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This paper studies a data-driven predictive control for a class of control-affine systems which is subject to uncertainty. With the accessibility to finite sample measurements of the uncertain variables, we aim to find controls which are…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…
When sales of a product are affected by randomness in demand, retailers can use dynamic pricing strategies to maximise their profits. In this article the pricing problem is formulated as a stochastic optimal control problem, where the…
Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…
Tandem queueing systems are widely-used stochastic models that arise from many real-life service operations systems. Motivated by the desire to understand the trade-off between the performance and complexity of policies for…
This paper consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modeled as additional food provided prey-predator system with Holling Type-III functional…
Connectivity-enabled automation of distributed control systems allow for better anticipation of system disturbances and better prediction of the effects of actuator limitations on individual agents when incorporating a model. Automated…
The Double Linear Policy (DLP) framework guarantees a Robust Positive Expectation (RPE) under optimized constant-weight designs or admissible prespecified time-varying policies. However, the sequential optimization of these time-varying…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…
Utilities face the challenge of responding to power outages due to storms and ice damage, but most power grids are not equipped with sensors to pinpoint the precise location of the faults causing the outage. Instead, utilities have to…
We study the strategic decision-making problem of assigning time windows to customers in the context of vehicle routing applications that are affected by operational uncertainty. This problem, known as the Time Window Assignment Vehicle…
We propose a Stochastic MPC (SMPC) formulation for path planning with autonomous vehicles in scenarios involving multiple agents with multi-modal predictions. The multi-modal predictions capture the uncertainty of urban driving in distinct…
We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…
In this paper, we investigate the charging scheduling optimization problem for large electric truck fleets operating with dedicated charging infrastructure. A central coordinator jointly determines the charging sequence and power allocation…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
Electric truck operations require routing decisions that remain feasible under limited battery range, long charging times, travel and energy consumption, and competition for shared charging infrastructure. These features make electric truck…
Recent studies have demonstrated the potential of flexible loads in providing frequency response services. However, uncertainty and variability in various weather-related and end-use behavioral factors often affect the demand-side control…
It has been well established that wireless network coding can significantly improve the efficiency of multi-hop wireless networks. However, in a stochastic environment some of the packets might not have coding pairs, which limits the number…
In this work, we address the problem of charging coordination between electric trucks and charging stations. The problem arises from the tension between the trucks' nontrivial charging times and the stations' limited charging facilities.…