Publications associées à Dynamic Credit-Collections Optimization

Publications associées (29)

An Iterative Adaptive Dynamic Programming Approach for Macroscopic Fundamental Diagram-Based Perimeter Control and Route Guidance

Macroscopic fundamental diagrams (MFDs) have been widely adopted to model the traffic flow of large-scale urban networks. Coupling perimeter control and regional route guidance (PCRG) is a promising strategy to decrease congestion heterogeneity and reduce ...

Informs2024

Distributionally Robust Linear Quadratic Control

Daniel Kuhn, Bahar Taskesen, Cagil Kocyigit

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...

2023

Discount models

Damir Filipovic

Discount is the difference between the face value of a bond and its present value. We propose an arbitrage-free dynamic framework for discount models, which provides an alternative to the Heath-Jarrow-Morton framework for forward rates. We derive general c ...

Springer Heidelberg2023

Optimal containment control for a class of heterogeneous multi-agent systems with actuator faults

Ju Wu

This article investigates the optimal containment control problem for a class of heterogeneous multi-agent systems with time-varying actuator faults and unmatched disturbances based on adaptive dynamic programming. Since there exist unknown input signals i ...

WILEY2023

International Portfolio Choice with Frictions: Evidence from Mutual Funds

Simon Tièche

Using data on international equity portfolio allocations by U.S. mutual funds, we estimate a portfolio expression derived from a standard mean-variance portfolio model extended with portfolio frictions. The optimal portfolio depends on the previous month a ...

OXFORD UNIV PRESS INC2023

Reinforcement learning approach to control an inverted pendulum: A general framework for educational purposes

Jesus Sanchez Rodriguez

Machine learning is often cited as a new paradigm in control theory, but is also often viewed as empirical and less intuitive for students than classical model-based methods. This is particularly the case for reinforcement learning, an approach that does n ...

PUBLIC LIBRARY SCIENCE2023

Reinforcement Learning for Joint Design and Control of Battery-PV Systems

Christophe Ballif, Nicolas Würsch, Laure-Emmanuelle Perret Aebi, Marine Dominique Cauz

The decentralisation and unpredictability of new renewable energy sources require rethinking our energy system. Data-driven approaches, such as reinforcement learning (RL), have emerged as new control strategies for operating these systems, but they have n ...

2023

Multi-robot task allocation for safe planning against stochastic hazard dynamics

Maryam Kamgarpour

We address multi-robot safe mission planning in uncertain dynamic environments. This problem arises in several applications including safety-critical exploration, surveillance, and emergency rescue missions. Computation of a multi-robot optimal control pol ...

IEEE2023

Optimized numerical solutions of SIRDVW multiage model controlling SARS-CoV-2 vaccine roll out: An application to the Italian scenario

Alfio Quarteroni, Luca Dede', Nicola Parolini

In the context of SARS-CoV-2 pandemic, mathematical modelling has played a funda-mental role for making forecasts, simulating scenarios and evaluating the impact of pre-ventive political, social and pharmaceutical measures. Optimal control theory represent ...

KEAI PUBLISHING LTD2023

Model Predictive Control for Multi-Agent Systems under Limited Communication and Time-Varying Network Topology

Melanie Nicole Zeilinger, Danilo Saccani

In control system networks, reconfiguration of the controller when agents are leaving or joining the network is still an open challenge, in particular when operation constraints that depend on each agent's behavior must be met. Drawing our motivation from ...

IEEE2023

Inferring individual evaluation criteria for reaching trajectories with obstacle avoidance from EEG signals

José del Rocio Millán Ruiz, Aude Billard, Fumiaki Iwane

During reaching actions, the human central nerve system (CNS) generates the trajectories that optimize effort and time. When there is an obstacle in the path, we make sure that our arm passes the obstacle with a sufficient margin. This comfort margin varie ...

Nature Portfolio2023

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Identifiability and Generalizability from Multiple Experts in Inverse Reinforcement Learning

Volkan Cevher, Luca Viano, Paul Thierry Yves Rolland, Boris Nikolov

While Reinforcement Learning (RL) aims to train an agent from a reward function in a given environment, Inverse Reinforcement Learning (IRL) seeks to recover the reward function from observing an expert’s behavior. It is well known that, in general, variou ...

2022

Data-driven and Safe Networked Control with Applications to Microgrids

Mustafa Sahin Turan

Today, automatic control is integrated into a wide spectrum of real-world systems such as electrical grids and transportation networks. Many of these systems comprise numerous interconnected agents, perform safety-critical operations, or generate large amo ...

EPFL2022

Optimal Thrust Vector Control of an Electric Small-Scale Rocket Prototype

Colin Neil Jones, Petr Listov, Roland Schwan

Recent advances in Model Predictive Control (MPC) algorithms and methodologies, combined with the surge of computational power of available embedded platforms, allows the use of real-time optimization-based control of fast mechatronic systems. This paper p ...

IEEE2022

Whole Body Model Predictive Control with a Memory of Motion: Experiments on a Torque-Controlled Talos

Sylvain Calinon, Teguh Santoso Lembono

This paper presents the first successful experiment implementing whole-body model predictive control with state feedback on a torque-control humanoid robot. We demonstrate that our control scheme is able to do whole-body target tracking, control the balanc ...

IEEE2021

Review of control strategies for lower-limb exoskeletons to assist gait

Auke Ijspeert, Mohamed Bouri, Romain Pierre François Baud, Ali Reza Manzoori

Background Many lower-limb exoskeletons have been developed to assist gait, exhibiting a large range of control methods. The goal of this paper is to review and classify these control strategies, that determine how these devices interact with the user. Met ...

BioMed Central2021

Complexity analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters

Fabio Nobile, Sebastian Krumscheid, Matthieu Claude Martin

We consider the numerical approximation of an optimal control problem for an elliptic Partial Differential Equation (PDE) with random coefficients. Specifically, the control function is a deterministic, distributed forcing term that minimizes the expected ...

2021

Optimal Linear Controller for Minimizing DC Voltage Oscillations in MMC-Based Offshore Multiterminal HVDC Grids

Maryam Kamgarpour, Luca Furieri

The paper aims at minimizing DC voltage oscillations in offshore multiterminal high-voltage direct current (HVDC) grids based on modular multilevel converters (MMCs). The DC voltage stability is a crucial factor in multiterminal HVDC networks since it is a ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2021

Deep reinforcement learning control of electric vehicle charging in the presence of photovoltaic generation

Christophe Ballif, Nicolas Würsch, Marina Dorokhova

In recent years, the importance of electric mobility has increased in response to climate change. The fast-growing deployment of electric vehicles (EVs) worldwide is expected to decrease transportation-related emissions, facilitate the integration of renew ...

2021