Related papers: Approximately optimal distributed controls for hig…
In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…
In this paper, we address a social planner's optimal control problem for a partially observable stochastic epidemic model. The control measures include social distancing, testing, and vaccination. Using a diffusion approximation for the…
We prove comparison principle for viscosity solutions of a Hamilton-Jacobi-Bellman equation in a strong coupling regime considering a stationary and a time-dependent version of the equation. We consider a Hamiltonian that has a…
We study some optimal control problems on networks with junctions, approximate the junctions by a switching rule of delay-relay type and study the passage to the limit when $\varepsilon$, the parameter of the approximation, goes to zero.…
We consider a class of optimization problems that are fundamental to testing in modern configurable software systems, e.g., in automotive industries. In pairwise interaction sampling, we are given a (potentially very large) configuration…
We analyze the problem of optimal reduction of the debt-to-GDP ratio in a stochastic control setting. The debt-to-GDP dynamics are modeled through a stochastic differential equation in which fiscal policy simultaneously affects both debt…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
We consider a multi-agent network where each node has a stochastic (local) cost function that depends on the decision variable of that node and a random variable, and further the decision variables of neighboring nodes are pairwise…
The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…
The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit the convex analytic method and make three primary…
We introduce a stochastic version of the optimal transport problem. We provide an analysis by means of the study of the associated Hamilton-Jacobi-Bellman equation, which is set on the set of probability measures. We introduce a new…
We study the stochastic control problem of maximizing expected utility from terminal wealth under a non-bankruptcy constraint. The wealth process is subject to shocks produced by a general marked point process. The problem of the agent is…
The recent major developments in information technologies have opened interesting possibilities for the effective management of multi-agent systems. In many cases, the important role of central control nodes can now be undertaken by several…
The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index…
This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…
For the formal verification and design of control systems, abstractions with quantified accuracy are crucial. This is especially the case when considering accurate deviation bounds between a stochastic continuous-state model and its finite…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…
Coordinating multiple autonomous agents to reach a target region while avoiding collisions and maintaining communication connectivity is a core problem in multi-agent systems. In practice, agents have a limited communication range. Thus,…
We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…
We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…