相关论文: Conjugate operators to operators of stochastic int…

This paper investigates the problem of cooperative tuning of multi-agent optimal control systems, where a network of agents (i.e. multiple coupled optimal control systems) adjusts parameters in their dynamics, objective functions, or…

An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of…

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Integrity of elections is vital to democratic systems, but it is frequently threatened by malicious actors. The study of algorithmic complexity of the problem of manipulating election outcomes by changing its structural features is known as…

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…

We present a distributed conjugate gradient method for distributed optimization problems, where each agent computes an optimal solution of the problem locally without any central computation or coordination, while communicating with its…

A geometric derivation of numerical integrators for nonholonomic systems and optimal control problems is obtained. It is based in the classical technique of generating functions adapted to the special features of nonholonomic systems and…

Combinatorial optimization can be described as the problem of finding a feasible subset that maximizes a objective function. The paper discusses combinatorial optimization problems, where for each dimension the set of feasible subsets is…

In this paper we consider mean-field optimal control problems with selective action of the control, where the constraint is a continuity equation involving a non-local term and diffusion. First order optimality conditions are formally…

This paper focuses on a class of inclusion problems of maximal monotone operators in a multi-agent network, where each agent is characterized by an operator that is not available to any other agents, but the agents can cooperate by…

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

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…

From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…

This papers shows the convergence of optimal control problems where the constraint function is discretised by a particle method. In particular, we investigate the viscous Burgers equation in the whole space $\mathbb R$ by using…

In this paper analogically as quadratic stochastic operators and processes we define cubic stochastic operator (CSO) and cubic stochastic processes (CSP). These are defined on the set of all probability measures of a measurable space. The…

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

This paper considers a problem where multiple users make repeated decisions based on their own observed events. The events and decisions at each time step determine the values of a utility function and a collection of penalty functions. The…

Ignoring uncertainty in combinatorial optimization leads to suboptimal decisions in practice. Nevertheless, the focus is often on deterministic combinatorial optimization problems, mainly because they are already challenging enough without…

We consider homogenization problems in the framework of deterministic optimal control when the dynamics and running costs are completely different in two (or more) complementary domains of the space $\R^N$. For such optimal control…

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…