This article formulates algorithms to upper-bound the maximum value-at-risk (VaR) of a state function along trajectories of stochastic processes. The VaR is upper bounded by two methods: minimax tail-bounds (Cantelli/Vysochanskij-Petunin) and Expected Shor ...
This paper studies the problem of online performance optimization of constrained closed-loop control systems, where both the objective and the constraints are unknown black-box functions affected by exogenous time-varying contextual disturbances. A primal- ...
Clustering is a classic topic in optimization with k-means being one of the most fundamental such problems. In the absence of any restrictions on the input, the best-known algorithm for k-means in Euclidean space with a provable guarantee is a simple local ...
In a typical video rate allocation problem, the objective is to optimally distribute a source rate budget among a set of (in)dependently coded data units to minimize the total distortion. Conventional Lagrangian approaches convert the lone rate constraint ...
High-speed atomic force microscopy (HS-AFM) is a scanning probe technique capable of recording processes at the nanometre scale in real time. By sequentially increasing the speed of individual microscope components, images of surfaces can be recorded at up ...
Many natural and man-made signals can be described as having a few degrees of freedom relative to their size due to natural parameterizations or constraints; examples include bandlimited signals, collections of signals observed from multiple viewpoints in ...
This work presents a synthesis method that leads to the preliminary design of industrial energy systems. Such systems are composed of several technologies that transform, through a set of physical unit operations, raw materials and energy into products and ...
Optimization arises naturally when process performance needs improvement. This is often the case in industry because of competition – the product has to be proposed at the lowest possible cost. From the point of view of control, optimization consists in de ...
