Related papers: Random Stopping Times in Stopping Problems and Sto…
We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…
Convergence is proved for solutions of Dirichlet problems in regions with many small excluded sets (holes), as the holes become smaller and more numerous. The problem is formulated in the context of Markov processes associated with general…
We formulate an optimal stopping problem for a geometric Brownian motion where the probability scale is distorted by a general nonlinear function. The problem is inherently time inconsistent due to the Choquet integration involved. We…
In this article, we study the classical finite-horizon optimal stopping problem for multidimensional diffusions through an approach that differs from what is typically found in the literature. More specifically, we first prove a key…
In this paper we propose definitions of equivalence via stochastic bisimulation and of equivalence of stochastic external behavior for the class of discrete-time stochastic linear control systems with possibly degenerate normally…
We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…
We continue the investigation of finite-duration variants of infinite-duration games by extending known results for games played on finite graphs to those played on infinite ones. In particular, we establish an equivalence between pushdown…
The paper proposes first steps towards the formalization and characterization of time-varying turnpikes in optimal control of mechanical systems. We propose the concepts of velocity steady states, which can be considered as partial steady…
The equivalence of time-optimal and distance-optimal control problems is shown for a class of parabolic control systems. Based on this equivalence, an approach for the efficient algorithmic solution of time-optimal control problems is…
The problem of guessing subject to distortion is considered, and the performance of randomized guessing strategies is investigated. A one-shot achievability bound on the guessing moment (i.e., moment of the number of required queries) is…
Infinitely repeated games can support cooperative outcomes that are not equilibria in the one-shot game. The idea is to make sure that any gains from deviating will be offset by retaliation in future rounds. However, this model of…
This paper introduces a class of objects called decision rules that map infinite sequences of alternatives to a decision space. These objects can be used to model situations where a decision maker encounters alternatives in a sequence such…
We study optimal double stopping problems driven by a Brownian bridge. The objective is to maximize the expected spread between the payoffs achieved at the two stopping times. We study several cases where the solutions can be solved…
We develop an approach for solving one-sided optimal stopping problems in discrete time for general underlying Markov processes on the real line. The main idea is to transform the problem into an auxiliary problem for the ladder height…
This paper examines the convergence behaviour of simultaneous best-response dynamics in random potential games. We provide a theoretical result showing that, for two-player games with sufficiently many actions, the dynamics converge quickly…
Finding an optimal solution of signal traffic control durations is a computationally intensive task. It is typically O(T3) in time, and O(T2) in space, where T is the length of the control interval in discrete time steps. In this paper, we…
This paper studies the problem of event-triggered impulsive control for discrete-time systems. A novel periodic event-triggering scheme with two tunable parameters is presented to determine the moments of updating impulsive control signals…
This paper provides necessary and sufficient conditions for a pair of randomised stopping times to form a saddle point of a zero-sum Dynkin game with partial and/or asymmetric information across players. The framework is non-Markovian and…
This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…
We study a problem when a solution to optimal stopping problem for one-dimensional diffusion will generate by threshold strategy. Namely, we give necessary and sufficient conditions under which an optimal stopping time can be specified as…