Related papers: Necessary Conditions for Adverse Control Problems …
This paper is the second part of our series of work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, we consider the general cases, i.e., the control region is allowed to be nonconvex,…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
An explicit solution is derived for the Bellman inequality corresponding to minimax optimal dual control. The minimizing player determines control action as a function of past state measurements and inputs. The maximizing player selects…
When reasoning about the strategic capabilities of an agent, it is important to consider the nature of its adversaries. In the particular context of controller synthesis for quantitative specifications, the usual problem is to devise a…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…
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…
This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances, using dynamic diffusive couplings. Necessary conditions are derived for general networks of nonlinear systems,…
We study singular stochastic control of a two dimensional stochastic differential equation, where the first component is linear with random and unbounded coefficients. We derive existence of an optimal relaxed control and necessary…
We consider deterministic mean field games in which the agents control their acceleration and are constrained to remain in a domain of R n. We study relaxed equilibria in the Lagrangian setting; they are described by a probability measure…
This paper considers the tracking control problem for an unknown nonlinear system with time-varying bounded disturbance subjected to a prescribed performance and input constraints. When performance and input constraints are specified…
Gradient-based methods for two-player games produce rich dynamics that can solve challenging problems, yet can be difficult to stabilize and understand. Part of this complexity originates from the discrete update steps given by simultaneous…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…
In this paper, we consider a problem for the first order Dirac differential equations system with spectral parameter dependent in boundary condition. The asymptotic behaviors of eigenvalues, eigenfunctions and normalizing numbers of this…
In order to guarantee that a supervised system satisfies safety requirements of the specification, as well as requirements saying that in certain states certain events must be enabled, this paper introduces required events for discrete…
This paper develops an algorithm for upper- and lower-bounding the value function for a class of linear time-varying games subject to convex control sets. In particular, a two-player zero-sum differential game is considered where the…
Starting from a heuristic learning scheme for N-person games, we derive a new class of continuous-time learning dynamics consisting of a replicator-like drift adjusted by a penalty term that renders the boundary of the game's strategy space…
This paper studies constrained optimal impulse control problems of a deterministic system described by a (semi)flow, where the performance measures are the discounted total costs including both the costs incurred with applying impulses as…
This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with…