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CDC
2009
IEEE
111views Control Systems» more  CDC 2009»
14 years 1 months ago
An optimal investment problem with randomly terminating income
Abstract— We investigate an optimal consumption and investment problem where we receive a certain fixed income stream that is terminated at a random time. It turns out that the ...
Michel H. Vellekoop, Mark Davis
CDC
2009
IEEE
115views Control Systems» more  CDC 2009»
13 years 6 months ago
Reduction of decentralized control problems to tractable representations
For decentralized control problems with quadratically invariant information constraints, the optimal controller may be found efficiently. In this paper, we show that there are sys...
Laurent Lessard, Sanjay Lall
CDC
2009
IEEE
139views Control Systems» more  CDC 2009»
14 years 1 months ago
Congestion control algorithms from optimal control perspective
— This paper is concerned with understanding the connection between the existing Internet congestion control algorithms and the optimal control theory. The available resource all...
Javad Lavaei, John C. Doyle, Steven H. Low
MP
2006
110views more  MP 2006»
13 years 8 months ago
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski
HYBRID
2001
Springer
14 years 27 days ago
Hybrid Geodesics as Optimal Solutions to the Collision-Free Motion Planning Problem
In this paper we address the problem of designing energy minimizing collision-free maneuvers for multiple agents moving on a plane. We show that the problem is equivalent to that o...
Jianghai Hu, Maria Prandini, Karl Henrik Johansson...