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A decision maker repeatedly chooses one of a finite set of actions. In each period, the decision maker's payoff depends on fixed basic payoff of the chosen action and the frequency with which the action has been chosen in the past. We…

Theoretical Economics · Economics 2024-05-02 Galit Ashkenazi-Golan , Dominik Karos , Ehud Lehrer

This paper is concerned with the problem of designing agents able to dynamically select information from multiple data sources in order to tackle tasks that involve tracking a target behavior while optimizing a reward. We formulate this…

Optimization and Control · Mathematics 2021-06-11 Émiland Garrabé , Giovanni Russo

Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…

Optimization and Control · Mathematics 2019-10-15 Marcel Nutz , Yuchong Zhang

Effective management of recreational fisheries requires accurate forecasting of future harvests and real-time monitoring of ongoing harvests. Traditional methods that rely on historical catch data to predict short-term harvests can be…

Quantitative Methods · Quantitative Biology 2025-04-03 A. Challen Hyman , Chloe Ramsay , Tiffanie A. Cross , Beverly Sauls , Thomas K. Frazer

In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of a bank's work is described in this paper. The problem…

General Finance · Quantitative Finance 2016-11-04 Oleg Malafeyev , Achal Awasthi

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

A discrete implementation on a lattice of the Active Walker Model is presented. After the model's validity is shown in simple simulations, more complex simulations of walkers passing consecutively a lattice from an arbitrary starting point…

Statistical Mechanics · Physics 2007-05-23 S. Schoellmann

The ranking of possible alternatives during the design or operation of an industrial process leads to the definition of a solution representing the best compromise between several contradictory objectives. The choice of solution is a…

Optimization and Control · Mathematics 2024-09-10 L N Kiss , C Fonteix , M Camargo , L Morel , J Renaud

In distributed processing, agents generally collect data generated by the same underlying unknown model (represented by a vector of parameters) and then solve an estimation or inference task cooperatively. In this paper, we consider the…

Information Theory · Computer Science 2015-06-16 Sheng-Yuan Tu , Ali H. Sayed

We consider a living organism as an observer of the evolution of its environment recording sensory information about the state space X of the environment in real time. Sensory information is sampled and then processed on two levels. On the…

Artificial Intelligence · Computer Science 2010-03-22 Dan Guralnik

The worthwhile-to-move incremental principle is a mechanism where, at each step, the agent, before moving and after exploration around the current state, compares intermediate advantages and costs to change to advantages and costs to stay.…

Optimization and Control · Mathematics 2009-05-11 Hedy Attouch , Antoine Soubeyran

In traditional harvesting model a fishing effort E is defined by the fishing intensity and does not address the inverse effect of fish abundance on the fishing effort. In this paper, based on a canonical differential equation model, we…

Dynamical Systems · Mathematics 2007-05-23 Lev Idels , Mei Wang

In any ecosystem, the conditions of the environment and the characteristics of the species that inhabit it are entangled, co-evolving in space and time. We introduce a model that couples active agents with a dynamic environment, interpreted…

Populations and Evolution · Quantitative Biology 2025-12-10 G. Briozzo , G. J. Sibona , F. Peruani

We develop a model of the behaviour of a dynamically optimizing economic agent who makes consumption-saving and spatial relocation decisions. We formulate an existence result for the model, derive the necessary conditions for optimality and…

Optimization and Control · Mathematics 2007-05-23 Iordan Iordanov , Andrey Vassilev

Optimization of resource distribution has been a challenging topic in current society. To explore this topic, we develop a Coalition Control Model(CCM) based on the Model Predictive Control(MPC) and test it using a fishing model with linear…

Multiagent Systems · Computer Science 2020-11-26 Weizhi Du , Harvey Tian

A simulated annealing based algorithm is presented for the determination of optimal ship routes through the minimization of a cost function. This cost function is a weighted sum of the time of voyage and the voyage comfort (safety is taken…

Computational Physics · Physics 2009-05-04 O. T. Kosmas , D. S. Vlachos

Maximizing long-term rewards is the primary goal in sequential decision-making problems. The majority of existing methods assume that side information is freely available, enabling the learning agent to observe all features' states before…

Machine Learning · Computer Science 2023-07-19 Saeed Ghoorchian , Evgenii Kortukov , Setareh Maghsudi

We present a dynamical model for the price evolution of financial assets. The model is based in a two level structure. In the first stage one finds an agent-based model that describes the present state of the investors' beliefs,…

Trading and Market Microstructure · Quantitative Finance 2009-07-30 Miquel Montero

We consider adaptive decision-making problems where an agent optimizes a cumulative performance objective by repeatedly choosing among a finite set of options. Compared to the classical prediction-with-expert-advice set-up, we consider…

Machine Learning · Computer Science 2023-04-10 Michael Muehlebach

This paper presents a novel problem of creating and regulating localization and navigation illusions considering two agents: a receiver and a producer. A receiver is moving on a plane localizing itself using the intensity of signals from…

Robotics · Computer Science 2025-04-28 Lorenzo Medici , Steven M. LaValle , Basak Sakcak