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We study a class of dynamically consistent risk measures that robustify a time-homogeneous Markovian reference model by allowing for distributional uncertainty in its transition laws. We start from one-step convex risk evaluations in which…

Mathematical Finance · Quantitative Finance 2026-05-22 Sven Fuhrmann , Michael Kupper , Max Nendel

The paper presents a movement strategy for Connected and Automated Vehicles (CAVs) in a lane-free traffic environment with vehicle nudging by use of an optimal control approach. State-dependent constraints on control inputs are considered…

This paper presents a convex optimization approach to control the density distribution of autonomous mobile agents with two control modes: ON and OFF. The main new characteristic distinguishing this model from standard Markov decision…

Optimization and Control · Mathematics 2016-12-23 Nazli Demirer , Mahmoud El Chamie , Behcet Acikmese

We address the problem of optimally controlling Connected and Automated Vehicles (CAVs) arriving from four multi-lane roads at an intersection where they conflict in terms of safely crossing (including turns) with no collision. The…

Systems and Control · Electrical Eng. & Systems 2020-10-07 Huile Xu , Wei Xiao , Christos G. Cassandras , Yi Zhang , Li Li

Congestion pricing policies have emerged as promising traffic management tools to alleviate traffic congestion caused by travelers' selfish routing behaviors. The core principle behind deploying tolls is to impose monetary costs on…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Chih-Yuan Chiu

We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…

Trading and Market Microstructure · Quantitative Finance 2013-10-14 Peter Bank , Antje Fruth

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…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

Transportation system is facing a sharp disruption since the Connected Autonomous Vehicles (CAVs) can free people from driving and provide good driving experience with the aid of Vehicle-to-Vehicle (V2V) communications. Although CAVs bring…

Information Theory · Computer Science 2020-06-30 Kai Xiong , Supeng Leng , Xiaosha Chen , Chongwen Huang , Chau Yuen , Yong Liang Guan

This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…

Probability · Mathematics 2017-10-31 Teemu Pennanen , Ari-Pekka Perkkiö

Neglecting complex aerodynamic effects hinders high-speed yet high-precision multirotor autonomy. In this paper, we present a computationally efficient learning-based model predictive controller that simultaneously optimizes a trajectory…

Robotics · Computer Science 2024-02-19 Babak Akbari , Melissa Greeff

The implementation of optimization-based motion coordination approaches in real world multi-agent systems remains challenging due to their high computational complexity and potential deadlocks. This paper presents a distributed model…

Robotics · Computer Science 2021-06-03 Hongyu Zhou , Changliu Liu

In this paper we study a variant of the branched transportation problem, that we call multi-material transport problem. This is a transportation problem, where distinct commodities are transported simultaneously along a network. The cost of…

Analysis of PDEs · Mathematics 2019-03-07 Andrea Marchese , Annalisa Massaccesi , Riccardo Tione

In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. Two discontinuous…

Optimization and Control · Mathematics 2016-09-07 Salar Rahili , Wei Ren

In this paper, we study possible extensions of the main ideas and methods of constrained DC optimization to the case of nonlinear semidefinite programming problems and more general nonlinear and nonsmooth cone constrained optimization…

Optimization and Control · Mathematics 2024-04-23 M. V. Dolgopolik

This paper presents a convex optimization framework for eco-driving and vehicle energy management problems. We will first show that several types of eco-driving and vehicle energy management problems can be modelled using the same notions…

Optimization and Control · Mathematics 2024-05-02 Y. J. J. Heuts , M. C. F. Donkers

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

We propose an output feedback control-based motion planning technique for agents to enable them to converge to a specified polynomial trajectory while imposing a set of safety constraints on our controller to avoid collisions within the…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Akua Dickson , Christos G. Cassandras , Roberto Tron

Multi-modal behaviors exhibited by surrounding vehicles (SVs) can typically lead to traffic congestion and reduce the travel efficiency of autonomous vehicles (AVs) in dense traffic. This paper proposes a real-time parallel trajectory…

Robotics · Computer Science 2023-09-12 Lei Zheng , Rui Yang , Zengqi Peng , Haichao Liu , Michael Yu Wang , Jun Ma

Nowadays, autonomous taxis become a highly promising transportation mode, which helps relieve traffic congestion and avoid road accidents. However, it hinders the wide implementation of this service that traditional models fail to…

Machine Learning · Computer Science 2020-10-21 Yue Yang , Wencang Bao , Mohsen Ramezani , Zhe Xu

In this study, we analyse the convergence and stability of dynamic system optimal (DSO) traffic assignment with fixed departure times. We first formulate the DSO traffic assignment problem as a strategic game wherein atomic users select…

Optimization and Control · Mathematics 2025-09-16 Koki Satsukawa , Kentaro Wada , David Watling