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Fabio S. Priuli

Publications and source records attributed to Fabio S. Priuli.

12 recordsLinked to original sources
arXiv2021

Bayesian probabilistic models for corporate context, with an application to internal audit activities

In this paper we present a business case carried out in Poste Italiane, in the context of fair performance evaluations of human resources engaged in internal audit activities. In addition to the development of a Bayesian network supporting the goal of the Internal Audit unit of Poste Italiane, the work has led to the development of a methodological approach to advanced analytics in corporate context, whose usefulness goes well beyond the specific use case described here. We thus present the different stages of such analytical strategy, from feature selection, to model structure inference and model selection, as a general toolbox that allows a completely transparent and explainable process to support data-driven decisions in business environments.

stat.AP↗
arXiv2020

Sulla decifratura di Enigma -- Come un reverendo del XVIII secolo contribuì alla sconfitta degli U-boot tedeschi durante la Seconda Guerra Mondiale

This article, written in Italian language, explores the contribution given by Bayes' rule and by subjective probability in the work at Bletchley Park towards cracking Enigma cyphered messages during WWII. -- In questo articolo, scritto in Italiano, esploriamo il contributo dato dal teorema di Bayes e dalle idee della probabilità soggettiva nel lavoro compiuto a Bletchley Park che ha portato a decifrare i messaggi cifrati con macchine Enigma durante la Seconda Guerra Mondiale.

cs.GL↗
arXiv2015

Modeling rationality to control self-organization of crowds: An environmental approach

In this paper we propose a classification of crowd models in built environments based on the assumed pedestrian ability to foresee the movements of other walkers. At the same time, we introduce a new family of macroscopic models, which make it possible to tune the degree of predictiveness (i.e., rationality) of the individuals. By means of these models we describe both the natural behavior of pedestrians, i.e., their expected behavior according to their real limited predictive ability, and a target behavior, i.e., a particularly efficient behavior one would like them to assume (for, e.g., logistic or safety reasons). Then we tackle a challenging shape optimization problem, which consists in controlling the environment in such a way that the natural behavior is as close as possible to the target one, thereby inducing pedestrians to behave more rationally than what they would naturally do. We present numerical tests which elucidate the role of rational/predictive abilities and show some promising results about the shape optimization problem.

math.OC↗
arXiv2015

A destination-preserving model for simulating Wardrop equilibria in traffic flow on networks

In this paper we propose a LWR-like model for traffic flow on networks which allows one to track several groups of drivers, each of them being characterized only by their destination in the network. The path actually followed to reach the destination is not assigned a priori, and can be chosen by the drivers during the journey, taking decisions at junctions. The model is then used to describe three possible behaviors of drivers, associated to three different ways to solve the route choice problem: 1. Drivers ignore the presence of the other vehicles; 2. Drivers react to the current distribution of traffic, but they do not forecast what will happen at later times; 3. Drivers take into account the current and future distribution of vehicles. Notice that, in the latter case, we enter the field of differential games, and, if a solution exists, it likely represents a global equilibrium among drivers. Numerical simulations highlight the differences between the three behaviors and suggest the existence of multiple Wardrop equilibria.

math.OC↗
arXiv2015

Well-posedness of 2D and 3D swimming models in incompressible fluids governed by Navier--Stokes equations

We introduce and investigate the wellposedness of two models describing the self-propelled motion of a "small bio-mimetic swimmer" in the 2D and 3D incompressible fluids modeled by the Navier-Stokes equations. It is assumed that the swimmer's body consists of finitely many subsequently connected parts, identified with the fluid they occupy, linked by the rotational and elastic forces. The swimmer employs the change of its shape, inflicted by respective explicit internal forces, as the means for self-propulsion in a surrounding medium. Similar models were previously investigated in [15]-[19] where the fluid was modeled by the liner nonstationary Stokes equations. Such models are of interest in biological and engineering applications dealing with the study and design of propulsion systems in fluids and air.

