We consider a broad class of stochastic dynamic programming problems that are amenable to relaxation via decomposition. These problems comprise multiple subproblems that are independent of each other except for a collection of coupling constraints on the action space. We fit an additively separable value function approximation using two techniques, namely, Lagrangian relaxation and the linear p...

The relaxation spectrum is estimated from dynamic experiments using Bayesian analysis and a new regularization constraint. In the Bayesian framework, a probability can be calculated for each estimate of the spectrum. This offers several advantages; (1) an optimal estimate of the relaxation spectrum may be calculated as the mean of a large number of estimates, and (2) reliable errors for the opt...

for an Invited Paper for the MAR11 Meeting of The American Physical Society Jamming Mechanisms and Density Dependence of Dynamic Heterogeneities in a Kinetically-Constrained Model YAIR SHOKEF, Weizmann Institute of Science Experiments on granular [1] and colloidal [2] systems show steady growth in dynamic heterogeneities as the relaxation time increases with increasing density. In glass-forming...

Viscoelastic material behavior is often characterized using one of the three measurements: creep, stress-relaxation or dynamic sinusoidal tests. A two-stage numerical method was developed to allow representation of data from creep and stress-relaxation tests on the Fourier axis in the Laplace domain. The method assumes linear behavior and is theoretically applicable to any transient test which ...

The relaxation spectrum of glassy solids has long been used to probe their dynamic structural features and the fundamental deformation mechanisms. Structurally complicated glasses, such as molecular glasses, often exhibit multiple relaxation processes. By comparison, metallic glasses have a simple atomic structure with dense atomic packing, and their relaxation spectra were commonly found to be...

The fast dynamics generated by the Brownian motion of particles in colloidal drops, and the related relaxation during drying, which play key roles in suspension systems, were investigated incorporating multispeckle diffusing wave spectroscopy (MSDWS). MSDWS equipment was implemented to analyze the relaxation properties of suspensions under a nonergodic and nonstationary drying process, which ca...

In this article we extend Shiryaev’s quickest change detection formulation by also accounting for the cost of observations used before the change point. The observation cost is captured through the average number of observations used in the detection process before the change occurs. The objective is to select an on–off observation control policy that decides whether or not to take a given obse...

Tensegrities are spatial, reticulated and lightweight structures that are increasingly investigated as structural solutions for active and deployable structures. Tensegrity systems are composed only of axially loaded elements providing opportunities for actuation and deployment through changing element lengths. In cable-based actuation strategies, the deficiency of having to control too many ca...

In this article, we study and compare two approaches to solving stochastic optimal control problems with an expectation constraint on the final state. The case of a probability constraint is included in this framework. The first approach is based on a dynamic programming principle and the second one uses Lagrange relaxation. These approaches can be used for continuous-time problems; we provide ...