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6 papers · 2 filters
Optimal Control of Sweeping Processes in Robotics and Traffic Flow Models
Giovanni Colombo, Boris S. Mordukhovich, Dao Nguyen
The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses m…
Mean Field Control and Mean Field Game Models with Several Populations
Alain Bensoussan, Tao Huang, Mathieu Laurière
In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents…
Approximation of A Class of Non-Zero-Sum Investment and Reinsurance Games for Regime-Switching Jump-Diffusion Models
Trang Bui, Xiang Cheng, Zhuo Jin +1
This work develops an approximation procedure for a class of non-zero-sum stochastic differential investment and reinsurance games between two insurance companies. Both proportiona…
Optimization of a perturbed sweeping process by constrained discontinuous controls
Giovanni Colombo, Boris S. Mordukhovich, Dao Nguyen
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter a…
An LMI Based Stability Margin Analysis for Active PV Power Control of Distribution Networks with Time-Invariant Delays
Chang Fu, Caisheng Wang, Saeed Alyami
High penetration of photovoltaic (PV) generators can lead to voltage issues in distribution networks. Various approaches including the real power control through PV inverters have…
Variational analysis and variational rationality in behavioral sciences: stationary traps
Boris Mordukhovich, Antoine Soubeyran
This paper concerns applications of variational analysis to some local aspects of behavioral science modeling by developing an effective variational rationality approach to these a…