In the synthesis of tracking control systems, the compensation signal, which is applied in the finite-horizon time, is effective for improving the performance of controlled system. In this paper, a design method of finite-horizon compensation signal and optimal internal state of controller are discussed for stabilized systems. By characterizing the singularvalue problem for correspondingly defi...

We present the action language GC+ for reasoning about actions in multi-agent systems under probabilistic uncertainty and partial observability, which is an extension of the action language C+ that is inspired by partially observable stochastic games (POSGs). We provide a finite-horizon value iteration for this framework and show that it characterizes finite-horizon Nash equilibria. We also des...

We examine the optimal trading strategy for a CRRA investor who maximizes the expected utility of wealth on a finite date and faces transaction costs. Closed-form solutions are obtained when this date is uncertain. We then show a sequence of analytical solutions converge to the solution to the problem with a deterministic finite horizon. Consistent with the common life-cycle investment advice, ...

Applications such as robot control and wireless communication require planning under uncertainty. Partially observable Markov decision processes (POMDPs) plan policies for single agents under uncertainty and their decentralized versions (DEC-POMDPs) find a policy for multiple agents. The policy in infinite-horizon POMDP and DEC-POMDP problems has been represented as finite state controllers (FS...

We estimate a behavioral New Keynesian (NK) model in which households and firms plan over finite horizon. The finite-horizon planning (FHP) outperforms rational expectations versions of the NK as well other models. In FHP model, are forward-looking thinking about events their horizon but backward-looking regarding beyond that point. This gives rise to substantial aggregate persistence without r...

The minimization of energy consumption is the utmost importance in space robotics. For redundant manipulators tracking a desired end-effector trajectory, most proposed solutions are based on locally optimal inverse kinematics methods. On one hand, these methods suitable for real-time implementation; nevertheless, other they often provide quite far from globally and, moreover, prone to singulari...