相关论文: Uniform value in Dynamic Programming

This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…

The paper is concerned with two-person dynamic zero-sum games. We investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity, and the limit of value functions of…

We consider an infinite horizon dynamic mechanism design problem with interdependent valuations. In this setting the type of each agent is assumed to be evolving according to a first order Markov process and is independent of the types of…

We obtain the dynamic programming equations and optimality conditions akin to Pontryagin's extremum principle for certain mathematical models of hybrid control systems.

In many scenarios, it is natural to model a plant's dynamical behavior using a hybrid dynamical system influenced by exogenous continuous-time inputs. While solution concepts and analytical tools for existence and completeness are well…

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Mechanism design is a well-established game-theoretic paradigm for designing games to achieve desired outcomes. This paper addresses a closely related but distinct concept, equilibrium design. Unlike mechanism design, the designer's…

In \emph{zero-sum two-player hidden stochastic games}, players observe partial information about the state. We address: $(i)$ the existence of the \emph{uniform value}, i.e., a limiting average payoff that both players can guarantee for…

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

We study the stability properties of linear time-varying systems in continuous time whose system matrix is Metzler with zero row sums. This class of systems arises naturally in the context of distributed decision problems, coordination and…

This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of…

We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…

In this paper we investigate possible approaches to study general time-inconsistent optimization problems without assuming the existence of optimal strategy. This leads immediately to the need to refine the concept of time-consistency as…

The parametrization theorem is derived in a flat nD pseudo-complex affine space. The pseudo-complex hyperbolic space accomodates n-number of uncompactified time-like extra dimensions with sugnature (s,r), where s and r are the numbers of…

A general model for zero-sum stochastic games with asymmetric information is considered. In this model, each player's information at each time can be divided into a common information part and a private information part. Under certain…

We consider the general model of zero-sum repeated games (or stochastic games with signals), and assume that one of the players is fully informed and controls the transitions of the state variable. We prove the existence of the uniform…

A very simple example of an algorithmic problem solvable by dynamic programming is to maximize, over sets A in {1,2,...,n}, the objective function |A| - \sum_i \xi_i 1(i \in A,i+1 \in A) for given \xi_i > 0. This problem, with random…

We introduce a quantum extension of dynamic programming, a fundamental computational method that efficiently solves recursive problems using memory. Our innovation lies in showing how to coherently generate recursion step unitaries by using…

This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…

We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…