We present an approximation method that solves a class of Decentralized hybrid Markov Decision Processes (DEC-HMDPs). These DEC-HMDPs have both discrete and continuous state variab...
We formulate the L2-gain control problem for a general nonlinear, state-space system with projection dynamics in the state evolution and hard constraints on the set of admissible ...
Joseph A. Ball, Martin V. Day, Tungsheng Yu, Pushk...
This paper is concerned with the optimal control of linear discrete-time systems, which are subject to unknown but bounded state disturbances and mixed constraints on the state an...
Paul J. Goulart, Eric C. Kerrigan, Jan M. Maciejow...
Abstract. This paper addresses the clustering problem of hidden dynamical systems behind observed multivariate sequences by assuming an interval-based temporal structure in the seq...
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...