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In this paper, we are interested in the exact simulation of a class of Piecewise Deterministic Markov Processes (PDMP). We show how to perform efficient thinning algorithms depending on the jump rate bound. For different types of jump rate…

Probability · Mathematics 2022-02-10 Vincent Lemaire , Michèle Thieullen , Nicolas Thomas

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

Many practical applications of optimal control are subject to real-time computational constraints. When applying model predictive control (MPC) in these settings, respecting timing constraints is achieved by limiting the number of…

Optimization and Control · Mathematics 2024-12-16 Anusha Srikanthan , Aren Karapetyan , Vijay Kumar , Nikolai Matni

Model predictive control (MPC) has become the most widely used advanced control method in process industry. In many cases, forecasts of the disturbances are available, e.g., predicted renewable power generation based on weather forecast.…

Systems and Control · Electrical Eng. & Systems 2022-06-08 Ryan McCloy , Lai Wei , Jie Bao

Model predictive control has gained popularity for its ability to satisfy constraints and guarantee robustness for certain classes of systems. However, for systems whose dynamics are characterized by a high state dimension, substantial…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Demetrius Gulewicz , Uduak Inyang-Udoh , Trevor Bird , Neera Jain

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Optimization and Control · Mathematics 2025-09-19 Bruno Bouchard , Xiaolu Tan

Multi-agent reinforcement learning (MARL) remains difficult to scale to many agents. Recent MARL using Mean Field Control (MFC) provides a tractable and rigorous approach to otherwise difficult cooperative MARL. However, the strict MFC…

Machine Learning · Computer Science 2024-05-09 Kai Cui , Christian Fabian , Anam Tahir , Heinz Koeppl

Leveraging electrochemical and thermal energy storage systems has been proposed as a strategy to reduce peak power in data centers. Thermal energy storage systems, such as chilled water tanks, have gained increasing attention in data…

Systems and Control · Electrical Eng. & Systems 2020-07-21 Yangyang Fu , Xu Han , Jessica Stershic , Wangda Zuo , Kyri Baker , Jianming Lian

Thermal-aware workload distribution is a common approach in the literature for power consumption optimization in data centers. However, data centers also have other operational costs such as the cost of equipment maintenance and…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Somayye Rostami , Douglas G. Down , George Karakostas

Autonomous agents often operate in scenarios where the state is partially observed. In addition to maximizing their cumulative reward, agents must execute complex tasks with rich temporal and logical structures. These tasks can be expressed…

Systems and Control · Electrical Eng. & Systems 2022-03-18 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

We present a stochastic model predictive control (MPC) framework for central heating, ventilation, and air conditioning (HVAC) plants. The framework uses real data to forecast and quantify uncertainty of disturbances affecting the system…

Optimization and Control · Mathematics 2020-02-25 Ranjeet Kumar , Michael J. Wenzel , Mohammad N. ElBsat , Michael J. Risbeck , Kirk H. Drees , Victor M. Zavala

Thermostatically controlled loads (TCLs) have the potential to be a valuable resource for the Balancing Authority (BA) of the future. Examples of TCLs include household appliances such as air conditioners, water heaters, and refrigerators.…

Systems and Control · Electrical Eng. & Systems 2020-09-29 Austin R. Coffman , Ana Bušić , Prabir Barooah

Perimeter Control (PC) strategies have been proposed to address urban road network control in oversaturated situations by regulating the transfer flow of the Protected Network (PN) based on the Macroscopic Fundamental Diagram (MFD). The…

Artificial Intelligence · Computer Science 2024-06-03 Jiajie Yu , Pierre-Antoine Laharotte , Yu Han , Wei Ma , Ludovic Leclercq

Multi-agent planning under stochastic dynamics is usually formalised using decentralized (partially observable) Markov decision processes ( MDPs) and reachability or expected reward specifications. In this paper, we propose a different…

Logic in Computer Science · Computer Science 2025-02-20 Francesco Pontiggia , Filip Macák , Roman Andriushchenko , Michele Chiari , Milan Češka

We investigate team optimal control of stochastic subsystems that are weakly coupled in dynamics (through the mean-field of the system) and are arbitrary coupled in the cost. The controller of each subsystem observes its local state and the…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

An explicit Model Predictive Control algorithm for large-scale structured linear systems is presented. We base our results on Distributed and Localized Model Predictive Control (DLMPC), a closed-loop model predictive control scheme based on…

Optimization and Control · Mathematics 2020-05-29 Carmen Amo Alonso , Nikolai Matni , James Anderson

Owing to large industrial energy consumption, industrial production has brought a huge burden to the grid in terms of renewable energy access and power supply. Due to the coupling of multiple energy sources and the uncertainty of renewable…

Systems and Control · Electrical Eng. & Systems 2022-02-14 Dafeng Zhu , Bo Yang , Yuxiang Liu , Zhaojian Wang , Kai Ma , Xinping Guan

We study planning problems where autonomous agents operate inside environments that are subject to uncertainties and not fully observable. Partially observable Markov decision processes (POMDPs) are a natural formal model to capture such…

Artificial Intelligence · Computer Science 2018-02-28 Steven Carr , Nils Jansen , Ralf Wimmer , Jie Fu , Ufuk Topcu

In [20], the authors addressed the question of the averaging of a slow-fast Piecewise Deterministic Markov Process (PDMP) in infinite dimension. In the present paper, we carry on and complete this work by the mathematical analysis of the…

Probability · Mathematics 2012-11-09 A. Genadot , M. Thieullen

This paper studies the optimal control problem for discrete-time nonlinear systems and an approximate dynamic programming-based Model Predictive Control (MPC) scheme is proposed for minimizing a quadratic performance measure. In the…

Systems and Control · Electrical Eng. & Systems 2023-12-12 Keerthi Chacko , Midhun T. Augustine , S. Janardhanan , Deepak U. Patil , I. N. Kar