相关论文: Long-Run Average Sustainable Harvesting Policies: …

We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems with a pre-specified probability of correct selection. Fully…

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

We consider a multihop wireless system. There are multiple source-destination pairs. The data from a source may have to pass through multiple nodes. We obtain a channel scheduling policy which can guarantee end-to-end mean delay for the…

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

In this paper, we consider an infinite horizon, continuous-review, stochastic inventory system in which cumulative customers' demand is price-dependent and is modeled as a Brownian motion. Excess demand is backlogged. The revenue is earned…

This work proposes a notion of robust reachability of one set from another set under constant control. This notion is used to construct a control strategy, involving sequential set-to-set reachability, which guarantees robust global…

We study an optimal extraction problem where the agent's actions in the spot market exert an additive proportional negative impact on the commodity price. The commodity price dynamics, prior to any activity by the agent, are evolved by a…

We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…

This paper addresses the problem of generating dynamically admissible trajectories for control tasks using diffusion models, particularly in scenarios where the environment is complex and system dynamics are crucial for practical…

This paper consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modeled as additional food provided prey-predator system with Holling Type-III functional…

In this paper, preys with stochastic evasion policies are considered. The stochasticity adds unpredictable changes to the prey's path for avoiding predator's attacks. The prey's cost function is composed of two terms balancing the…

Locating and intercepting a moving target from possibly delayed, intermittent sensory signals is a paradigmatic problem in decision-making under uncertainty, and a fundamental challenge for, e.g., animals seeking prey or mates and…

This paper studies a stylized model of local interaction where agents choose from an ever increasing set of vertically ranked actions, e.g. technologies. The driving forces of the model are infrequent upward shifts (``updates''), followed…

Diffusion Models represent a significant advancement in generative modeling, employing a dual-phase process that first degrades domain-specific information via Gaussian noise and restores it through a trainable model. This framework enables…

Runners competing in races are looking to optimize their performance. In this paper, a runner's performance in a race, such as a marathon, is formulated as an optimal control problem where the controls are: the nutrition intake throughout…

Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

IIn this paper, we study a partially observed progressive optimal control problem of forward-backward stochastic differential equations with random jumps, where the control domain is not necessarily convex, and the control variable enter…

Aiming for more realistic optimal dividend policies, we consider a stochastic control problem with linearly bounded control rates using a performance function given by the expected present value of dividend payments made up to ruin. In a…

Brownian motion is widely used as a paradigmatic model of diffusion in equilibrium media throughout the physical, chemical, and biological sciences. However, many real world systems, particularly biological ones, are intrinsically…