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The classical setting of optimal control theory assumes full knowledge of the process dynamics and the costs associated with every control strategy. The problem becomes much harder if the controller only knows a finite set of possible…

Despite several scientific achievements in the last years, there are still a lot of IT projects that fail. Researchers found that one out of five IT-projects run out of time, budget or value. Major reasons for this failure are unexpected…

We study the limit behaviour of upper and lower bounds on expected time averages in imprecise Markov chains; a generalised type of Markov chain where the local dynamics, traditionally characterised by transition probabilities, are now…

In potential flow networks, the equilibrium flow rates are usually not proportional to the demands and flow control elements are required to regulate the flow. The control elements can broadly be classified into two types - discrete and…

A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…

This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…

This paper proposes a two-stage approach to formulate the time-optimal point-to-point motion planning problem, involving a first stage with a fixed time grid and a second stage with a variable time grid. The proposed approach brings…

In real-world streaming recommender systems, user preferences often dynamically change over time (e.g., a user may have different preferences during weekdays and weekends). Existing bandit-based streaming recommendation models only consider…

We study dynamic network flows with uncertain input data under a robust optimization perspective. In the dynamic maximum flow problem, the goal is to maximize the flow reaching the sink within a given time horizon $T$, while flow requires a…

This paper reviews compact continuous-time formulations for the multi-mode resource-constrained project scheduling problem. Specifically, we first point out a serious flaw in an existing start-end-event-based formulation owing to…

This paper investigates a novel behavioral feature of recursive preferences: aversion to risks that persist over time, or simply \textit{correlation aversion}. Greater persistence provides information about future consumption but reduces…

This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we derive sufficient conditions for achieving the Nash equilibrium,…

This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…

Humans exhibit time-inconsistent behavior, in which planned actions diverge from executed actions. Understanding time inconsistency and designing appropriate interventions is a key research challenge in computer science and behavioral…

Time or money? That is a question! In this paper, we consider this dilemma in the pricing regime, in which we try to find the optimal pricing scheme for identical items with heterogenous time-sensitive buyers. We characterize the…

We characterize decreasing impatience, a common behavioral phenomenon in intertemporal choice. Discount factors that display decreasing impatience are characterized through a convexit y axiom for investments at fixed interest rates. Then we…

This paper considers time-inconsistent problems when control and stopping strategies are required to be made simultaneously (called stopping control problems by us). We first formulate the timeinconsistent stopping control problems under…

In this paper we consider stopping problems for continuous-time Markov chains under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. More precisely our aim is to maximize the certainty…

We consider a class of sequential network interdiction problem settings where the interdictor has incomplete initial information about the network while the evader has complete knowledge of the network including its structure and arc costs.…

We study an exit contract design problem, where one provides a universal exit contract to multiple heterogeneous agents, with which each agent chooses an optimal (exit) stopping time. The problem consists in optimizing the universal exit…