相关论文: An ODE approach to multiple choice polynomial prog…

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Off-Policy Prediction (OPP), i.e., predicting the outcomes of a target policy using only data collected under a nominal (behavioural) policy, is a paramount problem in data-driven analysis of safety-critical systems where the deployment of…

Mixed-integer convex quadratic programs with indicator variables (MIQP) encompass a wide range of applications, from statistical learning to energy, finance, and logistics. The outer approximation (OA) algorithm has been proven efficient in…

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial…

We consider decision problems of rating alternatives based on their pairwise comparisons according to two criteria. Given pairwise comparison matrices for each criterion, the problem is to find the overall scores of the alternatives. We…

The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…

In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. This leads to the formulation of multiobjective optimal control problems (MO OCPs). Since the design of MPC algorithms for directly solving…

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Partially Observable Markov Decision Processes (POMDPs) are powerful models for sequential decision making under transition and observation uncertainties. This paper studies the challenging yet important problem in POMDPs known as the…

To ensure the system stability of the $\bf{\mathcal{H}_{2}}$-guaranteed cost optimal decentralized control problem (ODC), an approximate semidefinite programming (SDP) problem is formulated based on the sparsity of the gain matrix of the…

``Composable core-sets'' are an efficient framework for solving optimization problems in massive data models. In this work, we consider efficient construction of composable core-sets for the determinant maximization problem. This can also…

Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…

We extend a primal-dual fixed point algorithm (PDFP) proposed in [5] to solve two kinds of separable multi-block minimization problems, arising in signal processing and imaging science. This work shows the flexibility of applying PDFP…

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem's feasible space. This paper presents an…

We consider multidimensional optimization problems in the framework of tropical mathematics. The problems are formulated to minimize a nonlinear objective function that is defined on vectors over an idempotent semifield and calculated by…

This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…

We derive a framework to compute optimal controls for problems with states in the space of probability measures. Since many optimal control problems constrained by a system of ordinary differential equations (ODE) modelling interacting…

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Designing effective score functions in Conformal Prediction (CP) for time-series data remains challenging due to conservativeness and/or computational inefficiency. We propose Optimal Selection Conformal Prediction (OSCP), which…