Optimal continuous review policies for two product inventory systems with joint setup costs
Minimum average cost ordering policies for two product inventory systems with joint setup costs
MANAGEMENT PLANNING↗
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Results for “policy optimization”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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Optimal design and use of retry in fault tolerant real-time computer systems
A new method to determin an optimal retry policy and for use in retry of fault characterization is presented. An optimal retry policy for a given fault characteristic, which determines the maximum allowable retry durations to minimize the total task completion time was derived. The combined fault characterization and retry decision, in which the characteristics of fault are estimated simultaneously with the determination of the optimal retry policy were carried out. Two solution approaches were developed, one based on the point estimation and the other on the Bayes sequential decision. The maximum likelihood estimators are used for the first approach, and the backward induction for testing hypotheses in the second approach. Numerical examples in which all the durations associated with faults have monotone hazard functions, e.g., exponential, Weibull and gamma distributions are presented. These are standard distributions commonly used for modeling analysis and faults.
Lee, Y. H.↗
Statistical methodologies for the control of dynamic remapping
Following an initial mapping of a problem onto a multiprocessor machine or computer network, system performance often deteriorates with time. In order to maintain high performance, it may be necessary to remap the problem. The decision to remap must take into account measurements of performance deterioration, the cost of remapping, and the estimated benefits achieved by remapping. We examine the tradeoff between the costs and the benefits of remapping two qualitatively different kinds of problems. One problem assumes that performance deteriorates gradually, the other assumes that performance deteriorates suddenly. We consider a variety of policies for governing when to remap. In order to evaluate these policies, statistical models of problem behaviors are developed. Simulation results are presented which compare simple policies with computationally expensive optimal decision policies; these results demonstrate that for each problem type, the proposed simple policies are effective and robust.
Saltz, J. H.↗
On the determination of optimal costly measurement strategies for linear stochastic systems.
This paper presents the formulation of a class of optimization problems dealing with selecting, at each instant of time, one measurement provided by one out of many sensors. Each measurement has an associated measurement cost. The basic problem is then to select an optimal measurement policy, during a specified observation time interval, so that a weighted combination of prediction accuracy and accumulated observation cost is optimized. The current analysis is limited to the class of linear stochastic dynamic systems and measurement subsystems. The problem of selecting the optimal measurement strategy can be transformed into a deterministic optimal control problem. It is shown that the optimal measurement policy and the associated matched Kalman-type filter can be precomputed.
Athans, M.↗
A Decision-Theoretic Approach to Autonomous Planetary Rover Control
The report discusses the: Decentralized Control of Markov Decision Processes. Study the complexity of decentralized control of Markov decision processes, and develop algorithms for finding optimal control policies. Scheduling Contract Algorithms. Develop an optimal method for scheduling runs of a contract anytime algorithm (one that takes the deadline as input) in situations where the deadline is unknown, multiple problem instances must be solved, and a multi-processor machine is available. Planetary Rover Control as a Markov Decision Process.Use the Markov decision process framework to formalize and solve problems in planetary rover control. Adaptive Peer Selection. Use reinforcement learning to maximize the expected down-load speed for a client in a peer-to-peer file sharing system.
Zilberstein, Shlomo↗
Dynamic remapping of parallel computations with varying resource demands
A large class of computational problems is characterized by frequent synchronization, and computational requirements which change as a function of time. When such a problem must be solved on a message passing multiprocessor machine, the combination of these characteristics lead to system performance which decreases in time. Performance can be improved with periodic redistribution of computational load; however, redistribution can exact a sometimes large delay cost. We study the issue of deciding when to invoke a global load remapping mechanism. Such a decision policy must effectively weigh the costs of remapping against the performance benefits. We treat this problem by constructing two analytic models which exhibit stochastically decreasing performance. One model is quite tractable; we are able to describe the optimal remapping algorithm, and the optimal decision policy governing when to invoke that algorithm. However, computational complexity prohibits the use of the optimal remapping decision policy. We then study the performance of a general remapping policy on both analytic models. This policy attempts to minimize a statistic W(n) which measures the system degradation (including the cost of remapping) per computation step over a period of n steps. We show that as a function of time, the expected value of W(n) has at most one minimum, and that when this minimum exists it defines the optimal fixed-interval remapping policy. Our decision policy appeals to this result by remapping when it estimates that W(n) is minimized. Our performance data suggests that this policy effectively finds the natural frequency of remapping. We also use the analytic models to express the relationship between performance and remapping cost, number of processors, and the computation's stochastic activity.
Nicol, D. M.↗
Using Markov Models of Fault Growth Physics and Environmental Stresses to Optimize Control Actions
A generalized Markov chain representation of fault dynamics is presented for the case that available modeling of fault growth physics and future environmental stresses can be represented by two independent stochastic process models. A contrived but representatively challenging example will be presented and analyzed, in which uncertainty in the modeling of fault growth physics is represented by a uniformly distributed dice throwing process, and a discrete random walk is used to represent uncertain modeling of future exogenous loading demands to be placed on the system. A finite horizon dynamic programming algorithm is used to solve for an optimal control policy over a finite time window for the case that stochastic models representing physics of failure and future environmental stresses are known, and the states of both stochastic processes are observable by implemented control routines. The fundamental limitations of optimization performed in the presence of uncertain modeling information are examined by comparing the outcomes obtained from simulations of an optimizing control policy with the outcomes that would be achievable if all modeling uncertainties were removed from the system.
