相关论文: Pathwise Optimization for Merchant Energy Producti…

We consider approximate dynamic programming for the infinite-horizon stationary $\gamma$-discounted optimal control problem formalized by Markov Decision Processes. While in the exact case it is known that there always exists an optimal…

Molecule synthesis through machine learning is one of the fundamental problems in drug discovery. Current data-driven strategies employ one-step retrosynthesis models and search algorithms to predict synthetic routes in a top-bottom manner.…

Given the central role of green e-molecule imports in the European energy transition, many studies optimize import pathways and identify a single cost-optimal solution. However, cost optimality is fragile, as real-world implementation…

We consider the problem of optimally designing a system for repeated use under uncertainty. We develop a modeling framework that integrates design and operational phases, which are represented by a mixed-integer program and discounted-cost…

We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…

We consider a risk-sensitive optimization of consumption-utility on infinite time horizon where the one-period investment gain depends on an underlying economic state whose evolution over time is assumed to be described by a discrete-time,…

We address the problem of finding an optimal policy in a Markov decision process under a restricted policy class defined by the convex hull of a set of base policies. This problem is of great interest in applications in which a number of…

In the paper, we consider delay-optimal charging scheduling of the electric vehicles (EVs) at a charging station with multiple charge points. The charging station is equipped with renewable energy generation devices and can also buy energy…

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

Recent research in multi-robot exploration and mapping has focused on sampling environmental fields, which are typically modeled using the Gaussian process (GP). Existing information-theoretic exploration strategies for learning GP-based…

This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) framework that balances three competing objectives: order…

The possibility of flexibly assigning spectrum resources with channels of different sizes greatly improves the spectral efficiency of optical networks, but can also lead to unwanted spectrum fragmentation.We study this problem in a scenario…

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

We study linear policy approximations for the risk-conscious operation of an industrial energy system with uncertain wind power, significant and variable electricity demand, and high thermal output, as found in a modern foundry. The system…

We consider the problem of remanufacturing planning in the presence of statistical estimation errors. Determining the optimal remanufacturing timing, first and foremost, requires modeling of the state transitions of a system. The estimation…

This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…