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In a noncooperative dynamic game, multiple agents operating in a changing environment aim to optimize their utilities over an infinite time horizon. Time-varying environments allow to model more realistic scenarios (e.g., mobile devices…

Systems and Control · Computer Science 2015-12-29 Santiago Zazo , Sergio Valcarcel Macua , Matilde Sánchez-Fernández , Javier Zazo

A Bayesian data assimilation scheme is formulated for advection-dominated or hyperbolic evolutionary problems, and observations. The method is referred to as the dynamic likelihood filter because it exploits the model physics to dynamically…

Dynamical Systems · Mathematics 2017-04-26 Juan M. Restrepo

Reliable angler activity data inform fisheries management. Traditionally, such data are gathered through surveys, but an innovative cost-effective approach involves utilizing online platforms and smartphone applications. These…

Physics and Society · Physics 2025-01-22 Azar Taheri Tayebi , Julia S. Schmid , Sean Simmons , Mark S. Poesch , Mark A. Lewis , Pouria Ramazi

We study online learning for optimal allocation when the resource to be allocated is time. %Examples of possible applications include job scheduling for a computing server, a driver filling a day with rides, a landlord renting an estate,…

Machine Learning · Statistics 2021-11-05 Etienne Boursier , Tristan Garrec , Vianney Perchet , Marco Scarsini

We study the following control problem. A fish with bounded aquatic locomotion speed swims in fast waters. Can this fish, under reasonable assumptions, get to a desired destination? It can, even if the flow is time-dependent. Moreover,…

Optimization and Control · Mathematics 2019-04-18 Dmitri Burago , Sergei Ivanov , Alexei Novikov

Our goal in this paper is to plan the motion of a robot in a partitioned environment with dynamically changing, locally sensed rewards. We assume that arbitrary assumptions on the reward dynamics can be given. The robot aims to accomplish a…

Robotics · Computer Science 2012-08-30 Maria Svorenova , Jana Tumova , Jiri Barnat , Ivana Cerna

In inland fisheries, transporting fishery resource individuals from a habitat to spatially apart habitat(s) has recently been considered for fisheries stock management in the natural environment. However, its mathematical optimization,…

Optimization and Control · Mathematics 2021-03-15 Hidekazu Yoshioka , Tomomi Tanaka , Futoshi Aranishi , Motoh Tsujimura , Yumi Yoshioka

We consider large but finite systems of identical agents on the line with up to next nearest neighbor asymmetric coupling. Each agent is modelled by a linear second order differential equation, linearly coupled to up to four of its…

Dynamical Systems · Mathematics 2021-07-23 J. Herbrych , A. G. Chazirakis , N. Christakis , J. J. P. Veerman

We investigate the problem of monitoring multiple targets using a single mobile sensor, with the goal of minimizing the maximum estimation error among all the targets over long time horizons. The sensor can move in a network-constrained…

Systems and Control · Electrical Eng. & Systems 2020-09-25 Samuel C. Pinto , Sean B. Andersson , Julien M. Hendrickx , Christos G. Cassandras

We develop a mathematical model of extinction and coexistence in a generic predator-prey ecosystem composed of two herbivores in asymmetrical competition and a hunter exerting a predatory pressure on both species. With the aim of…

Adaptation and Self-Organizing Systems · Physics 2017-08-28 Marcelo N Kuperman , Fabiana Laguna , Guillermo Abramson , Adrian Monjeau. Jose Luis Lanata

The goal of dynamic time warping is to transform or warp time in order to approximately align two signals together. We pose the choice of warping function as an optimization problem with several terms in the objective. The first term…

Machine Learning · Computer Science 2019-06-03 Dave Deriso , Stephen Boyd

We deal with the optimal execution problem when the broker's goal is to reach a performance barrier avoiding a downside barrier. The performance is provided by the wealth accumulated by trading in the market, the shares detained by the…

Mathematical Finance · Quantitative Finance 2026-04-27 Emilio Barucci , Yuheng Lan

We consider a pursuit-evasion scenario involving a group of pursuers and a single evader in a two-dimensional unbounded environment. The pursuers aim to capture the evader in finite time while ensuring the evader remains enclosed within the…

Systems and Control · Electrical Eng. & Systems 2026-05-25 Dinesh Patra , Prajakta Surve , Ashish R. Hota , Shaunak D. Bopardikar

In reinforcement learning, it is common to let an agent interact for a fixed amount of time with its environment before resetting it and repeating the process in a series of episodes. The task that the agent has to learn can either be to…

Machine Learning · Computer Science 2022-01-28 Fabio Pardo , Arash Tavakoli , Vitaly Levdik , Petar Kormushev

Humans exhibit time-inconsistent behavior, in which planned actions diverge from executed actions. Understanding time inconsistency and designing appropriate interventions is a key research challenge in computer science and behavioral…

Computer Science and Game Theory · Computer Science 2025-09-18 Yasunori Akagi , Takeshi Kurashima

In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $\delta$, the so called refraction period. This prevents the optimal exercise times…

Pricing of Securities · Quantitative Finance 2013-10-17 Sören Christensen , Albrecht Irle , Stephan Jürgens

Repeated game has long been the touchstone model for agents' long-run relationships. Previous results suggest that it is particularly difficult for a repeated game player to exert an autocratic control on the payoffs since they are jointly…

Computer Science and Game Theory · Computer Science 2018-07-19 Dong Hao , Kai Li , Tao Zhou

This paper studies a pursuit-evasion problem involving a single pursuer and a single evader, where we are interested in developing a pursuit strategy that doesn't require continuous, or even periodic, information about the position of the…

Systems and Control · Computer Science 2016-01-20 Saad A. Aleem , Cameron Nowzari , George J. Pappas

Stop-loss rules are often studied in the financial literature, but the stop-loss levels are seldom constructed systematically. In many papers, and indeed in practice as well, the level of the stops is too often set arbitrarily. Guided by…

Risk Management · Quantitative Finance 2016-09-06 Antoine Emil Zambelli

Modern recommendation systems rely on the wisdom of the crowd to learn the optimal course of action. This induces an inherent mis-alignment of incentives between the system's objective to learn (explore) and the individual users' objective…

Computer Science and Game Theory · Computer Science 2018-07-06 Gal Bahar , Rann Smorodinsky , Moshe Tennenholtz
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