Related papers: Temporal and Spatial Turnpike-Type Results Under F…
The paper studies some important properties of the asynchronous (=timed) automata: the delay-insensitivity, the hazard-freedom, the semi-modularity and the technical condition of good running. Time is discrete.
An example of a time-invariant time-delay system that is uniformly globally attractive and exponentially stable, hence forward complete, but whose reachability sets from bounded initial conditions are not bounded over compact time intervals…
We present for the first time an asymptotic convergence analysis of two time-scale stochastic approximation driven by `controlled' Markov noise. In particular, both the faster and slower recursions have non-additive controlled Markov noise…
We consider the long-time behavior of equilibrium strategies and state trajectories in a linear quadratic $N$-player game with Gaussian initial data. By comparing the finite-horizon game with its ergodic counterpart, we establish…
According to recent results, convergence in a prespecified or prescribed finite time can be achieved under extreme model uncertainty if control is applied continuously over time. This paper shows that this extreme amount of uncertainty…
We introduce and study the turnpike property for time-varying shapes, within the viewpoint of optimal control. We focus here on second-order linear parabolic equations where the shape acts as a source term and we seek the optimal…
Ensuring safety and driving consistency is a significant challenge for autonomous vehicles operating in partially observed environments. This work introduces a consistent parallel trajectory optimization (CPTO) approach to enable safe and…
We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…
Accurate vehicle trajectory prediction is essential for ensuring safety and efficiency in fully autonomous driving systems. While existing methods primarily focus on modeling observed motion patterns and interactions with other vehicles,…
We deduce a sufficient condition of the exponential (integral) turnpike property for infinite dimensional generalized linear-quadratic optimal control problems in terms of structural properties of the control system, such as exponential…
We consider a reaction-diffusion equation with a nonlinear term of the Fisher-KPP type, depending on time $t$ and admitting two limits as $t\to\pm\infty$. We derive the set of admissible asymptotic past and future speeds of transition…
In this paper we provide a flexible framework allowing for a unified study of time consistency of risk measures and performance measures (also known as acceptability indices). The proposed framework not only integrates existing forms of…
This paper addresses the problem of temporal logic motion planning for an autonomous robot operating in an unknown environment. The objective is to enable the robot to satisfy a syntactically co-safe Linear Temporal Logic (scLTL)…
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our…
In this paper, we consider measure-theoretical restricted sensitivity and topological restricted sensitivities by restricting the first sensitive time. For a given topological dynamical system, we define measure-theoretical restricted…
We discuss the turnpike property for optimal investment and consumption problems. We find there exists a threshold value that determines the turnpike property for investment policy. The threshold value only depends on the Sharpe ratio, the…
Turnpike properties have been established long time ago in finite-dimensional optimal control problems arising in econometry. They refer to the fact that, under quite general assumptions, the optimal solutions of a given optimal control…
We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of…