相关论文: Robust Stochastic Optimal Control via variance pen…

One of the major limitations of optimization-based strategies for allocating the power flow in hybrid powertrains is that they rely on predictions of future power demand. These predictions are inherently uncertain as they are dependent on…

We propose a comprehensive framework for policy gradient methods tailored to continuous time reinforcement learning. This is based on the connection between stochastic control problems and randomised problems, enabling applications across…

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…

Dual control explicitly addresses the problem of trading off active exploration and exploitation in the optimal control of partially unknown systems. While the problem can be cast in the framework of stochastic dynamic programming, exact…

We study distributed convex constrained optimization on a time-varying multi-agent network. Each agent has access to its own local cost function, its local constraints, and its instant number of out-neighbors. The collective goal is to…

The heating, ventilation and air-conditioning (HVAC) system accounts for substantial energy use in buildings, whereas a large group of occupants are still not actually feeling comfortable staying inside. This poses the issue of developing…

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

The penalization method is a popular technique to provide particle swarm optimizers with the ability to handle constraints. The downside is the need of penalization coefficients whose settings are problem-specific. While adaptive…

Decisions for a variable renewable resource generators commitment in the energy market are typically made in advance when little information is obtainable about wind availability and market prices. Much research has been published…

This paper is concerned with optimal power flow (OPF), which is the problem of optimizing the transmission of electricity in power systems. Our main contributions are as follows: (i) we propose a novel parabolic relaxation, which transforms…

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

In this paper, a tractable methodology is proposed to approximate stochastic optimal feedback treatment in the context of mixed immuno-chemo therapy of cancer. The method uses a fixed-point value iteration that approximately solves a…

In response to the escalating need for sustainable manufacturing, this study introduces a Simulation-Based Approach (SBA) to model a stopping policy for energy-intensive stochastic production systems, developed and tested in a real-world…

We systematically review the Variational Optimization, Variational Inference and Stochastic Search perspectives on sampling-based dynamic optimization and discuss their connections to state-of-the-art optimizers and Stochastic Optimal…

The stochastic shortest path problem (SSPP) asks to resolve the non-deterministic choices in a Markov decision process (MDP) such that the expected accumulated weight before reaching a target state is maximized. This paper addresses the…

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Model Predictive Control (MPC) has established itself as the primary methodology for constrained control, enabling autonomy across diverse applications. While model fidelity is crucial in MPC, solving the corresponding optimization problem…

This paper presents a nonlinear-model based hybrid optimal control technique to compute a suboptimal power-split strategy for power/energy management in a parallel hybrid electric vehicle (PHEV). The power-split strategy is obtained as…

In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…

This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…