Related papers: Predictability Enables Parallelization of Nonlinea…
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…
Motivated by large-scale optimization problems arising in the context of machine learning, there have been several advances in the study of asynchronous parallel and distributed optimization methods during the past decade. Asynchronous…
Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…
The predictability problem for systems with different characteristic time scales is investigated. It is shown that even in simple chaotic dynamical systems, the leading Lyapunov exponent is not sufficient to estimate the predictability…
We define trajectory predictive control (TPC) as a family of output-feedback indirect data-driven predictive control (DDPC) methods that represent the output trajectory of a discrete-time system as a linear function of the recent…
Parallel machine scheduling has been extensively studied in the past decades, with applications ranging from production planning to job processing in large computing clusters. In this work we study some of these fundamental optimization…
This article studies the problem of modifying the action ordering of a plan in order to optimise the plan according to various criteria. One of these criteria is to make a plan less constrained and the other is to minimize its parallel…
In this work, we collect data from runs of Krylov subspace methods and pipelined Krylov algorithms in an effort to understand and model the impact of machine noise and other sources of variability on performance. We find large variability…
We investigate the problem of monitoring partially observable systems with nondeterministic and probabilistic dynamics. In such systems, every state may be associated with a risk, e.g., the probability of an imminent crash. During runtime,…
Computers are nonlinear dynamical systems that exhibit complex and sometimes even chaotic behavior. The models used in the computer systems community, however, are linear. This paper is an exploration of that disconnect: when linear models…
In this paper we address the problem of designing an interruptible system in a setting in which $n$ problem instances, all equally important, must be solved concurrently. The system involves scheduling executions of contract algorithms…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
Reservoir computing systems, a class of recurrent neural networks, have recently been exploited for model-free, data-based prediction of the state evolution of a variety of chaotic dynamical systems. The prediction horizon demonstrated has…
Una de las presuposiciones de la ciencia desde los tiempos de Galileo, Newton y Laplace ha sido la previsibilidad del mundo. Esta idea ha influido en los modelos cientificos y tecnologicos. Sin embargo, en las ultimas decadas, el caos y la…
In this paper a new concept, namely the critical predictable time $T_c$, is introduced to give a more precise description of computed chaotic solutions of nonlinear differential equations: it is suggested that computed chaotic solutions are…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
We formulate the predicted-updates dynamic model, one of the first beyond-worst-case models for dynamic algorithms, which generalizes a large set of well-studied dynamic models including the offline dynamic, incremental, and decremental…
The performance, reliability, cost, size and energy usage of computing systems can be improved by one or more orders of magnitude by the systematic use of modern control and optimization methods. Computing systems rely on the use of…