7 citations · 9 across the 7 of their papers we have counts for
4 papers · 1 filter
Unifying Nesterov's Accelerated Gradient Methods for Convex and Strongly Convex Objective Functions: From Continuous-Time Dynamics to Discrete-Time Algorithms
Jungbin Kim, Insoon Yang
Although Nesterov's accelerated gradient (NAG) methods have been studied from various perspectives, it remains unclear why the most popular forms of NAG must handle convex and stro…
Risk-Limiting Dynamic Contracts for Direct Load Control
Insoon Yang, Duncan S. Callaway, Claire J. Tomlin
This paper proposes a novel continuous-time dynamic contract framework that has a risk-limiting capability. If a principal and an agent enter into such a contract, the principal ca…
Path integral formulation of stochastic optimal control with generalized costs
Insoon Yang, Matthias Morzfeld, Claire J. Tomlin +1
Path integral control solves a class of stochastic optimal control problems with a Monte Carlo (MC) method for an associated Hamilton-Jacobi-Bellman (HJB) equation. The MC approach…
Dynamic Contracts with Partial Observations: Application to Indirect Load Control
Insoon Yang, Duncan S. Callaway, Claire J. Tomlin
This paper proposes a method to design an optimal dynamic contract between a principal and an agent, who has the authority to control both the principal's revenue and an engineered…