SIAM Journal on Control and Optimization最新文献_第5页

Feedback and Open-Loop Nash Equilibria for LQ Infinite-Horizon Discrete-Time Dynamic Games LQ 无限视距离散时间动态博弈的反馈和开环纳什均衡器

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-05-13 DOI: 10.1137/23m1579960

Andrea Monti, Benita Nortmann, Thulasi Mylvaganam, Mario Sassano

{"title":"Feedback and Open-Loop Nash Equilibria for LQ Infinite-Horizon Discrete-Time Dynamic Games","authors":"Andrea Monti, Benita Nortmann, Thulasi Mylvaganam, Mario Sassano","doi":"10.1137/23m1579960","DOIUrl":"https://doi.org/10.1137/23m1579960","url":null,"abstract":"SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1417-1436, June 2024. <br/> Abstract. We consider dynamic games defined over an infinite horizon, characterized by linear, discrete-time dynamics and quadratic cost functionals. Considering such linear-quadratic dynamic games, we focus on their solutions in terms of Nash equilibrium strategies. Both feedback (F-NE) and open-loop (OL-NE) Nash equilibrium solutions are considered. The contributions of the paper are threefold. First, our detailed study reveals some interesting structural insights in relation to F-NE solutions. Second, as a stepping stone toward our consideration of OL-NE strategies, we consider a specific infinite-horizon discrete-time (single-player) optimal control problem, wherein the dynamics are influenced by a known exogenous input and draw connections between its solution obtained via dynamic programming and Pontryagin’s minimum principle. Finally, we exploit the latter result to provide a characterization of OL-NE strategies of the class of infinite-horizon dynamic games. The results and key observations made throughout the paper are illustrated via a numerical example.","PeriodicalId":49531,"journal":{"name":"SIAM Journal on Control and Optimization","volume":"129 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-05-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140936172","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles 扩展扭曲溢价原则下的最优无道德风险再保险

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-05-13 DOI: 10.1137/23m1556046

Zhuo Jin, Zuo Quan Xu, Bin Zou

引用次数: 0

Input-to-State Stability for Bilinear Feedback Systems 双线性反馈系统的输入到状态稳定性

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-05-09 DOI: 10.1137/23m155788x

René Hosfeld, Birgit Jacob, Felix L. Schwenninger, Marius Tucsnak

引用次数: 0

Switching Controls for Conservative Bilinear Quantum Systems with Discrete Spectrum 具有离散频谱的保守双线性量子系统的开关控制

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-05-07 DOI: 10.1137/23m1588494

Nabile Boussaïd, Marco Caponigro, Thomas Chambrion

引用次数: 0

Gauss–Newton Oriented Greedy Algorithms for the Reconstruction of Operators in Nonlinear Dynamics 非线性动力学中算子重构的高斯-牛顿定向贪婪算法

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-05-03 DOI: 10.1137/23m1552929

Simon Buchwald, Gabriele Ciaramella, Julien Salomon

{"title":"Gauss–Newton Oriented Greedy Algorithms for the Reconstruction of Operators in Nonlinear Dynamics","authors":"Simon Buchwald, Gabriele Ciaramella, Julien Salomon","doi":"10.1137/23m1552929","DOIUrl":"https://doi.org/10.1137/23m1552929","url":null,"abstract":"SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1343-1368, June 2024. <br/> Abstract. This paper is devoted to the development and convergence analysis of greedy reconstruction algorithms based on the strategy presented in [Y. Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the 28th Chinese Control Conference, 2009, pp. 375–379]. These procedures allow the design of a sequence of control functions that ease the identification of unknown operators in nonlinear dynamical systems. The original strategy of greedy reconstruction algorithms is based on an offline/online decomposition of the reconstruction process and an ansatz for the unknown operator obtained by an a priori chosen set of linearly independent matrices. In the previous work [S. Buchwald, G. Ciaramella, and J. Salomon, SIAM J. Control Optim., 59 (2021), pp. 4511–4537], convergence results were obtained in the case of linear identification problems. We tackle here the more general case of nonlinear systems. More precisely, we introduce a new greedy algorithm based on the linearized system. We show that the controls obtained with this new algorithm lead to the local convergence of the classical Gauss–Newton method applied to the online nonlinear identification problem. We then extend this result to the controls obtained on nonlinear systems where a local convergence result is also proved. The main convergence results are obtained for dynamical systems with linear and bilinear control structures.","PeriodicalId":49531,"journal":{"name":"SIAM Journal on Control and Optimization","volume":"32 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140834708","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Adaptive Stabilization of Noncooperative Stochastic Differential Games 非合作随机微分博弈的自适应稳定化

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-05-02 DOI: 10.1137/22m1530549

Nian Liu, Lei Guo

{"title":"Adaptive Stabilization of Noncooperative Stochastic Differential Games","authors":"Nian Liu, Lei Guo","doi":"10.1137/22m1530549","DOIUrl":"https://doi.org/10.1137/22m1530549","url":null,"abstract":"SIAM Journal on Control and Optimization, Volume 62, Issue 3, Page 1317-1342, June 2024. <br/>Abstract. In this paper, we consider the adaptive stabilization problem for a basic class of linear-quadratic noncooperative stochastic differential games when the systems matrices are unknown to the regulator and the players. This is a typical problem of game-based control systems (GBCS) introduced and studied recently, which have a hierarchical decision-making structure: there is a controller at the upper level acting as a global regulator which makes its decision first, and the players at the lower level are assumed to play a typical zero-sum differential games. The main purpose of the paper is to study how the adaptive regulator can be designed to make the GBCS globally stable and at the same time to ensure a Nash equilibrium reached by the players, where the adaptive strategies of the players are assumed to be constructed based on the standard least squares estimators. The design of the global regulator is an integration of the weighted least squares parameter estimator, random regularization and diminishing excitation methods. Under the assumption that the system matrix pair [math] is controllable and there exists a stabilizing solution for the corresponding algebraic Riccati equation, it is shown that the closed-loop adaptive GBCS will be globally stable, and at the same time reach a Nash equilibrium by the players.","PeriodicalId":49531,"journal":{"name":"SIAM Journal on Control and Optimization","volume":"38 1","pages":""},"PeriodicalIF":2.2,"publicationDate":"2024-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140834704","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Optimal Control of Bistable Traveling Waves: Looking for the Best Spatial Distribution of a Killing Action to Block a Pest Invasion 双稳态行波的优化控制：寻找阻止害虫入侵的杀戮行动的最佳空间分布

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-04-22 DOI: 10.1137/22m1528410

Luis Almeida, Alexis Léculier, Grégoire Nadin, Yannick Privat

引用次数: 0

Local Time Pushed Mixed Equilibrium Strategies for Time-Inconsistent Stopping Problems 时间不一致停止问题的局部时间推动混合均衡策略

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-04-09 DOI: 10.1137/22m1506651

Andi Bodnariu, Sören Christensen, Kristoffer Lindensjö

引用次数: 0

A Phase Theory of Multi-Input Multi-Output Linear Time-Invariant Systems 多输入多输出线性时不变系统的相位理论

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-04-08 DOI: 10.1137/22m148968x

Wei Chen, Dan Wang, Sei Zhen Khong, Li Qiu

引用次数: 0

Dynamic Programming in Probability Spaces via Optimal Transport 通过最优传输进行概率空间动态编程

IF 2.2 2区数学

SIAM Journal on Control and Optimization Pub Date : 2024-04-03 DOI: 10.1137/23m1560902

Antonio Terpin, Nicolas Lanzetti, Florian Dörfler

引用次数: 0