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We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…

Optimization and Control · Mathematics 2025-06-19 David Ohlin , Richard Pates , Murat Arcak

This paper is concerned with fault/disturbance compensation control for fully actuated systems. In particular, we explore observer-based control, incorporating an active compensation mechanism. First, we propose a novel observer with…

Systems and Control · Electrical Eng. & Systems 2026-03-09 Weijie Ren , Guang-Ren Duan , Ping Li , He Kong

This paper concerns a class of uncertain linear quantum systems subject to quadratic perturbations in the system Hamiltonian. A small gain approach is used to evaluate the performance of the given quantum system. In order to get improved…

Systems and Control · Computer Science 2015-08-12 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

This paper studies dynamic mechanism design in a quasilinear Markovian environment and analyzes a direct mechanism model of a principal-agent framework in which the agent is allowed to exit at any period. We consider that the agent's…

Dynamical Systems · Mathematics 2021-05-10 Tao Zhang , Quanyan Zhu

We consider a hidden-action principal-agent model, in which actions require different amounts of effort, and the agent privately knows his ability that determines his cost of effort. We show that linear contracts admit approximation…

Computer Science and Game Theory · Computer Science 2025-03-05 Tal Alon , Paul Dütting , Yingkai Li , Inbal Talgam-Cohen

We study a new class of contract design problems where a principal delegates the execution of multiple projects to a set of agents. The principal's expected reward from each project is a combinatorial function of the agents working on it.…

Computer Science and Game Theory · Computer Science 2025-06-09 Tal Alon , Matteo Castiglioni , Junjie Chen , Tomer Ezra , Yingkai Li , Inbal Talgam-Cohen

We study the problem of demand response contracts in electricity markets by quantifying the impact of considering a mean-field of consumers, whose consumption is impacted by a common noise. We formulate the problem as a Principal-Agent…

Probability · Mathematics 2020-03-25 Romuald Elie , Emma Hubert , Thibaut Mastrolia , Dylan Possamaï

Today's control systems are often characterized by modularity and safety requirements to handle complexity, resulting in hierarchical control structures. Although hierarchical model predictive control offers favorable properties, achieving…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Felix Berkel , Kim Peter Wabersich , Hongxi Xiang , Elias Milios

This paper considers two problems -- a dynamic team problem and a decentralized control problem. The problems we consider do not belong to the known classes of "simpler" dynamic team/decentralized control problems such as partially nested…

Systems and Control · Computer Science 2016-11-14 Seyed Mohammad Asghari , Ashutosh Nayyar

We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…

Optimization and Control · Mathematics 2025-03-24 Dariusz Zawisza

This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…

Optimization and Control · Mathematics 2023-03-14 Siyu Lv , Jie Xiong , Wen Xu

Optimal control of a mobile robot system is formulated. Multiobjective criteria of time and energy is employed. The optimal control problem is formulated as a nonlinear programming problem (NLP). The problem is solved using the direct…

Optimization and Control · Mathematics 2013-12-30 Mohamad Shahab , Amar Khoukhi , Fouad Al-Sunni

We initiate the study of online contracts, which integrate the game-theoretic considerations of economic contract theory, with the algorithmic and informational challenges of online algorithm design. Our starting point is the classic online…

Computer Science and Game Theory · Computer Science 2026-02-10 Elad Lavi , Hadas Shachnai , Inbal Talgam-Cohen

We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…

Optimization and Control · Mathematics 2021-08-18 Yongxin Chen

We study the optimal design of electricity contracts among a population of consumers with different needs. This question is tackled within the framework of Principal-Agent problems in presence of adverse selection. The particular features…

Optimization and Control · Mathematics 2019-09-17 Clémence Alasseur , Ivar Ekeland , Romuald Elie , Nicolás Hernández Santibáñez , Dylan Possamaï

We analyze a two-period principal-agent model in which the principal faces a budget constraint, and the agent's private costs of performing tasks across the two periods may be correlated. We examine the optimal design of the reward scheme…

Optimization and Control · Mathematics 2025-12-30 Eilon Solan , Avraham Tabbach , Chang Zhao

We study a model of delegation in which a principal takes a multidimensional action and an agent has private information about a multidimensional state of the world. The principal can design any direct mechanism, including stochastic ones.…

Theoretical Economics · Economics 2022-08-26 Andreas Kleiner

A principal provides nondiscriminatory incentives for independent and identical agents. The principal cannot observe the agents' actions, nor does she know the entire set of actions available to them. It is shown, very generally, that any…

Theoretical Economics · Economics 2024-01-31 Ashwin Kambhampati