中文
相关论文

相关论文: A framework for receding-horizon control in infini…

200 篇论文

This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…

最优化与控制 · 数学 2026-02-17 Matteo Della Rossa , Thiago Alves Lima , Lorenzo Freddi

This letter presents a robust data-driven receding-horizon control framework for the discrete time linear quadratic regulator (LQR) with input constraints. Unlike existing data-driven approaches that design a controller from initial data…

最优化与控制 · 数学 2025-10-08 Jian Zheng , Mario Sznaier

Through a stochastic control theoretic approach, we analyze reputation games where a strategic long-lived player acts in a sequential repeated game against a collection of short-lived players. The key assumption in our model is that the…

最优化与控制 · 数学 2020-01-22 Nuh Aygün Dalkıran , Serdar Yüksel

We present \texttt{FlipDyn-G}, a dynamic game model extending the \texttt{FlipDyn} framework to a graph-based setting, where each node represents a dynamical system. This model captures the interactions between a defender and an adversary…

计算机科学与博弈论 · 计算机科学 2024-06-25 Sandeep Banik , Shaunak D. Bopardikar , Naira Hovakimyan

In this paper, Nash equilibrium seeking among a network of players is considered. Different from many existing works on Nash equilibrium seeking in non-cooperative games, the players considered in this paper cannot directly observe the…

最优化与控制 · 数学 2017-03-28 Maojiao Ye , Guoqiang Hu

We consider a class of nonsmooth aggregative games over networks in stochastic regimes, where each player is characterized by a composite cost function $f_i+r_i$, $f_i$ is a smooth expectation-valued function dependent on its own strategy…

最优化与控制 · 数学 2024-06-28 Jinlong Lei , Uday V. Shanbhag , Jie Chen

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

最优化与控制 · 数学 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

最优化与控制 · 数学 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive discounted-cost optimality criterion. Risk-sensitivity is introduced for each agent (player) via an exponential utility function. In…

最优化与控制 · 数学 2018-10-08 Naci Saldi , Tamer Basar , Maxim Raginsky

Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…

适应与自组织系统 · 物理学 2018-06-22 Piyush Grover , Kaivalya Bakshi , Evangelos A. Theodorou

Iterated regret minimization has been introduced recently by J.Y. Halpern and R. Pass in classical strategic games. For many games of interest, this new solution concept provides solutions that are judged more reasonable than solutions…

计算机科学与博弈论 · 计算机科学 2015-05-18 Emmanuel Filiot , Tristan Le Gall , Jean-François Raskin

The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the…

最优化与控制 · 数学 2022-01-19 Joseph Frédéric Bonnans , Justina Gianatti , Laurent Pfeiffer

In~[1],authors considered a general finite horizon model of dynamic game of asymmetric information, where N players have types evolving as independent Markovian process, where each player observes its own type perfectly and actions of all…

计算机科学与博弈论 · 计算机科学 2020-07-09 Deepanshu Vasal

In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…

计算机科学与博弈论 · 计算机科学 2025-09-04 Guangzheng Zhong , Yang Liu , Jiming Liu

We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We analyze and discuss several possible…

最优化与控制 · 数学 2010-12-24 Sylvain Sorin , Xavier Venel , Guillaume Vigeral

In this paper, we consider a Markov decision process (MDP), where the ego agent has a nominal objective to pursue while needs to hide its state from detection by an adversary. After formulating the problem, we first propose a value…

系统与控制 · 电气工程与系统科学 2019-08-22 Nan Li , Ilya Kolmanovsky , Anouck Girard

We address the multi-agent motion planning problem where interactions, collisions, and congestion co-exist. Conventional game-theoretic planners capture interactions among agents but often converge to conservative, congested equilibria.…

An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

数理金融 · 定量金融 2021-07-15 Yu-Jui Huang , Xiang Yu

We use ideas from distributed computing to study dynamic environments in which computational nodes, or decision makers, follow adaptive heuristics (Hart 2005), i.e., simple and unsophisticated rules of behavior, e.g., repeatedly "best…

分布式、并行与集群计算 · 计算机科学 2010-10-13 Aaron D. Jaggard , Michael Schapira , Rebecca N. Wright

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

计算机科学与博弈论 · 计算机科学 2017-10-03 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas