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A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

A multi-class single-server system with general service time distributions is studied in a moderate deviation heavy traffic regime. In the scaling limit, an optimal control problem associated with the model is shown to be governed by a…

Optimization and Control · Mathematics 2014-07-03 Rami Atar , Anup Biswas

A G/M/N queue is considered in the moderate deviation heavy traffic regime. The rate function for the customers-in-system process is obtained for the single class model. A risk-sensitive type control problem is considered for multi-class…

Optimization and Control · Mathematics 2013-03-12 Anup Biswas

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

Probability · Mathematics 2022-04-13 Rami Atar , Eyal Castiel , Yonatan Shadmi

Group control of connected and autonomous vehicles on automated highways is challenging for the advanced driver assistance systems (ADAS) and the automated driving systems (ADS). This paper investigates the differential game-based approach…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Hossein B. Jond , Jan Platoš

We study a multiclass M/M/1 queueing control problem with finite buffers under heavy-traffic where the decision maker is uncertain about the rates of arrivals and service of the system and by scheduling and admission/rejection decisions…

Probability · Mathematics 2019-03-19 Asaf Cohen

The purpose of this paper is to study 2-person zero-sum stochastic differential games, in which one player is a major one and the other player is a group of $N$ minor agents which are collectively playing, statistically identical and have…

Probability · Mathematics 2013-08-26 Rainer Buckdahn , Juan Li , Shige Peng

In this paper, we consider the functional It\^o calculus framework to find a path-dependent version of the Hamilton-Jacobi-Bellman equation for stochastic control problems that feature dynamics and running cost that depend on the path of…

Probability · Mathematics 2019-02-11 Yuri F. Saporito

We consider optimal control of a stochastic network,where service is controlled to prevent buffer overflow. We use a risk-sensitive escape time criterion, which in comparison to the ordinary escape time criteria heavily penalizes exits…

Probability · Mathematics 2007-05-23 Rami Atar , Paul Dupuis , Adam Shwartz

This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is modeled as a finite state Markov process that modulates the…

Probability · Mathematics 2012-11-30 Amarjit Budhiraja , Arka Ghosh , Xin Liu

We develop a game-theoretic framework for adversarially robust optimal safe predefined-time stabilization of parameter-dependent nonlinear dynamical systems with nonquadratic cost functionals. Our approach ensures that all system…

Optimization and Control · Mathematics 2025-11-20 Nick-Marios T. Kokolakis , Shanqing Liu , Jerome Darbon , Rahul Mangharam , George Em Karniadakis

We consider the problem of risk-sensitive control of a stochastic network. In controlling such a network, an escape time criterion can be useful if one wishes to regulate the occurrence of large buffers and buffer overflow. In this paper a…

Probability · Mathematics 2007-05-23 Rami Atar , Paul Dupuis , Adam Shwartz

In this work we discuss an Mean Field Games approach to traffic management on multi-lane roads. Such approach is particularly indicated to model self driven vehicles with perfect information of the domain. The mathematical interest of the…

Optimization and Control · Mathematics 2018-05-14 Adriano Festa , Simone Göttlich

We consider a class of multi-robot motion planning problems where each robot is associated with multiple objectives and decoupled task specifications. The problems are formulated as an open-loop non-cooperative differential game. A…

Multiagent Systems · Computer Science 2014-02-18 Minghui Zhu , Michael Otte , Pratik Chaudhari , Emilio Frazzoli

In this paper we consider an infinite horizon zero-sum differential game where the dynamics of each player and the running cost are also depending on the evolution of some discrete (switching) variables. In particular, such switching…

Optimization and Control · Mathematics 2020-03-05 Fabio Bagagiolo , Rosario Maggistro , Marta Zoppello

This paper considers a formulation of a differential game with constrained dynamics, where one player selects the dynamics and the other selects the applicable cost. When the game is considered on a finite time horizon, its value satisfies…

Optimization and Control · Mathematics 2009-09-25 Rami Atar , Paul Dupuis

This paper studies a diffusion model that arises as the limit of a queueing system scheduling problem in the asymptotic heavy traffic regime of Halfin and Whitt. The queueing system consists of several customer classes and many servers…

Probability · Mathematics 2007-05-23 Rami Atar

In this paper, we study the decision making of multiple autonomous vehicles at a roundabout. The behaviours of the vehicles depend on their aggressiveness, which indicates how much they value speed over safety. We propose a distributed…

Systems and Control · Computer Science 2020-05-22 Sasinee Pruekprasert , Jérémy Dubut , Xiaoyi Zhang , Chao Huang , Masako Kishida

The actions of an autonomous vehicle on the road affect and are affected by those of other drivers, whether overtaking, negotiating a merge, or avoiding an accident. This mutual dependence, best captured by dynamic game theory, creates a…

Robotics · Computer Science 2018-10-16 Jaime F. Fisac , Eli Bronstein , Elis Stefansson , Dorsa Sadigh , S. Shankar Sastry , Anca D. Dragan

This paper develops a game-theoretic decision-making framework for autonomous driving in multi-agent scenarios. A novel hierarchical game-based decision framework is developed for the ego vehicle. This framework features an interaction…

Systems and Control · Electrical Eng. & Systems 2025-07-30 Mushuang Liu , Yan Wan , Frank Lewis , Subramanya Nageshrao , H. Eric Tseng , Dimitar Filev
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