相关论文: Treating the Future Equally: Solving Undiscounted …

In this paper we consider the numerical approximation of infinite horizon problems via the dynamic programming approach. The value function of the problem solves a Hamilton-Jacobi-Bellman (HJB) equation that is approximated by a fully…

We study a finite horizon optimal contracting problem of a risk-neutral principal and a risk-averse agent who receives a stochastic income stream when the agent is unable to make commitments. The problem involves an infinite number of…

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…

Transport phenomena plays an important role in science and technology. In the wide variety of applications both advection and diffusion may appear. Regarding diffusion, for long times, different type of decay rates are possible for…

This paper investigates the online conversion problem, which involves sequentially trading a divisible resource (e.g., energy) under dynamically changing prices to maximize profit. A key challenge in online conversion is managing decisions…

In this series of papers, we present a motion planning framework for planning comfortable and customizable motion of nonholonomic mobile robots such as intelligent wheelchairs and autonomous cars. In Part I, we presented the mathematical…

This paper investigates the necessary optimality conditions for uniformly overtaking optimal control on infinite horizon in the free end case. %with free right endpoint. In the papers of S.M.Aseev, A.V.Kryazhimskii, V.M.Veliov, K.O.Besov…

We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the the weakly overtaking criterion and the overtaking criterion, necessary boundary conditions on co-state arcs are deduced, these…

In this paper, we consider multistopping problems for finite discrete time sequences $X_1,...,X_n$. $m$-stops are allowed and the aim is to maximize the expected value of the best of these $m$ stops. The random variables are neither assumed…

We consider certain solutions of the Infinity-Laplace Equation in planar convex rings. Their ascending streamlines are unique while the descending ones may bifurcate. We prove that bifurcation occurs in the generic situation and as a…

We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…

Two-stage methods addressing continuous shortest path problems start local minimization from discrete shortest paths in a spatial graph. The convergence of such hybrid methods to global minimizers hinges on the discretization error induced…

This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…

In a previous paper we considered a class of infinitely degenerate quasilinear equations and derived a priori bounds for high order derivatives of solutions in terms of the Lipschitz norm. We now show that it is possible to obtain bounds…

In this paper we consider discrete time stochastic optimal control problems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic…

This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…

Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…

In this paper, we establish sufficient conditions for the existence of error bounds at infinity for lower semicontinuous inequality systems. We also show that the existence of an error bound at infinity of constraint systems plays an…

Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid…

This work addresses the classic machine learning problem of online prediction with expert advice. We consider the finite-horizon version of this zero-sum, two-person game. Using verification arguments from optimal control theory, we view…