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For time inconsistent optimal control problems, a quite popular approach is the equilibrium approach, taken by the sophisticated agents. In this short note we construct a deterministic continuous time example where the unique equilibrium is…

最优化与控制 · 数学 2023-07-26 Jianfeng Zhang

In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…

最优化与控制 · 数学 2021-10-05 Lianzi Jiang

In the model for continuous opinion dynamics introduced by Hegselmann and Krause, each individual moves to the average opinion of all individuals within an area of confidence. In this work we study the effects of noise in this system. With…

物理与社会 · 物理学 2014-01-24 Miguel Pineda , Raul Toral , Emilio Hernandez-Garcia

We introduce new kinetic equations modeling opinion dynamics inside a population of individuals, whose propensity to interact with each other is described by their level of social activity. We show that opinion polarization can arise among…

偏微分方程分析 · 数学 2025-11-27 Andrea Bondesan , Jacopo Borsotti

We consider a continuous version of the Hegselmann-Krause model of opinion dynamics. Interaction between agents either leads to a state of consensus, where agents converge to a single opinion as time evolves, or to a fragmented state with…

斑图形成与孤子 · 物理学 2017-04-28 Matt Holzer , Ratna Khatri

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

最优化与控制 · 数学 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

多智能体系统 · 计算机科学 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

系统与控制 · 计算机科学 2015-04-21 Jie Fu , Ufuk Topcu

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

最优化与控制 · 数学 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

People's opinions change with time as they interact with each other. In a bounded-confidence model (BCM) of opinion dynamics, individuals (which are represented by the nodes of a network) have continuous-valued opinions and are influenced…

社会与信息网络 · 计算机科学 2024-07-30 Grace J. Li , Jiajie Luo , Mason A. Porter

Ever since the concepts of dynamic programming were introduced, one of the most difficult challenges has been to adequately address high-dimensional control problems. With growing dimensionality, the utilisation of Deep Neural Networks…

机器学习 · 计算机科学 2024-06-14 Frederik Kelbel

We address the problem to control a population of noncooperative heterogeneous agents, each with convex cost function depending on the average population state, and all sharing a convex constraint, towards an aggregative equilibrium. We…

最优化与控制 · 数学 2017-03-14 Sergio Grammatico

This paper studies an optimal consensus problem for a group of heterogeneous high-order agents with unknown control directions. Compared with existing consensus results, the consensus point is further required to an optimal solution to some…

最优化与控制 · 数学 2020-07-28 Yutao Tang

In opinion dynamics, time delays in agent-to-agent interactions are ubiquitous, which can substantially disrupt the dynamical processes rooted in agents' opinion exchange, decision-making, and feedback mechanisms. However, a thorough…

最优化与控制 · 数学 2025-01-22 Lingling Yao , Aming Li

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

最优化与控制 · 数学 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…

概率论 · 数学 2026-01-23 Said Hamadène , Ibtissam Hdhiri

Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…

最优化与控制 · 数学 2019-10-15 Marcel Nutz , Yuchong Zhang

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

人工智能 · 计算机科学 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

With the analysis of noise-induced synchronization of opinion dynamics with bounded confidence (BC), a natural and fundamental question is what opinion structures can be synchronized by noise. In the traditional Hegselmann-Krause (HK)…

系统与控制 · 计算机科学 2018-10-10 Wei Su , Ge Chen , Yongguang Yu , Xueqiao Wang

In this work, we introduce a Z-control strategy for multi-agent systems of arbitrary order, aimed at driving the agents toward consensus in the highest-order observable state. The proposed framework supports both direct and indirect control…

最优化与控制 · 数学 2025-11-26 Angela Monti , Fasma Diele