Bole, Brian↗
A control policy for systems with momentum exchange controllers
Spacecraft pointing control system with momentum exchange controllers, considering near optimal control policy for control moment gyro system
Skelton, R. E.↗
Dynamic Transmission Line Switching Amid Wildfire-Prone Weather Under Decision-Dependent Uncertainty
During dry and windy seasons, environmental conditions significantly increase the risk of wildfires, exposing power grids to disruptions caused by transmission line failures. Wildfire propagation exacerbates grid vulnerability, potentially leading to prolonged power outages. To address this challenge, we propose a multistage optimization model that dynamically adjusts transmission grid topology in response to wildfire propagation, aiming to develop an optimal response policy. By accounting for decision-dependent uncertainty, where line survival probabilities depend on usage, we employ distributionally robust optimization to model uncertainty in line survival distributions. We adapt the stochastic nested decomposition algorithm and derive a deterministic upper bound for its finite convergence. To enhance computational efficiency, we exploit the Lagrangian dual problem structure for a faster generation of Lagrangian cuts. Using realistic data from the California transmission grid, we demonstrate the superior performance of dynamic response policies against two-stage alternatives through a comprehensive case study. In addition, after solving the multistage formulation, we construct easy-to-implement policies that significantly reduce computational burden while maintaining good performance in real-time deployment. History: Accepted by Russell Bent, Area Editor for Network Optimization: Algorithms and Applications. Funding: This work was supported by the U.S. Department of Energy, Office of Electricity [Grant DE-AC02-05CH11231]. The work of R. Jiang was supported in part by the U.S. National Science Foundation, Division of Electrical, Communications and Cyber Systems [Grant ECCS-1845980] and the U.S. Air Force Office of Scientific Research [Grant FA9550-23-1-0323]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2025.1210 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2025.1210 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .
Estrada-Garcia, Juan-Alberto↗
Proof of quasi-adaptivity for the m-measurement feedback class of stochastic control policies
Bounds on expected performance are established which show that the m-measurement feedback (mM) policy for nonlinear stochastic control performs as well or better than the open-loop optimal control policy, and thus is quasi-adaptive in the sense of Witenhausen (1966). The chain of performance inequalities indicate a tendency for the mM policy performance to improve with increasing m. It is suggested that the present analytical method, based on the construction of artificial control sequences denoted as utility controls, can be used to establish performance bounds on other well-known policies, avoiding the extensive Monte Carlo simulations necessary in comparing stochastic control policies.
Bayard, David S.↗
DTS: Building custom, intelligent schedulers
DTS is a decision-theoretic scheduler, built on top of a flexible toolkit -- this paper focuses on how the toolkit might be reused in future NASA mission schedulers. The toolkit includes a user-customizable scheduling interface, and a 'Just-For-You' optimization engine. The customizable interface is built on two metaphors: objects and dynamic graphs. Objects help to structure problem specifications and related data, while dynamic graphs simplify the specification of graphical schedule editors (such as Gantt charts). The interface can be used with any 'back-end' scheduler, through dynamically-loaded code, interprocess communication, or a shared database. The 'Just-For-You' optimization engine includes user-specific utility functions, automatically compiled heuristic evaluations, and a postprocessing facility for enforcing scheduling policies. The optimization engine is based on BPS, the Bayesian Problem-Solver (1,2), which introduced a similar approach to solving single-agent and adversarial graph search problems.
Hansson, Othar↗
Combined optimal control and estimation.
Combined optimization problem, equivalent to dual control problem, considering determination of optimal control policies for plant under random disturbances, using iterative equations
CONTROL SYSTEM↗
Guidance analysis of the aeroglide plane change maneuver as a turning point problem
The development of guidance approximations for the atmospheric (aeroglide) portion of the minimum fuel, orbital plane change, trajectory optimization problem is described. Asymptotic methods are used to reduce the two point, boundary value, optimization problem to a turning point problem from the bank angle control. The turning point problem solution, which yields an approximate optimal control policy, is given in terms of parabolic cylinder functions, which are tabulated, and integral expressions, which must be numerically computed. Comparisons of the former, over their region of validity, with optimal control solutions show good qualitative agreement. Additional work and analysis is needed to compute the guidance approximation work.
Gracey, Christopher↗
Optimal startup control of a jacketed tubular reactor.
The optimal startup policy of a jacketed tubular reactor, in which a first-order, reversible, exothermic reaction takes place, is presented. A distributed maximum principle is presented for determining weak necessary conditions for optimality of a diffusional distributed parameter system. A numerical technique is developed for practical implementation of the distributed maximum principle. This involves the sequential solution of the state and adjoint equations, in conjunction with a functional gradient technique for iteratively improving the control function.
