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In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

Optimization and Control · Mathematics 2025-10-14 Alessandro Calvia , Federico Cannerozzi , Giorgio Ferrari

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

We study stochastic team (known also as decentralized stochastic control or identical interest stochastic dynamic game) problems with large or countably infinite number of decision makers, and characterize existence and structural…

Optimization and Control · Mathematics 2021-07-08 Sina Sanjari , Naci Saldi , Serdar Yüksel

Orienting the edges of an undirected graph such that the resulting digraph satisfies some given constraints is a classical problem in graph theory, with multiple algorithmic applications. In particular, an $st$-orientation orients each edge…

Data Structures and Algorithms · Computer Science 2023-07-11 Carla Binucci , Giuseppe Liotta , Fabrizio Montecchiani , Giacomo Ortali , Tommaso Piselli

We study the graphs formed from instances of the stable matching problem by connecting pairs of elements with an edge when there exists a stable matching in which they are matched. Our results include the NP-completeness of recognizing…

Discrete Mathematics · Computer Science 2020-10-20 David Eppstein

The present paper studies local distributed graph problems in highly dynamic networks. Communication and changes of the graph happen in synchronous rounds and our algorithms always, i.e., in every round, satisfy non-trivial guarantees, no…

Data Structures and Algorithms · Computer Science 2018-12-10 Philipp Bamberger , Fabian Kuhn , Yannic Maus

We study the selection of covariate adjustment sets for estimating the value of point exposure dynamic policies, also known as dynamic treatment regimes, assuming a non-parametric causal graphical model with hidden variables, in which at…

Statistics Theory · Mathematics 2020-05-27 Ezequiel Smucler , Facundo Sapienza , Andrea Rotnitzky

In this paper, we introduce a new model for sublinear algorithms called \emph{dynamic sketching}. In this model, the underlying data is partitioned into a large \emph{static} part and a small \emph{dynamic} part and the goal is to compute a…

Data Structures and Algorithms · Computer Science 2015-10-13 Sepehr Assadi , Sanjeev Khanna , Yang Li , Val Tannen

A dynamic graph algorithm is a data structure that answers queries about a property of the current graph while supporting graph modifications such as edge insertions and deletions. Prior work has shown strong conditional lower bounds for…

Data Structures and Algorithms · Computer Science 2023-01-30 Monika Henzinger , Ami Paz , A. R. Sricharan

We study the Dominating set problem and Independent Set Problem for dynamic graphs in the vertex-arrival model. We say that a dynamic algorithm for one of these problems is $k$-stable when it makes at most $k$ changes to its output…

Data Structures and Algorithms · Computer Science 2025-11-07 Mark de Berg , Arpan Sadhukhan , Frits Spieksma

Fully dynamic graph is a data structure that (1) supports edge insertions and deletions and (2) answers problem specific queries. The time complexity of (1) and (2) are referred to as the update time and the query time respectively. There…

Data Structures and Algorithms · Computer Science 2014-04-30 Yoichi Iwata , Keigo Oka

We define a graph-based rate optimization problem and consider its computation, which provides a unified approach to the computation of various theoretical limits, including the (conditional) graph entropy, rate-distortion functions and…

Information Theory · Computer Science 2025-03-18 Deheng Yuan , Tao Guo , Zhongyi Huang , Shi Jin

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…

Physics and Society · Physics 2007-05-23 Marian Anghel , Kenneth A. Werley , Adilson E. Motter

Designing controllers for systems affected by model uncertainty can prove to be a challenge, especially when seeking the optimal compromise between the conflicting goals of identification and control. This trade-off is explicitly taken into…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Elena Arcari , Lukas Hewing , Max Schlichting , Melanie N. Zeilinger

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

Given a directed graph and a source vertex, the fully dynamic single-source reachability problem is to maintain the set of vertices that are reachable from the given vertex, subject to edge deletions and insertions. It is one of the most…

Data Structures and Algorithms · Computer Science 2020-02-04 Kathrin Hanauer , Monika Henzinger , Christian Schulz

We present a practically efficient algorithm for maintaining a global minimum cut in large dynamic graphs under both edge insertions and deletions. While there has been theoretical work on this problem, our algorithm is the first…

Data Structures and Algorithms · Computer Science 2021-01-14 Monika Henzinger , Alexander Noe , Christian Schulz

We present the first data structures that maintain near optimal maximum cardinality and maximum weighted matchings on sparse graphs in sublinear time per update. Our main result is a data structure that maintains a $(1+\epsilon)$…

Data Structures and Algorithms · Computer Science 2013-04-11 Manoj Gupta , Richard Peng