相关论文: A Duality Framework for Stochastic Optimal Control…

The average cost optimality is known to be a challenging problem for partially observable stochastic control, with few results available beyond the finite state, action, and measurement setup, for which somewhat restrictive conditions are…

Selecting a set of alternatives based on the preferences of agents is an important problem in committee selection and beyond. Among the various criteria put forth for the desirability of a committee, Pareto optimality is a minimal and…

Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility location-price models, optimal bidding in power networks, and…

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

In business processes, activity batching refers to packing multiple activity instances for joint execution. Batching allows managers to trade off cost and processing effort against waiting time. Larger and less frequent batches may lower…

This paper studies the robust optimal gain selection problem for financial trading systems, formulated within a \emph{double linear policy} framework, which allocates capital across long and short positions. The key objective is to…

This paper studies multiobjective optimal control problems in the continuous-time framework when the space of states and the space of controls are infinite-dimensional and with lighter smoothness assumptions than the usual ones. The paper…

Adjustable hyperparameters of machine learning models typically impact various key trade-offs such as accuracy, fairness, robustness, or inference cost. Our goal in this paper is to find a configuration that adheres to user-specified limits…

Recent years have seen several new directions in the design of sparse control of cyber-physical systems (CPSs) driven by the objective of reducing communication cost. One common assumption made in these designs is that the communication…

Asset management attempts to keep the power system in working conditions. It requires much coordination between multiple entities and long term planning often months in advance. In this work we introduce a mid-term asset management…

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

When sales of a product are affected by randomness in demand, retailers can use dynamic pricing strategies to maximise their profits. In this article the pricing problem is formulated as a stochastic optimal control problem, where the…

Autonomous agents are promising in applications such as intelligent transportation and smart manufacturing, and scheduling of agents has to take their inertial constraints into consideration. Most current researches require the obedience of…

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Team assembly is a problem that demands trade-offs between multiple fairness criteria and computational optimization. We focus on four criteria: (i) fair distribution of workloads within the team, (ii) fair distribution of skills and…

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

When designing autonomous systems, we need to consider multiple trade-offs at various abstraction levels, and the choices of single (hardware and software) components need to be studied jointly. In this work we consider the problem of…

We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…

In this paper, we consider a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of related stochastic processes called…

The rapid uptake of renewable energy sources in the electricity grid leads to a demand in load shaping and flexibility. Energy storage devices such as batteries are a key element to provide solutions to these tasks. However, typically a…