math.AP↗
arXiv2014

State constrained patchy feedback stabilization

We construct a patchy feedback for a general control system on $\R^n$ which realizes practical stabilization to a target set $Σ$, when the dynamics is constrained to a given set of states $S$. The main result is that $S$--constrained asymptotically controllability to $Σ$ implies the existence of a discontinuous practically stabilizing feedback. Such a feedback can be constructed in "patchy" form, a particular class of piecewise smooth controls which ensure the existence of local Carathéodory solutions to any Cauchy problem of the control system and which enjoy good robustness properties with respect to both measurement errors and external disturbances.

math.OC↗
arXiv2014

Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost

We consider stochastic differential games with $N$ players, linear-Gaussian dynamics in arbitrary state-space dimension, and long-time-average cost with quadratic running cost. Admissible controls are feedbacks for which the system is ergodic. We first study the existence of affine Nash equilibria by means of an associated system of $N$ Hamilton-Jacobi-Bellman and $N$ Kolmogorov-Fokker-Planck partial differential equations. We give necessary and sufficient conditions for the existence and uniqueness of quadratic-Gaussian solutions in terms of the solvability of suitable algebraic Riccati and Sylvester equations. Under a symmetry condition on the running costs and for nearly identical players we study the large population limit, $N$ tending to infinity, and find a unique quadratic-Gaussian solution of the pair of Mean Field Game HJB-KFP equations. Examples of explicit solutions are given, in particular for consensus problems.

math.AP↗
arXiv2014

First order mean field games in crowd dynamics

In this paper we study a two dimensional crowd model where pedestrian velocity consists of two elements: a non--local interaction term, modeling the effect of other walkers on each individual, and a control term. This latter term can be chosen by pedestrians so that their resulting path is optimal w.r.t. a suitable cost criterion. Under the assumption that pedestrians can forecast the effect of their choices on the evolution of the whole crowd, it is natural to consider a mean field system coupling the continuity equation, which describes the evolution of the density of pedestrians, with the HJB equation for the optimization problem. We show that such coupled system admits solution and we interpret the solution in terms of the pedestrian models. We also extend this results to the case where multiple populations of pedestrians are present in the environment, each with his own objectives.

math.AP↗
arXiv2014

Linear-Quadratic $N$-person and Mean-Field Games: Infinite Horizon Games with Discounted Cost and Singular Limits

We consider stochastic differential games with $N$ nearly identical players, linear-Gaussian dynamics, and infinite horizon discounted quadratic cost. Admissible controls are feedbacks for which the system is ergodic. We first study the existence of affine Nash equilibria by means of an associated system of $N$ Hamilton-Jacobi-Bellman and $N$ Kolmogorov-Fokker-Planck partial differential equations, proving that for small discount factors quadratic-Gaussian solutions exist and are unique. Then, we prove the convergence of such solutions to the unique quadratic-Gaussian solution of the pair of Mean Field equations. We also discuss some singular limits, such as vanishing noise, cheap control and vanishing discount.

math.AP↗
arXiv2006

Infinite Horizon Noncooperative Differential Games with Non-Smooth Costs

In the present paper, we consider a class of two players infinite horizon differential games, with piecewise smooth costs exponentially discounted in time. Through the analysis of the value functions, we study in which cases it is possible to establish the existence Nash equilibrium solutions in feedback form. We also provide examples of piecewise linear costs whose corresponding games have either infinitely many Nash equilibria or no solutions at all.

math.AP↗
arXiv2005

Infinite Horizon Noncooperative Differential Games

For a non-cooperative differential game, the value functions of the various players satisfy a system of Hamilton-Jacobi equations. In the present paper, we consider a class of infinite-horizon games with nonlinear costs exponentially discounted in time. By the analysis of the value functions, we establish the existence of Nash equilibrium solutions in feedback form and provide results and counterexamples on their uniqueness and stability.

math.AP↗