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This paper addresses two minimum reaching time control problems within the context of finite stable systems. The well-known Variable Structure Control (VSC) and Unity Vector Control (UVC) strategies are analyzed, with the primary objective…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
In this paper, I derive a closed expression for how precisely a small-scaled system can follow a pre-defined trajectory, while keeping its dissipation below a fixed limit. The total amount of dissipation is approximately inversely…
Inventory models with lost sales and large lead times have traditionally been considered intractable due to the curse of dimensionality. Recently, Goldberg and co-authors laid the foundations for a new approach to solving these models, by…
We consider the problem of maximizing the expected average reward obtained over an infinite time horizon by $n$ weakly coupled Markov decision processes. Our setup is a substantial generalization of the multi-armed restless bandit problem…
This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems.…
A common theme in stochastic optimization problems is that, theoretically, stochastic algorithms need to "know" relatively rich information about the underlying distributions. This is at odds with most applications, where distributions are…
We investigate control of a non-linear process when communication and processing capabilities are limited. The sensor communicates with a controller node through an erasure channel which introduces i.i.d. packet dropouts. Processor…
We study estimation of causal effects in staggered rollout designs, i.e. settings where there is staggered treatment adoption and the timing of treatment is as-good-as randomly assigned. We derive the most efficient estimator in a class of…
In this paper we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
To apply reinforcement learning to safety-critical applications, we ought to provide safety guarantees during both policy training and deployment. In this work, we present theoretical results that place a bound on the probability of…
The input to the stochastic orienteering problem consists of a budget $B$ and metric $(V,d)$ where each vertex $v$ has a job with deterministic reward and random processing time (drawn from a known distribution). The processing times are…
Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
Apart from few exceptions, the mathematical runtime analysis of evolutionary algorithms is mostly concerned with expected runtimes. In this work, we argue that stochastic domination is a notion that should be used more frequently in this…
This paper studies finite-time safety and reach-avoid verification for stochastic discrete-time dynamical systems. The aim is to ascertain lower and upper bounds of the probability that, within a predefined finite-time horizon, a system…
This paper addresses the quantitative verification of finite-time constrained occupation time for stochastic continuous-time systems governed by stochastic differential equations (SDEs). Unlike classical reachability analysis, which focuses…
This paper investigates the exact controllability problem for multi-dimensional stochastic first-order symmetric hyperbolic systems with control inputs acting in two distinct ways: an internal control applied to the diffusion term and a…
For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…