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We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

Controlling evolutionary game-theoretic dynamics is a problem of paramount importance for the systems and control community, with several applications spanning from social science to engineering. Here, we study a population of individuals…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Lorenzo Zino , Mengbin Ye , Alessandro Rizzo , Giuseppe Carlo Calafiore

Originating in evolutionary game theory, the class of "zero-determinant" strategies enables a player to unilaterally enforce linear payoff relationships in simple repeated games. An upshot of this kind of payoff constraint is that it can…

Theoretical Economics · Economics 2025-11-26 Nikos Dimou , Alex McAvoy

In this work, we consider the problem of autonomous racing with multiple agents where agents must interact closely and influence each other to compete. We model interactions among agents through a game-theoretical framework and propose an…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Yixuan Jia , Maulik Bhatt , Negar Mehr

There has been a resurgence of interest in lower bounds whose truth rests on the conjectured hardness of well known computational problems. These conditional lower bounds have become important and popular due to the painfully slow progress…

Data Structures and Algorithms · Computer Science 2015-04-09 Raphael Clifford , Allan Grønlund , Kasper Green Larsen

In this paper we study a continuous-time stochastic linear quadratic control problem arising from mathematical finance. We model the asset dynamics with random market coefficients and portfolio strategies with convex constraints. Following…

Portfolio Management · Quantitative Finance 2017-05-24 Yusong Li , Harry Zheng

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

This paper is concerned with the derivation of first- and second-order sufficient optimality conditions for optimistic bilevel optimization problems involving smooth functions. First-order sufficient optimality conditions are obtained by…

Optimization and Control · Mathematics 2019-11-06 Patrick Mehlitz , Alain B. Zemkoho

In optimal control problems, disturbances are typically dealt with using robust solutions, such as H-infinity or tube model predictive control, that plan control actions feasible for the worst-case disturbance. Yet, planning for every…

Optimization and Control · Mathematics 2020-08-27 Luiz F. O. Chamon , Alexandre Amice , Santiago Paternain , Alejandro Ribeiro

In this paper, we investigate the multi-objective optimal control problem of ordinary differential equations on Riemannian manifolds. We first obtain the second-order necessary conditions for weak Pareto optimal solutions for…

Optimization and Control · Mathematics 2025-02-14 Li Deng

We consider control of heterogeneous players repeatedly playing an anti-coordination network game. In an anti-coordination game, each player has an incentive to differentiate its action from its neighbors. At each round of play, players…

Systems and Control · Computer Science 2018-12-13 Ceyhun Eksin , Keith Paarporn

Conditional McKean-Vlasov control problems involve controlling McKean-Vlasov diffusions where the interaction occurs through the law of the state process conditionally on it staying in a domain. Introduced by Lions in his 2016 lectures at…

Probability · Mathematics 2025-10-09 René Carmona , Ludovic Tangpi , Kaiwen Zhang

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…

Optimization and Control · Mathematics 2023-07-24 Xiang Liu , Mengwei Xu , Liwei Zhang

We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…

Probability · Mathematics 2008-07-23 Seid Bahlali

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2013-08-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

Modular automated driving systems commonly handle prediction and planning as sequential, separate tasks, thereby prohibiting cooperative maneuvers. To enable cooperative planning, this work introduces a prediction model that models the…

Robotics · Computer Science 2025-02-06 Fabian Konstantinidis , Moritz Sackmann , Ulrich Hofmann , Christoph Stiller

We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…

Optimization and Control · Mathematics 2024-09-04 Olivier Bokanowski , Xavier Warin

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang