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 ...
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...
— This paper is concerned with understanding the connection between the existing Internet congestion control algorithms and the optimal control theory. The available resource all...
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...
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...