Distributed Continuous-Time Convex Optimization With Time-Varying Cost Functions
نویسندگان
چکیده
منابع مشابه
EPQ model with depreciation cost and process quality cost as continuous functions of time
Extensive research has been devoted to economic production quantity (EPQ) problem. However, little atten-tion has been paid to problems where depreciation cost and process quality cost must be considered, simulta-neously. In this paper, we consider the economic production quantity model of minimizing the annual total cost subject to depreciation cost and process quality cost, where depreciation...
متن کاملContinuous-time Distributed Convex Optimization with Set Constraints ⋆
We study a distributed convex optimization problem with set constraints. The objective function is a summation of strictly convex functions. Based on a multi-agent system formulation, we consider that each node is with continuous-time dynamics and can only access its local objective function. Meanwhile, each node is subject to a common convex set constraint. The nodes can exchange local informa...
متن کاملContinuous time portfolio optimization
This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...
متن کاملDistributed convex optimization via continuous-time coordination algorithms with discrete-time communication
This paper proposes a novel class of distributed continuous-time coordination algorithms to solve network optimization problems whose cost function is strictly convex and equal to a sum of local cost functions associated to the individual agents. We establish the exponential convergence of the proposed algorithm under (i) strongly connected and weight-balanced digraph topologies when the local ...
متن کاملLinear Time Varying MPC Based Path Planning of an Autonomous Vehicle via Convex Optimization
In this paper a new method is introduced for path planning of an autonomous vehicle. In this method, the environment is considered cluttered and with some uncertainty sources. Thus, the state of detected object should be estimated using an optimal filter. To do so, the state distribution is assumed Gaussian. Thus the state vector is estimated by a Kalman filter at each time step. The estimation...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2017
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2016.2593899