We consider the framework of aggregative games, in which the cost function of each agent depends on his own strategy and on the average population strategy. As first contribution …
N Kallus, X Mao - Management Science, 2023 - pubsonline.informs.org
We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (eg, product characteristics) to improve decision making with uncertain …
In this letter, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer a physical plant to the solution of a …
A Papalia, A Fishberg, BW O'Neill… - IEEE Transactions …, 2024 - ieeexplore.ieee.org
We present the first algorithm to efficiently compute certifiably optimal solutions to range- aided simultaneous localization and mapping (RA-SLAM) problems. Robotic navigation …
This paper considers future distribution networks featuring inverter-interfaced photovoltaic (PV) systems, and addresses the synthesis of feedback controllers that seek real-and …
Karush--Kuhn--Tucker (KKT) conditions for equality and inequality constrained optimization problems on smooth manifolds are formulated. Under the Guignard constraint qualification …
We study a routing game in an environment with multiple heterogeneous information systems and an uncertain state that affects edge costs of a congested network. Each …
C Moser, P Olea de Souza e Silva - Columbia Business School …, 2019 - papers.ssrn.com
We study optimal savings policies when there is a dual concern about undersaving for retirement and income inequality. Agents differ in present bias and earnings ability, both …
IM Ross, Q Gong, M Karpenko, RJ Proulx - Journal of Guidance …, 2018 - arc.aiaa.org
It is well known that proper scaling can increase the efficiency of computational problems. In this paper, we define and show that a balancing technique can substantially improve the …