Related papers: Remarks on the hierarchical control problems with …
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
We propose a general framework for studying optimal impulse control problem in the presence of uncertainty on the parameters. Given a prior on the distribution of the unknown parameters, we explain how it should evolve according to the…
Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…
The aim of this paper is to perform a Stackelberg strategy to control parabolic equations. We have one control, \textit{the leader}, that is responsible for a null controllability property; additionally, we have a control \textit{the…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
We study the optimal execution of market and limit orders with permanent and temporary price impacts as well as uncertainty in the filling of limit orders. Our continuous-time model incorporates a trade speed limiter and a trader director…
In this paper, we consider a risk-averse control problem for diffusion processes, in which there is a partition of the admissible control strategy into two decision-making groups (namely, the {\it leader} and {\it follower}) with different…
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…
This paper is concerned with the application of Stackelberg-Nash strategies to control fourth order linear and semi-linear parabolic equations. We assume that the system is acted through a hierarchy of distributed controls: one main control…
This paper is concerned with a three-level multi-leader-follower incentive Stackelberg game with $H_\infty$ constraint. Based on $H_2/H_\infty$ control theory, we firstly obtain the worst-case disturbance and the team-optimal strategy by…
The purpose of this work is the formulation of optimality conditions for phase-field optimal control problems. The forward problem is first stated as an abstract nonlinear optimization problem, and then the necessary optimality conditions…
In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…
We study a hierarchical control problem for stochastic parabolic equations involving gradient terms. We employ the Stackelberg-Nash strategy with two leaders and two followers. The leaders are responsible for selecting the policy targeting…
This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…
Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based on observations up to that point. Within each…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…
This work addresses the problem of robot manipulation tasks under unknown dynamics, such as pick-and-place tasks under payload uncertainty, where active exploration and(/for) online parameter adaptation during task execution are essential…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…