Articles

 

S. Bagheri, D.P. de Farias, G. Barbastathis and M. Neifeld, “A Low Complexity Representation of the Coherent Point Spread Function in the Presence of Aberrations and Arbitrarily Large

Defocus,” submitted to Journal of the Optical Society of America, 2005.

 

H. Lakshmanan and D. P. de Farias, “Decentralized Approximate Dynamic Programming for Dynamic Networks of Agents, ” working paper. Preliminary version submitted to ACC, 2005.

 

D.P. de Farias and B. Van Roy, “A Cost-Shaping Linear Program for Average-Cost Approximate Dynamic Programming with Performance Guarantees,” submitted for publication, 2004.

Preliminary version:

  • D.P. de Farias and B. Van Roy, “A Linear Program for Bellman Error Minimization with Performance Guarantees,”  to appear in Advances in Neural Information Processing Systems 17, 2005.

D. Modha and D. P. de Farias,  “Finite-State Rate Distortion for Individual Sequences,” IEEE International Symposium on Information Theory, 2004.

D.P. de Farias and N. Megiddo, “Combining Expert Advice in Reactive Environments,” submitted for publication, 2004.

Preliminary versions:

  • D.P. de Farias and N. Megiddo, “How to Combine Expert (or Novice) Advice when Actions Impact the Environment,” Advances in Neural Information Processing Systems 16, MIT Press, 2004.
  • D.P. de Farias and N. Megiddo, “Exploration-Exploitation Tradeoffs for Experts Algorithms in Reactive Environments,” to appear in Advances in Neural Information Processing Systems 17, 2005.

D.P. de Farias and B. Van Roy, “Approximate Linear Programming for Average-Cost Dynamic Programming,”  Advances in Neural Information Processing Systems 15, MIT Press, 2003.

D. P. de Farias and B. Van Roy, ``On Constraint Sampling for the Linear Programming Approach to Approximate Dynamic Programming,''  Mathematics of Operations Research, Vol. 29, No. 3, pp. 462-478, 2004.

D. P. de Farias and B. Van Roy, ``The Linear Programming Approach to Approximate Dynamic Programming,'' Operations Research, Vol. 51, No. 6, pp. 850-856, 2003.

Preliminary version:  

  • D.P. de Farias and B. Van Roy, “Approximate Dynamic Programming via Linear Programming,” Advances in Neural Information Processing Systems 14, MIT Press, 2002.

 

D. P. de Farias and B. Van Roy, “On the Existence of Fixed Points for Approximate Value Iteration and Temporal-Difference Learning,” Journal of Optimization Theory and Applications, Vol. 105, No. 3, June, 2000. 

Preliminary versions:

  • D. P. de Farias and B. Van Roy, “Approximate Value Iteration with Randomized Policies,” Proceedings of the IEEE Conference on Decision and Control, 2000.
  • D. P. de Farias and B. Van Roy, “Approximate Value Iteration and Temporal-Difference Learning,” Proceedings of the IEEE Symposium 2000 on Adaptive Systems for Signal Processing, Communications and Control, 2000.
  • D. P. de Farias and B. Van Roy, “Fixed Points for Approximate Value Iteration and Temporal-Difference Learning,” Proceedings of the International Conference on Machine Learning, 2000.


 

D. P. de Farias, J. C. Geromel, J. B. R. do Val and O. L. V. Costa, “Output Feedback Control of Markov Jump Linear Systems in Continuous Time,” IEEE Transactions on Automatic Control, Vol. 45, No. 5, May, 2000. 
 

D.P. de Farias, M. C. de Oliveira and J. C. Geromel, “Mixed H2-H00 control of flexible structures ,” Mathematical Problems in Engineering, Vol. 6, No. 6, pp.557-598, 2001.

Preliminary version:

  • D. P. de Farias, M. C. de Oliveira, e J. C. Geromel, “Mixed H2/Hoo control of flexible structures,” in Proceedings of the 14th IFAC World Congress, vol. C, (Beijing, China), pp. 127-132, 1999.


 

 

D.P. de Farias, J.C. Geromel and J.B.R. do Val, “A Note on the Robust Control of Markov Jump Linear Uncertain Systems,” Optimal Control Applications \& Methods, vol.23, n.2, p. 105--112, 2002.
 

 

D. P. de Farias and J.C. Geromel, “An Optimization Algorithm for the Mixed H2/Hoo Control Problem,” (in Portuguese), XII Brazilian Conference on Automation, Uberlandia, Brazil, September 1998.

 

 

Theses

``The Linear Programming Approach to Approximate Dynamic Programming: Theory and Application,''  Ph.D. Thesis, Stanford University, June 2002.

``Optimization and Control of Markov Jump Linear Systems,''  M.Sc. Thesis, State University of Campinas, Brazil, August 1998 (in Portuguese).

Optimization Software

LMISol: Software package for optimization problems with linear objective function subject to linear matrix inequalities (LMIs), developed with M.C. de Oliveira.