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In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…
Considering the use of dynamical systems in practical applications, often only limited regions in the time or frequency domain are of interest. Therefor, it usually pays off to compute local approximations of the used dynamical systems in…
We consider a class of sequential decision-making problems under uncertainty that can encompass various types of supervised learning concepts. These problems have a completely observed state process and a partially observed modulation…
In this work, we study discrete-time Markov decision processes (MDPs) under constraints with Borel state and action spaces and where all the performance functions have the same form of the expected total reward (ETR) criterion over the…
This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…
This work introduces and rigorously analyzes a novel operator-splitting finite element scheme for approximating viscosity solutions of a broad class of constrained second-order partial differential equations. By decoupling the primary PDE…
In this paper, we propose a systematic approach for extending first-order optimization algorithms, originally designed for unconstrained strongly convex problems, to handle closed and convex set constraints. We show that the resulting…
A conceptual model for microscopic-macroscopic slow-fast stochastic systems is considered. A dynamical reduction procedure is presented in order to extract effective dynamics for this kind of systems. Under appropriate assumptions, the…
For strongly monotone dynamical systems, the dynamics alternative for smooth discrete-time systems turns out to be a perfect analogy of the celebrated Hirsch's limit-set dichotomy for continuous-time semiflows. In this paper, we first…
Recent years have witnessed the rapid advancement of understanding the control mechanism of networked dynamical systems (NDSs), which are governed by components such as nodal dynamics and topology. This paper reveals that the critical…
We present a procedure for reducing the number of continuous states of discrete-time linear switched systems, such that the reduced system has the same behavior as the original system for a subset of switching sequences. The proposed method…
Recent work has shown that stochastically perturbed gradient methods can efficiently escape strict saddle points of smooth functions. We extend this body of work to nonsmooth optimization, by analyzing an inexact analogue of a…
We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…
We describe a mathematical formalism and numerical algorithms for identifying and tracking slowly mixing objects in nonautonomous dynamical systems. In the autonomous setting, such objects are variously known as almost-invariant sets,…
We present a data-driven nonintrusive model order reduction method for dynamical systems with moving boundaries. The proposed method draws on the proper orthogonal decomposition, Gaussian process regression, and moving least squares…
Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…
This paper proposes a novel method for designing finite-horizon discrete-valued switching signals in linear switched systems based on discreteness-promoting regularization. The inherent combinatorial optimization problem is reformulated as…
The deterministic (timing) behavior of real-time systems (RTS) can be used by adversaries - say, to launch side channel attacks or even destabilize the system by denying access to critical resources. We propose a protocol (named REORDER) to…
This work develops compressive sampling strategies for computing the dynamic mode decomposition (DMD) from heavily subsampled or output-projected data. The resulting DMD eigenvalues are equal to DMD eigenvalues from the full-state data. It…
Projection-based control (PBC) systems have significant engineering impact and receive considerable scientific attention. To properly describe closed-loop PBC systems, extensions of classical projected dynamical systems are needed, because…