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This paper is motivated by the fact that many systems need to be maintained continually while the underlying costs change over time. The challenge is to continually maintain near-optimal solutions to the underlying optimization problems,…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
When developing a software system, a change in one part of the system may lead to unwanted changes in other parts of the system. These affected parts may interfere with system performance, so regression testing is used to deal with these…
This work is motivated by our collaboration with a large consumer packaged goods (CPG) company. We have found that while the company appreciates the advantages of dynamic pricing, they deem it operationally much easier to plan out a static…
Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…
A plug-and-play model predictive control (PnP MPC) scheme is proposed for varying-topology networks to track piecewise constant references. The proposed scheme allows subsystems to occasionally join and leave the network while preserving…
Decision rules offer a rich and tractable framework for solving certain classes of multistage adaptive optimization problems. Recent literature has shown the promise of using linear and nonlinear decision rules in which wait-and-see…
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…
We present a novel approach to differential cost analysis that, given a program revision, attempts to statically bound the difference in resource usage, or cost, between the two program versions. Differential cost analysis is particularly…
Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
This work considers stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components having lifetimes following the proportional odds (PO) model. The joint distribution of component lifetimes is…
When providing frequency regulation in a pay-for-performance market, batteries need to carefully balance the trade-off between following regulation signals and their degradation costs in real-time. Existing battery control strategies either…
As the developed world replaces Defined Benefit (DB) pension plans with Defined Contribution (DC) plans, there is a need to develop decumulation strategies for DC plan holders. Optimal decumulation can be viewed as a problem in optimal…
Computer-Controlled Systems (CCS) are a subclass of hybrid systems where the periodic relation of control components to time is paramount. Since they additionally are at the heart of many safety-critical devices, it is of primary importance…
Real time system technology traditionally developed for safety critical systems, has now been extended to support multimedia systems and virtual reality. A large number of real-time application, related to multimedia and adaptive control…
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…
Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…
Growing demands for electrification result in increasingly larger battery packs. Due to factors such as cell position in the pack and variations in the manufacturing process, the packs exhibit variations in the performance of their…
In this paper, we consider a finite horizon non-stationary inventory system with setup costs. We detail an algorithm to find an approximate optimal policy and the basic idea is to use numerical procedure for computing integrals involved in…