Zobrazeno 1 - 10
of 60
pro vyhledávání: '"Pakniyat, Ali"'
Autor:
Koulong, Armel, Pakniyat, Ali
This paper presents a distributed adaptive control strategy for multi-agent systems with heterogeneous dynamics and collision avoidance. We propose an adaptive control strategy designed to ensure leader-following formation consensus while effectively
Externí odkaz:
http://arxiv.org/abs/2410.08440
We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's change of
Externí odkaz:
http://arxiv.org/abs/2210.10534
Mean-field games (MFG) were introduced to efficiently analyze approximate Nash equilibria in large population settings. In this work, we consider entropy-regularized mean-field games with a finite state-action space in a discrete time setting. We sho
Externí odkaz:
http://arxiv.org/abs/2110.07469
Two novel numerical estimators are proposed for solving forward-backward stochastic differential equations (FBSDEs) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. In contrast to the current n
Externí odkaz:
http://arxiv.org/abs/2103.14246
Autor:
Pakniyat, Ali1 (AUTHOR) apakniyat@ua.edu, Caines, Peter E.2 (AUTHOR)
Publikováno v:
Mathematics of Control, Signals & Systems. Mar2024, Vol. 36 Issue 1, p21-70. 50p.
We propose a numerical method for the computation of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. By the use of the Girsanov c
Externí odkaz:
http://arxiv.org/abs/2006.12444
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
A novel framework is presented that combines Mean Field Game (MFG) theory and Hybrid Optimal Control (HOC) theory to obtain a unique $\epsilon$-Nash equilibrium for a non-cooperative game with switching and stopping times. We consider the case where
Externí odkaz:
http://arxiv.org/abs/1810.02920