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A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
This paper proves the existence and uniqueness results (in the sense of maximally defined regularity) as well as the stability analysis for the solutions to a class of nonlocal fully-nonlinear parabolic systems, where the nonlocality stems…
We consider the tracking of geometric paths in output spaces of nonlinear systems subject to input and state constraints without pre-specified timing requirements. Such problems are commonly referred to as constrained output path-following…
For a discrete time Markov chain and in line with Strotz' consistent planning we develop a framework for problems of optimal stopping that are time-inconsistent due to the consideration of a non-linear function of an expected reward. We…
Variational inequalities are an important tool, which includes minimization, saddles, games, fixed-point problems. Modern large-scale and computationally expensive practical applications make distributed methods for solving these problems…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
A key issue in dimension reduction of dissipative dynamical systems with spectral gaps is the identification of slow invariant manifolds. We present theoretical and numerical results for a variational approach to the problem of computing…
In this paper we derive the equations of motion for nonholonomic systems subject to inequality constraints, both, in continuous-time and discrete-time. The last is done by discretizing the continuous time-variational principle which defined…
Assessing the boundedness and stability of vector nonlinear systems with variable delays and coefficients remains a challenging problem with broad applications in science and engineering. Existing methods tend to produce overly conservative…
In this paper, we study the landscape of an online nonconvex optimization problem, for which the input data vary over time and the solution is a trajectory rather than a single point. To understand the complexity of finding a global…
The controller of an input-affine system is determined through minimizing a time-varying objective function, where stabilization is ensured via a Lyapunov function decay condition as constraint. This constraint is incorporated into the…
We study approximation of non-autonomous linear differential equations with variable delay over infinite intervals. We use piecewise constant argument to obtain a corresponding discrete difference equation. The study of numerical…
It is well known that general variational inequalities provide us with a unified, natural, novel and simple framework to study a wide class of unrelated problems, which arise in pure and applied sciences. In this paper, we present a number…
Recent successes of game-theoretic formulations in ML have caused a resurgence of research interest in differentiable games. Overwhelmingly, that research focuses on methods and upper bounds on their speed of convergence. In this work, we…
Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…
An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…
Several recent works in online optimization and game dynamics have established strong negative complexity results including the formal emergence of instability and chaos even in small such settings, e.g., $2\times 2$ games. These results…
We extend the construction of equilibria for linear-quadratic and mean-variance portfolio problems available in the literature to a large class of mean-field time-inconsistent stochastic control problems in continuous time. Our approach…
We study the numerical approximation of a time-dependent variational mean field game system with local couplings and either periodic or Neumann boundary conditions. Following a variational approach, we employ a finite difference…
A central task in the analysis of human movement behavior is to determine systematic patterns and differences across experimental conditions, participants and repetitions. This is possible because human movement is highly regular, being…