相关论文: Strategic control for a Boltzmann like decision-ma…

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

We study the problem of a planner who resolves risk-return trade-offs - like financial investment decisions - on behalf of a collective of agents with heterogeneous risk preferences. The planner's objective is a two-stage utility functional…

We present a novel dual control strategy for uncertain linear systems based on targeted harmonic exploration and gain-scheduling with performance and excitation guarantees. In the proposed sequential approach, robust control is implemented…

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

We study non-monetary mechanisms for the fair and efficient allocation of reusable public resources, i.e., resources used for varying durations. We consider settings where a limited resource is repeatedly shared among a set of agents, each…

Many studies have shown that there are regularities in the way human beings make decisions. However, our ability to obtain models that capture such regularities and can accurately predict unobserved decisions is still limited. We tackle…

We present a novel strategy for robust dual control of linear time-invariant systems based on gain scheduling with performance guarantees. This work relies on prior results of determining uncertainty bounds of system parameters estimated…

In any ecosystem, the conditions of the environment and the characteristics of the species that inhabit it are entangled, co-evolving in space and time. We introduce a model that couples active agents with a dynamic environment, interpreted…

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi,…

We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density among the population. Our analysis is based on a finite time…

We introduce consumption games, a model for discrete interactive system with multiple resources that are consumed or reloaded independently. More precisely, a consumption game is a finite-state graph where each transition is labeled by a…

We study a general model on reusable resource allocation under model uncertainty. A heterogeneous population of customers arrive at the decision maker's (DM's) platform sequentially. Upon observing a customer's type, the DM selects an…

The goal of this article is to contribute towards the conceptual and quantitative understanding of the evolutionary benefits for (microbial) populations to maintain a seed bank (consisting of dormant individuals) when facing fluctuating…

We consider a model of nomadic agents exploring and competing for time-varying location-specific resources, arising in crowdsourced transportation services, online communities, and in traditional location based economic activity. This model…

We model the joint distribution of choice probabilities and decision times in binary choice tasks as the solution to a problem of optimal sequential sampling, where the agent is uncertain of the utility of each action and pays a constant…

Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we…

Adjustable autonomy refers to entities dynamically varying their own autonomy, transferring decision-making control to other entities (typically agents transferring control to human users) in key situations. Determining whether and when…

We study time-inconsistent recursive stochastic control problems, i.e., for which the Bellman principle of optimality does not hold. For this class of problems classical optimal controls may fail to exist, or to be relevant in practice, and…

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

The adaptation to situations of sequential choice under uncertainty of decision criteria which deviate from (subjective) expected utility raises the problem of ensuring the selection of a nondominated strategy. In particular, when following…