English
Related papers

Related papers: Moral Hazard in LTI Dynamics: A Hypothesis Testing…

200 papers

Consider a control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and control signal,…

Information Theory · Computer Science 2018-11-27 Victoria Kostina , Babak Hassibi

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

Optimization and Control · Mathematics 2018-11-01 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

Herding, where investors imitate others' decisions rather than relying on their own analysis, is a prevalent phenomenon in financial markets. Excessive herding distorts rational decisions, amplifies volatility, and can be exploited by…

Mathematical Finance · Quantitative Finance 2026-04-14 Huisheng Wang , H. Vicky Zhao

Is it possible to evaluate the moral cognition of complex artificial agents? In this work, we take a look at one aspect of morality: `doing the right thing for the right reasons.' We propose a behavior-based analysis of artificial moral…

Artificial Intelligence · Computer Science 2023-05-30 Yiran Mao , Madeline G. Reinecke , Markus Kunesch , Edgar A. Duéñez-Guzmán , Ramona Comanescu , Julia Haas , Joel Z. Leibo

Increasing interest in ensuring the safety of next-generation Artificial Intelligence (AI) systems calls for novel approaches to embedding morality into autonomous agents. This goal differs qualitatively from traditional task-specific AI…

Artificial Intelligence · Computer Science 2025-01-17 Elizaveta Tennant , Stephen Hailes , Mirco Musolesi

This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is…

Optimization and Control · Mathematics 2021-05-10 Jannik Hahn , Olaf Stursberg

There has a major problem in the current theory of hypothesis testing in which no unified indicator to evaluate the goodness of various test methods since the cost function or utility function usually relies on the specific application…

Statistics Theory · Mathematics 2023-06-19 Dazhuan Xu , Nan Wang

A runtime assurance system (RTA) for a given plant enables the exercise of an untrusted or experimental controller while assuring safety with a backup (or safety) controller. The relevant computational design problem is to create a logic…

Systems and Control · Electrical Eng. & Systems 2023-10-09 Kristina Miller , Christopher K. Zeitler , William Shen , Kerianne Hobbs , Sayan Mitra , John Schierman , Mahesh Viswanathan

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

This paper studies the learning-to-control problem under process and sensing uncertainties for dynamical systems. In our previous work, we developed a data-based generalization of the iterative linear quadratic regulator (iLQR) to design…

Robotics · Computer Science 2023-11-09 Ran Wang , Raman Goyal , Suman Chakravorty

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient…

Optimization and Control · Mathematics 2014-12-08 Lorenzo Ntogramatzidis , Jean-Francois Tregouet , Robert Schmid , Augusto Ferrante

The design of optimal dynamic disturbance accommodation controller with limited model information is considered. We adapt the family of limited model information control design strategies, defined earlier by the authors, to handle dynamic…

Optimization and Control · Mathematics 2012-08-01 F. Farokhi , C. Langbort , K. H. Johansson

Machine learning has become increasingly popular in informing data-driven policy-making. Policies influence behavior in individuals or populations, and ideally, through observational signals, policy-makers learn which policies are…

Machine Learning · Computer Science 2026-04-28 Shiliang Zuo

A sequence of social sensors estimate an unknown parameter (modeled as a state of nature) by performing Bayesian Social Learning, and myopically optimize individual reward functions. The decisions of the social sensors contain quantized…

Social and Information Networks · Computer Science 2020-03-31 Sujay Bhatt , Vikram Krishnamurthy

Many safety-critical real-time systems operate under harsh environment and are subject to soft errors caused by transient or intermittent faults. It is critical and yet often very challenging to apply fault tolerance techniques in these…

Systems and Control · Electrical Eng. & Systems 2020-08-17 Hengyi Liang , Zhilu Wang , Ruochen Jiao , Qi Zhu

Robots executing iterative tasks in complex, uncertain environments require control strategies that balance robustness, safety, and high performance. This paper introduces a safe information-theoretic learning model predictive control…

This paper presents a learning-based control strategy for non-linear throttle valves with an asymmetric hysteresis, leading to a near-optimal controller without requiring any prior knowledge about the environment. We start with a carefully…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Paul Daoudi , Bojan Mavkov , Bogdan Robu , Christophe Prieur , Emmanuel Witrant , Merwan Barlier , Ludovic Dos Santos

In this paper, we propose a deterministic diffusion-based framework for controlling the probability density of nonlinear control-affine systems, with theoretical guarantees for drift-free and linear time-invariant (LTI) dynamics. The…

Optimization and Control · Mathematics 2026-03-12 Karthik Elamvazhuthi , Darshan Gadginmath , Fabio Pasqualetti

This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…

Optimization and Control · Mathematics 2011-07-25 Ivar Ekeland , Oumar Mbodji , Traian A. Pirvu

We study AI alignment through the lens of law-and-economics models of deterrence and enforcement. In these models, misconduct is not treated as an external failure, but as a strategic response to incentives: an actor weighs the gain from…

Machine Learning · Computer Science 2026-05-12 Rohit Agarwal , Joshua Lin , Mark Braverman , Elad Hazan