This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system of linear ordinary differential equations. Typically, however, the moments are not closed and an infinite system of equations is required to compute statistical moments exactly. Existing methods for stochastic analysis, known as closure methods, focus on approximating this infinite system of equations with a finite dimensional system. This work develops an alternative approach in which the higher order terms, which are approximated in closure methods, are viewed as inputs to a finite-dimensional linear control system. Under this interpretation, upper and lower bounds of statistical moments can be computed via convex linear optimal control problems with semidefinite constraints. For analysis of steady-state distributions, this optimal control problem reduces to a static semidefinite program. These same optimization problems extend automatically to stochastic optimal control problems. For minimization problems, the methodology leads to guaranteed lower bounds on the true optimal value. Furthermore, we show how an approximate optimal control strategy can be constructed from the solution of the semidefinite program. The results are illustrated using numerous examples.
Most methods for stochastic optimal control focus on dynamic programming @cite_28 @cite_12 or approximate dynamic programming @cite_15 . More closely related to this work, however, are relaxation methods. Unlike approximate dynamic programming, these methods provide bounds on the achievable optimal values. The most closely related methods focus on occupation measures @cite_9 @cite_32 @cite_16 . These works rely on the general insight that a convex relaxation of an optimization problem can be obtained by examining randomized strategies @cite_20 . Such relaxation methods apply to stochastic optimal control problems, but it is not clear that they can be used for analysis problems. In contrast, our relaxation methodology applies to both cases. A more removed relaxation method is studied in @cite_17 @cite_13 . These works use duality to relax the constraint that controllers depend causally on state information. Also related is the work of @cite_35 @cite_36 which uses a combination of moment dynamics and deterministic optimal control to find approximate solutions to stochastic optimal control problems. This work, however, only considers systems with closed moments. Furthermore, this work assumes a fixed parametric form for the controller, and does not obtain a relaxation of the original stochastic control problem.
@cite_13 @cite_35 @cite_28 @cite_36 @cite_9 @cite_32 @cite_15 @cite_16 @cite_20 @cite_12 @cite_17
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A citing sentence is one that appears in a scientific article and cites previous work. Citing sentences have been studied and used in many applications. For example, they have been used in scientific paper summarization, automatic survey generation, paraphrase identification, and citation function classification. Citing sentences that cite multiple papers are common in scientific writing. This observation should be taken into consideration when using citing sentences in applications. For instance, when a citing sentence is used in a summary of a scientific paper, only the fragments of the sentence that are relevant to the summarized paper should be included in the summary. In this paper, we present and compare three different approaches for identifying the fragments of a citing sentence that are related to a given target reference. Our methods are: word classification, sequence labeling, and segment classification. Our experiments show that segment classification achieves the best results. Controlling the robot with a permanently-updated optimal trajectory, also known as model predictive control, is the Holy Grail of whole-body motion generation. Before obtaining it, several challenges should be faced: computation cost, non-linear local minima, algorithm stability, etc. In this paper, we address the problem of applying the updated optimal control in real-time on the physical robot. In particular, we focus on the problems raised by the delays due to computation and by the differences between the real robot and the simulated model. Based on the optimal-control solver MuJoCo, we implemented a complete model-predictive controller and we applied it in real-time on the physical HRP-2 robot. It is the first time that such a whole-body model predictive controller is applied in real-time on a complex dynamic robot. Aside from the technical contributions cited above, the main contribution of this paper is to report the experimental results of this premiere implementation. In a document network such as a citation network of scientific documents, web-logs, etc., the content produced by authors exhibits their interest in certain topics. In addition some authors influence other authors' interests. In this work, we propose to model the influence of cited authors along with the interests of citing authors. Moreover, we hypothesize that apart from the citations present in documents, the context surrounding the citation mention provides extra topical information about the cited authors. However, associating terms in the context to the cited authors remains an open problem. We propose novel document generation schemes that incorporate the context while simultaneously modeling the interests of citing authors and influence of the cited authors. Our experiments show significant improvements over baseline models for various evaluation criteria such as link prediction between document and cited author, and quantitatively explaining unseen text. We consider the information relaxation approach for calculating performance bounds for stochastic dynamic programs DPs. This approach generates performance bounds by solving problems with relaxed nonanticipativity constraints and a penalty that punishes violations of these nonanticipativity constraints. In this paper, we study DPs that have a convex structure and consider gradient penalties that are based on first-order linear approximations of approximate value functions. When used with perfect information relaxations, these penalties lead to subproblems that are deterministic convex optimization problems. We show that these gradient penalties can, in theory, provide tight bounds for convex DPs and can be used to improve on bounds provided by other relaxations, such as Lagrangian relaxation bounds. Finally, we apply these results in two example applications: first, a network revenue management problem that describes an airline trying to manage seat capacity on its flights; and second, an inventory management problem with lead times and lost sales. These are challenging problems of significant practical interest. In both examples, we compute performance bounds using information relaxations with gradient penalties and find that some relatively easy-to-compute heuristic policies are nearly optimal.