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This paper is devoted to a new modification of a recently proposed adaptive stochastic mirror descent algorithm for constrained convex optimization problems in the case of several convex functional constraints. Algorithms, standard and its…

Optimization and Control · Mathematics 2020-01-22 Mohammad S. Alkousa

We study online learning in adversarial nonstationary environments. Since the future can be very different from the past, a critical challenge is to gracefully forget the history while new data comes in. To formalize this intuition, we…

Machine Learning · Computer Science 2024-06-21 Zhiyu Zhang , David Bombara , Heng Yang

We consider Online Convex Optimization (OCO) in the setting where the costs are $m$-strongly convex and the online learner pays a switching cost for changing decisions between rounds. We show that the recently proposed Online Balanced…

Machine Learning · Computer Science 2019-04-05 Gautam Goel , Adam Wierman

We analyze Decentralized Online Optimization algorithms using the Performance Estimation Problem approach which allows, to automatically compute exact worst-case performance of optimization algorithms. Our analysis shows that several…

Optimization and Control · Mathematics 2025-09-09 Erwan Meunier , Julien M. Hendrickx

Many defensive measures in cyber security are still dominated by heuristics, catalogs of standard procedures, and best practices. Considering the case of data backup strategies, we aim towards mathematically modeling the underlying threat…

Cryptography and Security · Computer Science 2021-02-15 Pascal Debus , Nicolas Müller , Konstantin Böttinger

In this paper, we propose a learning approach to analyze dynamic systems with asymmetric information structure. Instead of adopting a game theoretic setting, we investigate an online quadratic optimization problem driven by system noises…

Optimization and Control · Mathematics 2018-11-05 Cheng Tan , Wing Shing Wong

This paper considers using predictions in the context of the online Joint Replenishment Problem with Deadlines (JRP-D). Prior work includes asymptotically optimal competitive ratios of $O(1)$ for the clairvoyant setting and $O(\sqrt{n})$ of…

Data Structures and Algorithms · Computer Science 2025-11-21 Michael Dinitz , Jeremy T. Fineman , Seeun William Umboh

In this paper, we formulate a cycling cost aware economic dispatch problem that co-optimizes generation and storage dispatch while taking into account cycle based storage degradation cost. Our approach exploits the Rainflow cycle counting…

Optimization and Control · Mathematics 2021-10-12 R. K. Bansal , P. You , D. F. Gayme , E. Mallada

Batteries can effectively improve the security of energy systems and mitigate climate change by facilitating wind and solar power. The installed capacity of battery energy storage system (BESS), mainly the lithium ion batteries are…

Systems and Control · Electrical Eng. & Systems 2024-10-23 Cunzhi Zhao , Xingpeng Li

In this letter, we address the problem of controlling energy storage systems (ESSs) for arbitrage in real-time electricity markets under price uncertainty. We first formulate this problem as a Markov decision process, and then develop a…

Machine Learning · Computer Science 2019-05-07 Hanchen Xu , Xiao Li , Xiangyu Zhang , Junbo Zhang

We address the online linear optimization problem with bandit feedback. Our contribution is twofold. First, we provide an algorithm (based on exponential weights) with a regret of order $\sqrt{d n \log N}$ for any finite action set with $N$…

Machine Learning · Computer Science 2012-02-15 Sébastien Bubeck , Nicolò Cesa-Bianchi , Sham M. Kakade

The power networks are evolving with increased active components such as energy storage and flexibility derived from loads such as electric vehicles, heat pumps, industrial processes, etc. Better models are needed to accurately represent…

Systems and Control · Electrical Eng. & Systems 2024-09-13 Md Umar Hashmi , Dirk Van Hertem , Aleen van der Meer , Andrew Keane

Recently, Low Earth Orbit (LEO) satellites experience rapid development and satellite edge computing emerges to address the limitation of bent-pipe architecture in existing satellite systems. Introducing energy-consuming computing…

Systems and Control · Electrical Eng. & Systems 2022-03-14 Qing Li , Shangguang Wang , Xiao Ma , Ao Zhou , Fangchun Yang

We present an online model-based reinforcement learning algorithm suitable for controlling complex robotic systems directly in the real world. Unlike prevailing sim-to-real pipelines that rely on extensive offline simulation and model-free…

Robotics · Computer Science 2026-05-07 Fang Nan , Hao Ma , Qinghua Guan , Josie Hughes , Michael Muehlebach , Marco Hutter

The sustainable utilization of lithium-ion batteries (LIBs) is crucial to the global energy transition and carbon neutrality, yet data scarcity and heterogeneity remain major barriers across remanufacturing, reusing, and recycling. This…

Machine Learning · Computer Science 2025-09-29 Shengyu Tao

This paper proposes a novel energy storage price arbitrage algorithm combining supervised learning with dynamic programming. The proposed approach uses a neural network to directly predicts the opportunity cost at different energy storage…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Ningkun Zheng , Xiaoxiang Liu , Bolun Xu , Yuanyuan Shi

This paper addresses online learning with ``corrupted'' feedback. Our learner is provided with potentially corrupted gradients $\tilde g_t$ instead of the ``true'' gradients $g_t$. We make no assumptions about how the corruptions arise:…

Machine Learning · Computer Science 2025-06-17 Jiujia Zhang , Ashok Cutkosky

We study online algorithms with predictions using distributional advice, a type of prediction that arises when leveraging expert knowledge or historical data. To demonstrate the usefulness and versatility of this framework, we focus on the…

Data Structures and Algorithms · Computer Science 2025-09-09 Clément L. Canonne , Kenny Chen , Julián Mestre

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

This paper proposes a novel approach to resilient distributed optimization with quadratic costs in a networked control system (e.g., wireless sensor network, power grid, robotic team) prone to external attacks (e.g., hacking, power outage)…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Luca Ballotta , Giacomo Como , Jeff S. Shamma , Luca Schenato
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