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Collisions are common in many dynamical systems with real applications. They can be formulated as hybrid dynamical systems with discontinuities automatically triggered when states transverse certain manifolds. We present an algorithm for…

Optimization and Control · Mathematics 2025-01-20 Wei Hu , Jihao Long , Yaohua Zang , Weinan E , Jiequn Han

We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…

Optimization and Control · Mathematics 2022-11-28 Salvatore Federico , Giorgio Ferrari , Neofytos Rodosthenous

Connected and automated vehicles (CAVs) technologies promise to attenuate undesired traffic disturbances. However, in mixed traffic where human-driven vehicles (HDVs) also exist, the nonlinear human-driving behavior has brought critical…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Jie Li , Jiawei Wang , Shengbo Eben Li , Keqiang Li

In this paper we formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathematical frameworks focus on one large trader in front of a…

Trading and Market Microstructure · Quantitative Finance 2017-09-22 Pierre Cardaliaguet , Charles-Albert Lehalle

The optimization of facility-based systems is considered. First, the congestion game is converted into a matrix form, so that the matrix approach is applicable. Then, a facility-based system with a system performance criterion is…

Optimization and Control · Mathematics 2017-12-08 Yaqi Hao , Sisi Pan , Yupeng Qiao , Daizhan Cheng

Motivated by an optimal visiting problem, we study a switching mean-field game on a network, where both a decisional and a switching time-variable is at disposal of the agents for what concerns, respectively, the instant to decide and the…

Optimization and Control · Mathematics 2023-03-23 Fabio Bagagiolo , Luciano Marzufero

We develop an optimization-based framework for joint real-time trajectory planning and feedback control of feedback-linearizable systems. To achieve this goal, we define a target trajectory as the optimal solution of a time-varying…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Tianqi Zheng , John Simpson-Porco , Enrique Mallada

This paper deals with a standard stochastic game model with a continuum of states under the duel-type setup. It newly proposes a hybrid model of game theory and the fluctuation process, which could be applied for various practical decision…

Optimization and Control · Mathematics 2020-08-10 Song-Kyoo Kim

In this article, we address the control problem of unicycle path following, using a rigidly attached target point. The initial path following problem has been transformed into a reference trajectory following problem, using saturated…

Optimization and Control · Mathematics 2013-03-22 S. Laghrouche , Y. Chitour , M. Harmouche , F. S. Ahmed

The need for robust control laws is especially important in safety-critical applications. We propose robust hybrid control barrier functions as a means to synthesize control laws that ensure robust safety. Based on this notion, we formulate…

Systems and Control · Electrical Eng. & Systems 2021-05-14 Alexander Robey , Lars Lindemann , Stephen Tu , Nikolai Matni

Control of multi-agent systems via game theory is investigated. Assume a system level object is given, the utility functions for individual agents are designed to convert a multi-agent system into a potential game. First, for fixed…

Optimization and Control · Mathematics 2016-08-02 Ting Liu , Jinhuan Wang , Daizhan Cheng

In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for…

Systems and Control · Computer Science 2015-07-10 Laurent Lessard , Sanjay Lall

In this paper we use a minimal model based on Mean-Field Games (a mathematical framework apt to describe situations where a large number of agents compete strategically) to simulate the scenario where a static dense human crowd is crossed…

Physics and Society · Physics 2024-05-29 Matteo Butano , Thibault Bonnemain , Cécile Appert-Rolland , Alexandre Nicolas , Denis Ullmo

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

Controlling large particle systems in collective dynamics by a few agents is a subject of high practical importance, e.g., in evacuation dynamics. In this paper we study an instantaneous control approach to steer an interacting particle…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Rene Pinnau , Claudia Totzeck , Oliver Tse , Andreas Roth

This paper presents a novel control strategy to herd a group of non-cooperative evaders by means of a team of robotic herders. In herding problems, the motion of the evaders is typically determined by strong nonlinear reactive dynamics,…

Systems and Control · Electrical Eng. & Systems 2022-06-14 Eduardo Sebastián , Eduardo Montijano

We consider a novel queuing problem where the decision-maker must choose to accept or reject randomly arriving tasks into a no buffer queue which are processed by $N$ identical servers. Each task has a price, which is a positive real…

Machine Learning · Computer Science 2022-03-16 Marc Rigter , Danial Dervovic , Parisa Hassanzadeh , Jason Long , Parisa Zehtabi , Daniele Magazzeni

Optimal control of interdependent epidemics spreading over complex networks is a critical issue. We first establish a framework to capture the coupling between two epidemics, and then analyze the system's equilibrium states by categorizing…

Systems and Control · Computer Science 2017-10-19 Juntao Chen , Rui Zhang , Quanyan Zhu

In a mean field game of controls, a large population of identical players seek to minimize a cost that depends on the joint distribution of the states of the players and their controls. We first consider the classes of mean field games of…

Optimization and Control · Mathematics 2025-12-05 P. Jameson Graber , Kyle Rosengartner

Controlling hybrid systems is mostly very challenging due to the variety of dynamics these systems can exhibit. Inspired by the concept of differential flatness of nonlinear continuous systems and their inherent invertibility property, the…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Tobias Kleinert , Veit Hagenmeyer
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