk measures, we construct dynamics risk measures (DRMs) at the distributional level. We then apply these DRMs to investigate Markov decision processes, incorporating latent…

Optimization and Control · Mathematics 2024-04-24 Ziteng Cheng , Sebastian Jaimungal

In this paper we present a framework for risk-averse model predictive control (MPC) of linear systems affected by multiplicative uncertainty. Our key innovation is to consider time-consistent, dynamic risk metrics as objective functions to…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Asset management attempts to keep the power system in working conditions. It requires much coordination between multiple entities and long term planning often months in advance. In this work we introduce a mid-term asset management…

Systems and Control · Computer Science 2016-11-18 Gal Dalal , Elad Gilboa , Shie Mannor

The paper examines quantitative assessment of wireless distribution system security, as well as an assessment of risks from attacks and security violations. Furthermore, it describes typical security breach and formal attack models and five…

Cryptography and Security · Computer Science 2019-06-27 Volodymyr Buriachok , Volodymyr Sokolov , Pavlo Skladannyi

In this letter, we consider a distributed submodular maximization problem for multi-robot systems when attacked by adversaries. One of the major challenges for multi-robot systems is to increase resilience against failures or attacks. This…

Robotics · Computer Science 2021-11-19 Jun Liu , Lifeng Zhou , Pratap Tokekar , Ryan K. Williams

We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of…

Optimization and Control · Mathematics 2017-11-20 Çağın Ararat , Özlem Çavuş , Ali İrfan Mahmutoğulları

We study two-stage stochastic optimization problems with random recourse, where the adaptive decisions are multiplied with the uncertain parameters in both the objective function and the constraints. To mitigate the computational…

Optimization and Control · Mathematics 2021-10-05 Xiangyi Fan , Grani A. Hanasusanto

In this paper, we investigate the distributed optimal control problem for a kind of nonlinear multi-agent systems. In particular,both the state and the system dynamic structures of each agent are private and can only be shared among…

Optimization and Control · Mathematics 2026-04-08 Ruixue Li , Wenjing Yang , Zhaorong Zhang , Xun Li , Juanjuan Xu

In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…

Systems and Control · Computer Science 2018-06-15 Ivano Notarnicola , Giuseppe Notarstefano

The system decomposition theory has recently been developed for the dynamic analysis of nonlinear compartmental systems. The application of this theory to the ecosystem analysis has also been introduced in a separate article. Based on this…

Systems and Control · Computer Science 2020-11-24 Huseyin Coskun

An integration of distributionally robust risk allocation into sampling-based motion planning algorithms for robots operating in uncertain environments is proposed. We perform non-uniform risk allocation by decomposing the distributionally…

Robotics · Computer Science 2023-05-16 Kajsa Ekenberg , Venkatraman Renganathan , Björn Olofsson

With the increasing use of multi-cloud environments, security professionals face challenges in configuration, management, and integration due to uneven security capabilities and features among providers. As a result, a fragmented approach…

Cryptography and Security · Computer Science 2023-07-10 Morgan Reece , Theodore Edward Lander , Matthew Stoffolano , Andy Sampson , Josiah Dykstra , Sudip Mittal , Nidhi Rastogi

Complex social systems are composed of interconnected individuals whose interactions result in group behaviors. Optimal control of a real-world complex system has many applications, including road traffic management, epidemic prevention,…

Systems and Control · Computer Science 2019-05-08 Wen Dong , Bo Liu , Fan Yang

In this paper, we propose a distributed control strategy for the design of an energy market. The method relies on a hierarchical structure of aggregators for the coordination of prosumers (agents which can produce and consume energy). The…

Systems and Control · Computer Science 2018-06-28 Lorenzo Nespoli , Vasco Medici