Hahn, D. R.↗
Stochastic ordering properties and optimal routing control for a class of finite capacity queueing systems
The problem of routing jobs to parallel queues with identical exponential servers and unequal finite buffer capacities is considered. Stochastic ordering and weak majorization properties on critical performance measures are established by means of event-driven inductions. In particular, it is shown that the intuitive 'join the shortest non-full queue' (SNQ) policy is optimal with respect to an overall function that accounts for holding and blocking costs. Moreover, the buffer allocation problem is solved by proving the intuitive result that, for a fixed total buffer capacity, the optimal allocation scheme is the one in which the difference between the maximum and minimum queue capacities is minimized, i.e., becomes either 0 or 1.
Towsley, Don↗
Optimal Limited Contingency Planning
For a given problem, the optimal Markov policy over a finite horizon is a conditional plan containing a potentially large number of branches. However, there are applications where it is desirable to strictly limit the number of decision points and branches in a plan. This raises the question of how one goes about finding optimal plans containing only a limited number of branches. In this paper, we present an any-time algorithm for optimal k-contingency planning. It is the first optimal algorithm for limited contingency planning that is not an explicit enumeration of possible contingent plans. By modelling the problem as a partially observable Markov decision process, it implements the Bellman optimality principle and prunes the solution space. We present experimental results of applying this algorithm to some simple test cases.
Meuleau, Nicolas↗
Preliminary Work for Examining the Scalability of Reinforcement Learning
Researchers began studying automated agents that learn to perform multiple-step tasks early in the history of artificial intelligence (Samuel, 1963; Samuel, 1967; Waterman, 1970; Fikes, Hart & Nilsonn, 1972). Multiple-step tasks are tasks that can only be solved via a sequence of decisions, such as control problems, robotics problems, classic problem-solving, and game-playing. The objective of agents attempting to learn such tasks is to use the resources they have available in order to become more proficient at the tasks. In particular, each agent attempts to develop a good policy, a mapping from states to actions, that allows it to select actions that optimize a measure of its performance on the task; for example, reducing the number of steps necessary to complete the task successfully. Our study focuses on reinforcement learning, a set of learning techniques where the learner performs trial-and-error experiments in the task and adapts its policy based on the outcome of those experiments. Much of the work in reinforcement learning has focused on a particular, simple representation, where every problem state is represented explicitly in a table, and associated with each state are the actions that can be chosen in that state. A major advantage of this table lookup representation is that one can prove that certain reinforcement learning techniques will develop an optimal policy for the current task. The drawback is that the representation limits the application of reinforcement learning to multiple-step tasks with relatively small state-spaces. There has been a little theoretical work that proves that convergence to optimal solutions can be obtained when using generalization structures, but the structures are quite simple. The theory says little about complex structures, such as multi-layer, feedforward artificial neural networks (Rumelhart & McClelland, 1986), but empirical results indicate that the use of reinforcement learning with such structures is promising. These empirical results make no theoretical claims, nor compare the policies produced to optimal policies. A goal of our work is to be able to make the comparison between an optimal policy and one stored in an artificial neural network. A difficulty of performing such a study is finding a multiple-step task that is small enough that one can find an optimal policy using table lookup, yet large enough that, for practical purposes, an artificial neural network is really required. We have identified a limited form of the game OTHELLO as satisfying these requirements. The work we report here is in the very preliminary stages of research, but this paper provides background for the problem being studied and a description of our initial approach to examining the problem. In the remainder of this paper, we first describe reinforcement learning in more detail. Next, we present the game OTHELLO. Finally we argue that a restricted form of the game meets the requirements of our study, and describe our preliminary approach to finding an optimal solution to the problem.
Clouse, Jeff↗
Physics-informed Deep Reinforcement Learning-based Control in Power systems
Incorporating physics information into the deep reinforcement learning (DRL) process is a promising approach for addressing the challenges faced in learning-based control design problems for physical systems. Power grid dynamics, being a physical system, adheres to specific physical laws, constraints, as well as operational and control rules. Therefore, consideration of such physics-based law improves the learning process drastically. In general, traditional grid control schemes rely on rule-based mechanisms that cannot adapt to changing operating conditions. To improve the adaptability and computation time, recent research has seen a surge of DRL-based applications in power grid control. A generic DRL-based control design imposes the system performance requirements through the design of reward functions. In some cases, some of the important physics information is injected through this reward function. However, due to the complex dynamics and large state-action space, learning an optimal DRL policy often becomes challenging. Inspired by the latest developments in general machine learning (ML) research, power system researchers have been investigating more direct ways of incorporating physics knowledge into DRL training. This chapter specifically focuses on these aspects of physics-informed DRL designs in grid control. It discusses the significance, applications, research gaps, and open problems that need to be addressed in future research.
artificial intelligence, machine learning↗