相关论文: Asymptotic optimality of the generalized $c\mu$ ru…
We consider optimizing average queueing delay and average power consumption in a nonpreemptive multi-class M/G/1 queue with dynamic power control that affects instantaneous service rates. Four problems are studied: (1) satisfying per-class…
Information theoretic criteria (ITC) have been widely adopted in engineering and statistics for selecting, among an ordered set of candidate models, the one that better fits the observed sample data. The selected model minimizes a penalized…
We study the cyclic inventory routing problem that involves joint decisions on vehicle routing and inventory replenishment on an infinite, cyclic horizon. It considers a single warehouse and a set of geographically dispersed retailers. We…
Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…
In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…
Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…
We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…
To take unit commitment (UC) decisions under uncertain net load, most studies utilize a stochastic UC (SUC) model that adopts a one-size-fits-all representation of uncertainty. Disregarding contextual information such as weather forecasts…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
A distributed nonsmooth robust resource allocation problem with cardinality constrained uncertainty is investigated in this paper. The global objective is consisted of local objectives, which are convex but nonsmooth. Each agent is…
We consider a deterministic continuous time model of monopolistic firm, which chooses production and pricing strategies of a single good. Firm's goal is to maximize the discounted profit over infinite time horizon. The no-backlogging…
A class of exact penalty-type local search methods for optimal control problems with nonsmooth cost functional, nonsmooth (but continuous) dynamics, and nonsmooth state and control constraints is presented, in which the the penalty…
Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…
We study continuity and robustness properties of infinite-horizon average expected cost problems with respect to (controlled) transition kernels, and applications of these results to the problem of robustness of control policies designed…
A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…
This paper presents a distributed model predictive control (DMPC) algorithm for heterogeneous vehicle platoons with unidirectional topologies and a priori unknown desired set point. The vehicles (or nodes) in a platoon are dynamically…
In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…
We consider the problem of estimating the possibly non-convex cost of an agent by observing its interactions with a nonlinear, non-stationary and stochastic environment. For this inverse problem, we give a result that allows to estimate the…
In this paper, we provide a novel and simple algorithm, Clairvoyant Multiplicative Weights Updates (CMWU) for regret minimization in general games. CMWU effectively corresponds to the standard MWU algorithm but where all agents, when…