相关论文: Continuous-Time Principal-Agent Problem in Degener…
The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…
This paper focuses on distributed learning-based control of decentralized multi-agent systems where the agents' dynamics are modeled by Gaussian Processes (GPs). Two fundamental problems are considered: the optimal design of experiment for…
This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…
We address the issue of identifying conditions under which the centralized solution to the optimal multi-agent persistent monitoring problem can be recovered in a decentralized event-driven manner. In this problem, multiple agents interact…
We study the fundamental problem of designing contracts in principal-agent problems under uncertainty. Previous works mostly addressed Bayesian settings in which principal's uncertainty is modeled as a probability distribution over agent's…
We consider the problem of determining the optimal composition of a heterogeneous multi-agent team for coverage problems by including costs associated with different agents and subject to an upper bound on the maximal allowable number of…
We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…
In this paper, we investigate a decentralized stochastic control problem with two agents, where a part of the memory of the second agent is also available to the first agent at each instance of time. We derive a structural form for optimal…
A large fraction of total healthcare expenditure occurs due to end-of-life (EOL) care, which means it is important to study the problem of more carefully incentivizing necessary versus unnecessary EOL care because this has the potential to…
We consider stochastic impulse control problems when the impulses cost functions are arbitrary. We use the dynamic programming principle and viscosity solutions approach to show that the value function is a unique viscosity solution for the…
Heterogeneous networks comprise agents with varying capabilities in terms of computation, storage, and communication. In such settings, it is crucial to factor in the operating characteristics in allowing agents to choose appropriate…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
The boundary value problems for linear and nonlinear singular degenerate differential-operator equations are studied. We prove a well-posedeness of linear problem and optimal regularity result for the nonlinear problem which occur in fluid…
Distributed optimization problems have received much attention due to their privacy preservation, parallel computation, less communication, and strong robustness. This paper presents and studies the time-varying distributed optimization…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
In this paper, we introduce an adaptive kernel method for solving the optimal filtering problem. The computational framework that we adopt is the Bayesian filter, in which we recursively generate an optimal estimate for the state of a…
The object of this paper is a one-dimensional generalized porous media equation (PDE) with possibly discontinuous coefficient $\beta$, which is well-posed as an evolution problem in $L^1(\mathbb{R})$. In some recent papers of Blanchard et…
We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…
In this paper, we consider the consensus problem of switched multi-agent system composed of continuous-time and discrete-time subsystems. By combining the classical consensus protocols of continuous-time and discrete-time multi-agent…
In this paper, we consider the problem of minimizing the sum of nonconvex and possibly nonsmooth functions over a connected multi-agent network, where the agents have partial knowledge about the global cost function and can only access the…