Related papers: A vector minmax problem for controlled Markov chai…
Blackwell's approachability is a framework where two players, the Decision Maker and the Environment, play a repeated game with vector-valued payoffs. The goal of the Decision Maker is to make the average payoff converge to a given set…
This paper addresses two minimum reaching time control problems within the context of finite stable systems. The well-known Variable Structure Control (VSC) and Unity Vector Control (UVC) strategies are analyzed, with the primary objective…
In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…
The main objective of this article is to develop a matrix pencil approach for the study of the controllability and reachability of a class of linear singular discrete time systems. The description equation of a practical system may be…
We study pushdown vector addition systems, which are synchronized products of pushdown automata with vector addition systems. The question of the boundedness of the reachability set for this model can be refined into two decision problems…
The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…
Positive linear systems on arbitrary time scales are studied. The theory developed in the paper unifies and extends concepts and results known for continuous-time and discrete-time systems. A necessary and sufficient condition for a linear…
Blackwell's approachability (Blackwell, 1954, 1956) is a very general online learning framework where a Decision Maker obtains vector-valued outcomes, and aims at the convergence of the average outcome to a given ``target'' set. Blackwell…
This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…
We study an anytime control algorithm for situations where the processing resources available for control are time-varying in an a priori unknown fashion. Thus, at times, processing resources are insufficient to calculate control inputs. To…
In the paper, problems of controllability, approximate controllability, reachability and approximate reachability are studied for the control system $w_t=w_{xx}$, $w(0,\cdot)=u$, $x>0$, $t\in(0,T)$, where $u\in L^\infty(0,T)$ is a control.…
This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…
In a variety of applications, an agent's success depends on the knowledge that an adversarial observer has or can gather about the agent's decisions. It is therefore desirable for the agent to achieve a task while reducing the ability of an…
We consider a trader who wants to direct his portfolio towards a set of acceptable wealths given by a convex risk measure. We propose a black-box algorithm, whose inputs are the joint law of stock prices and the convex risk measure, and…
Blackwell approachability, regret minimization and calibration are three criteria evaluating a strategy (or an algorithm) in different sequential decision problems, or repeated games between a player and Nature. Although they have at first…
The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It is common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention…
In this paper, we are interested in the synthesis of schedulers in double-weighted Markov decision processes, which satisfy both a percentile constraint over a weighted reachability condition, and a quantitative constraint on the expected…
We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…
This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…
The notion of approachability in repeated games with vector payoffs was introduced by Blackwell in the 1950s, along with geometric conditions for approachability and corresponding strategies that rely on computing {\em steering directions}…