The Experts below are selected from a list of 312 Experts worldwide ranked by ideXlab platform

Jenchih Yao - One of the best experts on this subject based on the ideXlab platform.

Wutiphol Sintunavarat - One of the best experts on this subject based on the ideXlab platform.

Kai-yuan Cai - One of the best experts on this subject based on the ideXlab platform.

  • Repetitive Control with Nonlinear Systems: A Contraction Mapping Method
    Filtered Repetitive Control with Nonlinear Systems, 2019
    Co-Authors: Quan Quan, Kai-yuan Cai
    Abstract:

    The adaptive-control-like method utilizes Lyapunov-based design techniques to develop feedforward to compensate for unknown disturbance. Moreover, the designed controllers depend on the concrete forms of the Lyapunov functions. The Lyapunov-based design technique is a good choice for nonlinear RC problems. However, in most cases, no general method exists for constructing Lyapunov functions for ordinary problems. Contraction Mapping is a widely used tool for iterative learning control (ILC, or iterative learning controller, which is also designated as ILC). Using this tool, the ILC design is straightforward and uniform without requiring Lyapunov functions. Inspired by this concept, a Contraction Mapping-based RC design is proposed for a class of nonlinear systems in this chapter.

  • Saturated repetitive control for a class of nonlinear systems: A Contraction Mapping method
    Systems & Control Letters, 2018
    Co-Authors: Quan Quan, Kai-yuan Cai
    Abstract:

    Abstract Contraction Mapping methods do not need to know about the concrete form of plant models like the Lyapunov method. This is the biggest advantage over other methods in the field of iterative learning control for example. However, it is difficult to use such a tool to analyze repetitive control systems. This paper proposes a Contraction Mapping method based on spectral theory to design a saturated repetitive controller for a class of nonlinear systems, where the derived necessary and sufficient condition on the spectral radius can reduce the conservatism as much as possible. The feasibility of our work is demonstrated through a robotic manipulator tracking example.

Marwan Amin Kutbi - One of the best experts on this subject based on the ideXlab platform.

Karl Schmedders - One of the best experts on this subject based on the ideXlab platform.

  • discrete time dynamic principal agent models Contraction Mapping theorem and computational treatment
    Quantitative Economics, 2020
    Co-Authors: Philipp Renner, Karl Schmedders
    Abstract:

    We consider discrete‐time dynamic principal–agent problems with continuous choice sets and potentially multiple agents. We prove the existence of a unique solution for the principal's value function only assuming continuity of the functions and compactness of the choice sets. We do this by a Contraction Mapping theorem and so also obtain a convergence result for the value function iteration. To numerically compute a solution for the problem, we have to solve a collection of static principal–agent problems at each iteration. As a result, in the discrete‐time setting solving the static problem is the difficult step. If the agent's expected utility is a rational function of his action, then we can transform the bi‐level optimization problem into a standard nonlinear program. The final results of our solution method are numerical approximations of the policy and value functions for the dynamic principal–agent model. We illustrate our solution method by solving variations of two prominent social planning models from the economics literature. Optimal unemployment tax principal–agent model repeated moral hazard C63 D80 D82

  • Discrete‐time dynamic principal–agent models: Contraction Mapping theorem and computational treatment
    Quantitative Economics, 2020
    Co-Authors: Philipp Renner, Karl Schmedders
    Abstract:

    We consider discrete‐time dynamic principal–agent problems with continuous choice sets and potentially multiple agents. We prove the existence of a unique solution for the principal's value function only assuming continuity of the functions and compactness of the choice sets. We do this by a Contraction Mapping theorem and so also obtain a convergence result for the value function iteration. To numerically compute a solution for the problem, we have to solve a collection of static principal–agent problems at each iteration. As a result, in the discrete‐time setting solving the static problem is the difficult step. If the agent's expected utility is a rational function of his action, then we can transform the bi‐level optimization problem into a standard nonlinear program. The final results of our solution method are numerical approximations of the policy and value functions for the dynamic principal–agent model. We illustrate our solution method by solving variations of two prominent social planning models from the economics literature. Optimal unemployment tax principal–agent model repeated moral hazard C63 D80 D82

  • Discrete‐time dynamic principal–agent models: Contraction Mapping theorem and computational treatment
    Quantitative Economics, 2020
    Co-Authors: Philipp Renner, Karl Schmedders
    Abstract:

    We consider discrete‐time dynamic principal–agent problems with continuous choice sets and potentially multiple agents. We prove the existence of a unique solution for the principal's value function only assuming continuity of the functions and compactness of the choice sets. We do this by a Contraction Mapping theorem and so also obtain a convergence result for the value function iteration. To numerically compute a solution for the problem, we have to solve a collection of static principal–agent problems at each iteration. As a result, in the discrete‐time setting solving the static problem is the difficult step. If the agent's expected utility is a rational function of his action, then we can transform the bi‐level optimization problem into a standard nonlinear program. The final results of our solution method are numerical approximations of the policy and value functions for the dynamic principal–agent model. We illustrate our solution method by solving variations of two prominent social planning models from the economics literature.