相关论文: Optimal control with moderation incentives

A moderation incentive is a continuously differentiable control-dependent cost term that is identically zero on the boundary of the admissible control region, and is subtracted from the `do or die' cost function to reward sub-maximal…

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…

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…

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

We study the design of functional incentive mechanisms for dynamical systems, in which a leader designs a fixed incentive function to motivate a self-interested follower to actuate the system beneficially over an extended horizon, without…

This paper addresses a nonlinear partial differential control system arising in population dynamics. The system consist of three diffusion equations describing the evolutions of three biological species: prey, predator, and food for the…

Adaptive optimal control using value iteration initiated from a stabilizing control policy is theoretically analyzed in terms of stability of the system during the learning stage without ignoring the effects of approximation errors. This…

Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension one,…

Overconservatism has long been recognized as a major issue with robust optimization, despite its key advantages of tractability, performance guarantee, and limited information. To address this issue, a new criterion is proposed that can…

We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…

Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…

In this paper, we study the problem of cost optimisation of individual-based institutional incentives (reward, punishment, and hybrid) for guaranteeing a certain minimal level of cooperative behaviour in a well-mixed, finite population. In…

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a general convex function of the inventory level, which can be…

For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower…

This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…

In this paper, we rigorously study the problem of cost optimisation of hybrid (mixed) institutional incentives, which are a plan of actions involving the use of reward and punishment by an external decision-maker, for maximising the level…

An impulsive model of augmentative biological control consisting of a general continuous predator-prey model in ordinary differential equations augmented by a discrete part describing periodic introductions of predators is considered. It is…

The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental…