相关论文: On-line Non-stationary Inventory Control using Cha…
We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…
Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…
Non-commutative polynomial optimization (NPO) problems seek to minimize the state average of a polynomial of some operator variables, subject to polynomial constraints, over all states and operators, as well as the Hilbert spaces where…
Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…
Software Defined Networking (SDN) is a recent paradigm in telecommunication networks that disentangles data and control planes and brings more flexibility and efficiency to the network as a result. The Controller Placement (CP) problem in…
This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…
Joint clustering and feature learning methods have shown remarkable performance in unsupervised representation learning. However, the training schedule alternating between feature clustering and network parameters update leads to unstable…
The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…
This paper extends the single-item single-stocking location non-stationary stochastic inventory problem to relax the assumption of independent demand. We present a mathematical programming-based solution method that relaxes the assumption…
Model Predictive Control (MPC) is a successful control methodology, which is applied to increasingly complex systems. However, real-time feasibility of MPC can be challenging for complex systems, certainly when an (extremely) large number…
An online non-convex optimization problem is considered where the goal is to minimize the flow time (total delay) of a set of jobs by modulating the number of active servers, but with a switching cost associated with changing the number of…
A model predictive control (MPC) framework is developed for station-keeping in spacecraft formation flight along libration point orbits. At each control period, the MPC policy solves a multi-vehicle optimal control problem (MVOCP) that…
Nonlinear Model Predictive Control (NMPC) is a general and flexible control approach, used in many industrial contexts, and is based on the online solution of a nonlinear optimization problem. This operation requires in general a high…
In this paper, a sampling-based Stochastic Model Predictive Control algorithm is proposed for discrete-time linear systems subject to both parametric uncertainties and additive disturbances. One of the main drivers for the development of…
This paper presents a method to stabilize state and input constrained nonlinear systems using an offline optimization on variable triangulations of the set of admissible states. For control-affine systems, by choosing a continuous piecewise…
We introduce and study a class of online problems called online smoothed demand management $(\texttt{OSDM})$, motivated by paradigm shifts in grid integration and energy storage for large energy consumers such as data centers. In…
Model predictive control (MPC) is a method to formulate the optimal scheduling problem for grid flexibilities in a mathematical manner. The resulting time-constrained optimization problem can be re-solved in each optimization time step…
This paper presents a multi-variable Model Predictive Control (MPC) based controller for the one-staged refrigeration cycle model described in the PID2018 Benchmark Challenge. This model represents a two-input, two-output system with strong…
In the Network Revenue Management (NRM) problem, products composed of up to L resources are sold to stochastically arriving customers. We take a randomized rounding approach to NRM, motivated by the modern tool of Online Contention…
We study two questions related to competition on the OTC CDS market using data collected as part of the EMIR regulation. First, we study the competition between central counterparties through collateral requirements. We present models that…