0000000000277114

AUTHOR

Fabio Bagagiolo

showing 6 related works from this author

Objective function design for robust optimality of linear control under state-constraints and uncertainty

2009

We consider a model for the control of a linear network flow system with unknown but bounded demand and polytopic bounds on controlled flows. We are interested in the problem of finding a suitable objective function that makes robust optimal the policy represented by the so-called linear saturated feedback control. We regard the problem as a suitable differential game with switching cost and study it in the framework of the viscosity solutions theory for Bellman and Isaacs equations. © 2009 EDP Sciences, SMAI.

Flow control (data)Mathematical optimizationControl and OptimizationControl (management)State (functional analysis)Optimal control viscosity solutions differential games switching flow control networksOptimal controlComputational MathematicsControl and Systems EngineeringControl theoryViscosity (programming)Bounded functionDifferential gameMathematicsLinear control
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Mean-field games and dynamic demand management in power grids

2013

This paper applies mean-field game theory to dynamic demand management. For a large population of electrical heating or cooling appliances (called agents), we provide a mean-field game that guarantees desynchronization of the agents thus improving the power network resilience. Second, for the game at hand, we exhibit a mean-field equilibrium, where each agent adopts a bang-bang switching control with threshold placed at a nominal temperature. At equilibrium, through an opportune design of the terminal penalty, the switching control regulates the mean temperature (computed over the population) and the mains frequency around the nominal value. To overcome Zeno phenomena we also adjust the ban…

Statistics and ProbabilityEconomics and EconometricsMains electricityViscosity solutionDynamic demand managementPopulationDistributional solutionsInterval (mathematics)law.inventionSettore ING-INF/04 - AutomaticalawControl theoryEconomicseducationeducation.field_of_studyApplied MathematicsComputer Graphics and Computer-Aided DesignThermostatMean field gameComputer Science ApplicationsPower (physics)Computational MathematicsComputational Theory and MathematicsTerminal (electronics)Dynamic demandSettore MAT/09 - Ricerca OperativaGame theoryMathematical economics
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Robust optimality of linear saturated control in uncertain linear network flows

2008

We propose a novel approach that, given a linear saturated feedback control policy, asks for the objective function that makes robust optimal such a policy. The approach is specialized to a linear network flow system with unknown but bounded demand and politopic bounds on controlled flows. All results are derived via the Hamilton-Jacobi-Isaacs and viscosity theory.

Inventory controlMathematical optimizationControl theoryViscosity (programming)Bounded functionLinear systemOptimal control Robust optimization Inventory control Viscosity solutionsTrajectoryRobust optimizationSettore MAT/09 - Ricerca OperativaRobust controlOptimal controlMathematics2008 47th IEEE Conference on Decision and Control
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Game Theoretic Decentralized Feedback Controls in Markov Jump Processes

2017

This paper studies a decentralized routing problem over a network, using the paradigm of mean-field games with large number of players. Building on a state-space extension technique, we turn the problem into an optimal control one for each single player. The main contribution is an explicit expression of the optimal decentralized control which guarantees the convergence both to local and to global equilibrium points. Furthermore, we study the stability of the system also in the presence of a delay which we model using an hysteresis operator. As a result of the hysteresis, we prove existence of multiple equilibrium points and analyze convergence conditions. The stability of the system is ill…

0209 industrial biotechnologyMathematical optimizationDecentralized routing policies; Hysteresis; Inverse control problem; Mean-field games; Optimal control; Control and Optimization; Management Science and Operations Research; Applied MathematicsControl and OptimizationStability (learning theory)02 engineering and technologyManagement Science and Operations ResearchMean-field games01 natural sciencesDecentralized routing policie020901 industrial engineering & automationControl theorySettore MAT/05 - Analisi MatematicaMean-field gameConvergence (routing)0101 mathematicsMean field gamesMathematicsEquilibrium pointSettore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e FinanziarieDecentralized routing policies; Hysteresis; Inverse control problem; Mean-field games; Optimal controlApplied MathematicsHysteresis010102 general mathematics[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]Optimal controlOptimal control Mean-field games Inverse control problem Decentralized routing policies HysteresisDecentralised systemOptimal control Mean-field games Inverse control problem Decentralized routing policies HysteresisExpression (mathematics)Optimal controlTheory of computationDecentralized routing policiesHysteresiInverse control problemRouting (electronic design automation)Settore MAT/09 - Ricerca Operativa
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Opinion dynamics and stubbornness through mean-field games

2013

This paper provides a mean field game theoretic interpretation of opinion dynamics and stubbornness. The model describes a crowd-seeking homogeneous population of agents, under the influence of one stubborn agent. The game takes on the form of two partial differential equations, the Hamilton-Jacobi-Bellman equation and the Kolmogorov-Fokker-Planck equation for the individual optimal response and the population evolution, respectively. For the game of interest, we establish a mean field equilibrium where all agents reach epsilon-consensus in a neighborhood of the stubborn agent's opinion.

education.field_of_studyPartial differential equationControl and OptimizationDifferential equationMulti-agent systemPopulationComputer Science::Social and Information NetworksControl and Systems Engineering; Modeling and Simulation; Control and OptimizationInterpretation (model theory)Computer Science::Multiagent SystemsStochastic partial differential equationMean field theoryComputer Science::Systems and ControlControl and Systems EngineeringModeling and Simulationopinion dynamicseducationMathematical economicsGame theoryMathematics
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Mean-Field Game Modeling the Bandwagon Effect with Activation Costs

2015

This paper provides a mean-field game theoretic model of the bandwagon effect in social networks. This effect can be observed whenever individuals tend to align their own opinions to a mainstream opinion. The contribution is threefold. First, we describe the opinion propagation as a mean-field game with local interactions. Second, we establish mean-field equilibrium strategies in the case where the mainstream opinion is constant. Such strategies are shown to have a threshold structure. Third, we extend the use of threshold strategies to the case of time-varying mainstream opinion and study the evolution of the macroscopic system.

Physics::Physics and SocietyStatistics and Probability0209 industrial biotechnologyEconomics and Econometrics02 engineering and technologyMean-field gamesMean field gameActivation costs; Bandwagon effect; Games with infinitely many players; Mean-field games; Mode; Threshold policies;01 natural sciencesActivation costs010305 fluids & plasmasMicroeconomics020901 industrial engineering & automationOpinion dynamicsGames with infinitely many players; Bandwagon effect; Activation costs; Threshold policies; Mean-field games; ModeMean-field game0103 physical sciencesEconomicsThreshold policiesMainstreamBandwagon effectStructure (mathematical logic)Game theoreticApplied MathematicsMode (statistics)Computer Science::Social and Information NetworksComputer Graphics and Computer-Aided DesignComputer Science ApplicationsComputational MathematicsActivation costComputational Theory and MathematicsGames with infinitely many playersGames with infinitely many playerModeSettore MAT/09 - Ricerca OperativaConstant (mathematics)Threshold policieMathematical economicsBandwagon effectDynamic Games and Applications
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