Related papers: A Transformation of the Control under Uncertainty …
We consider a Markovian stochastic control problem with model uncertainty. The controller (intelligent player) observes only the state, and, therefore, uses feed-back (closed-loop) strategies. The adverse player (nature) who does not have a…
Hedge has been proposed as an adaptive scheme, which guides an agent's decision in resource selection and distribution problems that can be modeled as a multi-armed bandit full information game. Such problems are encountered in the areas of…
In this paper, we study the tracking controllability of a 1D parabolic type equation. Notably, with controls acting on the boundary, we seek to approximately control the solution of the equation on specific points of the domain. We prove…
In this paper we examine a mutual control problem for systems of two abstract evolution equations subject to a proportionality final condition. Related observability and semi-observability problems are discussed. The analysis employs a…
We propose a game-theoretic framework that incorporates both incomplete information and general ambiguity attitudes on factors external to all players. Our starting point is players' preferences on payoff-distribution vectors, essentially…
Game-theoretic approaches are envisioned to bring human-like reasoning skills and decision-making processes for autonomous vehicles (AVs). However, challenges including game complexity and incomplete information still remain to be addressed…
When modeling robot interactions as Nash equilibrium problems, it is desirable to place coupled constraints which restrict these interactions to be safe and acceptable (for instance, to avoid collisions). Such games are continuous with…
In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…
Quantum game theory is a recently developing field of physical research. In this paper, we investigate quantum games in a systematic way. With the famous instance of the Prisoner's Dilemma, we present the fascinating properties of quantum…
The exact controllability to the origin for linear evolution control equation is considered.The problem is investigated by its transformation to infinite linear moment problem. Conditions for the existence of solution for infinite linear…
In many real-world sequential decision making problems, the number of available actions (decisions) can vary over time. While problems like catastrophic forgetting, changing transition dynamics, changing rewards functions, etc. have been…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
The problem of partial null controllability for linear autonomous evolution equations, which are controlled by a one-dimensional control, is under consideration. The partial null-controllability conditions for coupled abstract evolution…
Large scale systems are forecasted to greatly impact our future lives thanks to their wide ranging applications including cooperative robotics, mobility on demand, resource allocation, supply chain management. While technological…
In the real world, agents or entities are in a continuous state of interactions. These inter- actions lead to various types of complexity dynamics. One key difficulty in the study of complex agent interactions is the difficulty of modeling…
We investigate how the concepts of optimal control of measurables of a system with a time dependent Hamiltonian may be mixed with the level set technique to keep the desired entity invariant. We derive sets of equations for this purpose and…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
Many packing, scheduling and covering problems that were previously considered by computer science literature in the context of various transportation and production problems, appear also suitable for describing and modeling various…
Operation management problems (such as Production Planning and Scheduling) are represented and formulated as optimization models. The resolution of such optimization models leads to solutions which have to be operated in an organization.…
In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…