Related papers: On Minimax Optimal Dual Control for Fully Actuated…
We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…
In this paper, we address a robust nonlinear state estimation problem under model uncertainty by formulating a dynamic minimax game: one player designs the robust estimator, while the other selects the least favorable model from an…
We introduce a contractive abstract dynamic programming framework and related policy iteration algorithms, specifically designed for sequential zero-sum games and minimax problems with a general structure. Aside from greater generality, the…
This paper provides a framework for deriving a new set of necessary conditions for adverse control problems among two players. The distinguish feature of such problems is that the first player has a priori knowledge on the second player…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…
This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…
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…
We investigate the adversarial bandit problem with multiple plays under semi-bandit feedback. We introduce a highly efficient algorithm that asymptotically achieves the performance of the best switching $m$-arm strategy with minimax optimal…
In this paper, a convex optimization-based method is proposed for numerically solving dynamic programs in continuous state and action spaces. The key idea is to approximate the output of the Bellman operator at a particular state by the…
Consider a two-player game repeated N times. Player 1 can choose between two styles (for interpretability, offensive and defensive), whereas Player 2 uses a single fixed style. Let X N\,:= \#wins -\#losses for Player 1 after N games, and…
Using results from quantum filtering theory and methods from classical control theory, we derive an optimal control strategy for an open two-level system (a qubit in interaction with the electromagnetic field) controlled by a laser. The aim…
Model-based reinforcement learning (MBRL) agents typically learn world models by minimizing predictive loss. However, powerful RL optimizers inevitably exploit minor model inaccuracies, leading to simulator exploitation and a reality gap…
Both the optimal value function and the optimal policy can be used to model an optimal controller based on the duality established by the Bellman equation. Even with this duality, no parametric model has been able to output both policy and…
A hypothetical risk-neutral agent who trades to maximize the expected profit of the next trade will approximately exhibit long-term optimal behavior as long as this agent uses the vector $p = \nabla V (t, x)$ as effective microstructure…
We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…
This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…
Strategic-form min-max game theory examines the existence, multiplicity, selection of equilibria, and the worst-case computational complexity under perfect rationality. However, in many applications, games are drawn from an ensemble, and…
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…
This paper considers games where the utilities for agents are the sum of a term proportional to a social utility, and another term that is an individual cost or reward. The agents are assumed to be irrational in their perception of the…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…