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We introduce an extension of Dual Dynamic Programming (DDP) to solve linear dynamic programming equations. We call this extension IDDP-LP which applies to situations where some or all primal and dual subproblems to be solved along the…

Optimization and Control · Mathematics 2019-07-09 Vincent Guigues

This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Neural and Evolutionary Computing · Computer Science 2015-07-29 Yury Sokolov , Robert Kozma , Ludmilla D. Werbos , Paul J. Werbos

System Level Synthesis (SLS) allows us to construct internally stabilizing controllers for large-scale systems. However, solving large-scale SLS problems is computationally expensive and the state-of-the-art methods consider only state…

Optimization and Control · Mathematics 2022-06-07 Lauren Conger , Shih-Hao Tseng

We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity…

Optimization and Control · Mathematics 2020-09-28 Xian Yu , Siqian Shen

The Dynamic Pickup and Delivery Problem (DPDP) is aimed at dynamically scheduling vehicles among multiple sites in order to minimize the cost when delivery orders are not known a priori. Although DPDP plays an important role in modern…

Artificial Intelligence · Computer Science 2021-05-28 Xijun Li , Weilin Luo , Mingxuan Yuan , Jun Wang , Jiawen Lu , Jie Wang , Jinhu Lu , Jia Zeng

We propose two novel numerical schemes for approximate implementation of the dynamic programming~(DP) operation concerned with finite-horizon, optimal control of discrete-time systems with input-affine dynamics. The proposed algorithms…

Optimization and Control · Mathematics 2022-03-18 M. A. S. Kolarijani , P. Mohajerin Esfahani

There is a growing interest in using electric vehicles (EVs) and drones for many applications. However, battery-oriented issues, including range anxiety and battery degradation, impede adoption. Battery swap stations are one alternative to…

Optimization and Control · Mathematics 2022-01-11 Amin Asadi , Sarah Nurre Pinkley

This paper presents an efficient Mixed-Integer Nonlinear Programming (MINLP) formulation for systems with discrete control inputs under dwell time constraints. By viewing such systems as a switched system, the problem is decomposed into a…

Optimization and Control · Mathematics 2025-01-10 Ramin Abbasi-Esfeden , Armin Nurkanovic , Moritz Diehl , Panagiotis Patrinos , Jan Swevers

On-demand ridepooling systems offer flexible services pooling multiple passengers into one vehicle, complementing traditional bus services. We propose a transportation system combining the spatial aspects of a fixed sequence of bus stops…

Optimization and Control · Mathematics 2025-09-25 Kendra Reiter , Marie Schmidt , Michael Stiglmayr

In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…

Optimization and Control · Mathematics 2024-09-17 Kazuya Echigo , Abhishek Cauligi , Behçet Açıkmeşe

Recent advancements in the flexible job-shop scheduling problem (FJSSP) are primarily based on deep reinforcement learning (DRL) due to its ability to generate high-quality, real-time solutions. However, DRL approaches often fail to fully…

Artificial Intelligence · Computer Science 2024-03-15 Imanol Echeverria , Maialen Murua , Roberto Santana

Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

The idea of dynamic programming (DP), proposed by Bellman in the 1950s, is one of the most important algorithmic techniques. However, in parallel, many fundamental and sequentially simple problems become more challenging, and open to a…

Data Structures and Algorithms · Computer Science 2024-05-24 Xiangyun Ding , Yan Gu , Yihan Sun

Due to the limited connectivity of gate model quantum devices, logical quantum circuits must be compiled to target hardware before they can be executed. Often, this process involves the insertion of SWAP gates into the logical circuit,…

Quantum Physics · Physics 2023-06-16 Kyle E. C. Booth

Enforcing state and input constraints during reinforcement learning (RL) in continuous state spaces is an open but crucial problem which remains a roadblock to using RL in safety-critical applications. This paper leverages invariant sets to…

Systems and Control · Electrical Eng. & Systems 2019-06-28 Ankush Chakrabarty , Rien Quirynen , Claus Danielson , Weinan Gao

Consumer-electronics systems are becoming increasingly complex as the number of integrated applications is growing. Some of these applications have real-time requirements, while other non-real-time applications only require good average…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-11-28 Anna Minaeva , Premysl Sucha , Benny Akesson , Zdenek Hanzalek

Dynamic programming (DP) is an algorithmic design paradigm for the efficient, exact solution of otherwise intractable, combinatorial problems. However, DP algorithm design is often presented in an ad-hoc manner. It is sometimes difficult to…

Data Structures and Algorithms · Computer Science 2024-05-17 Max A. Little , Xi He , Ugur Kayas

This work presents a hybrid approach to solve the maximum stable set problem, using constraint and semidefinite programming. The approach consists of two steps: subproblem generation and subproblem solution. First we rank the variable…

Combinatorics · Mathematics 2007-05-23 W. J. van Hoeve

Ridepooling services play an increasingly important role in modern transportation systems. With soaring demand and growing fleet sizes, the underlying route planning problems become increasingly challenging. In this context, we consider the…

Optimization and Control · Mathematics 2024-10-03 Daniela Gaul , Kathrin Klamroth , Christian Pfeiffer , Arne Schulz , Michael Stiglmayr

The multistage robust unit commitment (UC) is of paramount importance for achieving reliable operations considering the uncertainty of renewable realizations. The typical affine decision rule method and the robust feasible region method may…

Optimization and Control · Mathematics 2023-03-07 Yu Lan , Qiaozhu Zhai , Xiaoming Liu , Xiaohong Guan