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We study a simple singular control problem for a Brownian motion with constant drift and variance reflected at the origin. Exerting control pushes the process towards the origin and generates a concave increasing state-dependent yield which…

Probability · Mathematics 2024-08-30 Adam Jonsson

This paper studies the problem of defending (1D and 2D) boundaries against a large number of continuous attacks with a heterogeneous group of defenders. The defender team has perfect information of the attack events within some time (finite…

Robotics · Computer Science 2023-02-21 Si Wei Feng , Jingjin Yu

The effectiveness of a robot manipulation to a large extent is determined by the speed of making this or that movement needed for carrying out the task. Accordingly to this the problem of optimal robot control is often subdivided into two…

Optimization and Control · Mathematics 2018-01-24 Oleg Malafeyev

We study the persistence and propagation (or blocking) phenomena for a species in periodically hostile environments. The problem is described by a reaction-diffusion equation with zero Dirichlet boundary condition. We first derive the…

Analysis of PDEs · Mathematics 2015-05-28 Jong-Shenq Guo , Francois Hamel

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl

In this paper we study the optimal reinforcement of an elastic membrane, fixed at its boundary, by means of a network (connected onedimensional structure), that has to be found in a suitable admissible class. We show the existence of an…

Analysis of PDEs · Mathematics 2019-05-22 Giovanni Alberti , Giuseppe Buttazzo , Serena Guarino Lo Bianco , Edouard Oudet

Optimization is finding the best solution, which mathematically amounts to locating the global minimum of some cost function. Optimization is traditionally automated with digital or quantum computers, each having their limitations and none…

Statistical Mechanics · Physics 2021-11-16 Natalia B. Janson , Christopher J. Marsden

The problem of constrained coverage path planning involves a robot trying to cover maximum area of an environment under some constraints that appear as obstacles in the map. Out of the several coverage path planning methods, we consider…

Robotics · Computer Science 2017-08-11 Ankit Manerikar , Debasmit Das , Pranay Banerjee

In 2006, Alberto Bressan suggested the following problem. Suppose a circular fire spreads in the Euclidean plane at unit speed. The task is to build, in real time, barrier curves to contain the fire. At each time $t$ the total length of all…

Computational Geometry · Computer Science 2019-05-07 Sang-Sub Kim , Rolf Klein , David Kübel , Elmar Langetepe , Barbara Schwarzwald

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

Mathematical Finance · Quantitative Finance 2021-07-14 Yu-Jui Huang , Zhenhua Wang

In this paper we investigate a new class of growth rate maximization problems based on impulse control strategies such that the average number of trades per time unit does not exceed a fixed level. Moreover, we include proportional…

Portfolio Management · Quantitative Finance 2013-06-10 Sören Christensen , Marc Wittlinger

This paper presents an approach to deal with safety of dynamical systems in presence of multiple non-convex unsafe sets. While optimal control and model predictive control strategies can be employed in these scenarios, they suffer from high…

Systems and Control · Electrical Eng. & Systems 2021-06-14 Gennaro Notomista , Matteo Saveriano

Consider a model of fire spreading through a graph; initially some vertices are burning, and at every given time-step fire spreads from burning vertices to their neighbours. The firefighter problem is a solitaire game in which a player is…

Discrete Mathematics · Computer Science 2021-05-11 Arye Deutch , Ohad Noy Feldheim , Rani Hod

We establish structural properties of optimal stopping problems under time-consistent dynamic (coherent) risk measures, focusing on value function monotonicity and the existence of control limit (threshold) optimal policies. While such…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Xingyu Ren , Michael C. Fu , Steven I. Marcus

We study a pursuit-evasion problem which can be viewed as an extension of the keep-away game. In the game, pursuer(s) will attempt to intersect or catch the evader, while the evader can visit a fixed set of locations, which we denote as the…

Robotics · Computer Science 2022-06-17 Weifu Wang , Ping Li

Motion planning under differential constraints is a classic problem in robotics. To date, the state of the art is represented by sampling-based techniques, with the Rapidly-exploring Random Tree algorithm as a leading example. Yet, the…

Robotics · Computer Science 2015-03-03 Edward Schmerling , Lucas Janson , Marco Pavone

We consider the energy-optimal control problem for double-integrator systems subject to state and control constraints, with fixed terminal time and free terminal speed. When the constraints become active, the optimal trajectory consists of…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Filippos N. Tzortzoglou , Logan E. Beaver , Andreas A. Malikopoulos

In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…

Probability · Mathematics 2017-08-04 Vicky Henderson , David Hobson , Matthew Zeng

This paper proposes a distributed controller synthesis framework for safe navigation of multi-agent systems. We leverage control barrier functions to formulate collision avoidance with obstacles and teammates as constraints on the control…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Pol Mestres , Carlos Nieto-Granda , Jorge Cortés

Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…

Econometrics · Economics 2024-11-26 Karun Adusumilli , Friedrich Geiecke , Claudio Schilter