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This paper is concerned with a stochastic linear-quadratic optimal control problem of Markovian regime switching system with model uncertainty and partial information, where the information available to the control is based on a…
This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…
We consider the optimal control of large-scale systems using distributed controllers with a network topology that mirrors the coupling graph between subsystems. In this work, we introduce spatial regret, a graph-informed metric that…
In this paper, we propose a distributed state-and-fault estimation scheme for multi-agent systems. The proposed estimator is based on an $\ell_1$-norm optimization problem, which is inspired by sparse signal recovery in the field of…
A decentralized control system with linear dynamics, quadratic cost, and Gaussian disturbances is considered. The system consists of a finite number of subsystems whose dynamics and per-step cost function are coupled through their…
We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…
We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…
When a physical system is driven away from equilibrium, the statistical distribution of its dynamical trajectories informs many of its physical properties. Characterizing the nature of the distribution of dynamical observables, such as a…
This paper concerns state estimation problems in a mean field control setting. In a finite population model, the goal is to estimate the joint distribution of the population state and the state of a typical individual. The observation…
This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…
In this work, we present a distributed framework based on the graph algorithm for computing control invariant set for nonlinear cascade systems. The proposed algorithm exploits the structure of the interconnections within a process network.…
This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
In this paper, network of agents with identical dynamics is considered. The agents are assumed to be fed by self and neighboring output measurements, while the states are not available for measuring. Viewing distributed estimation as dual…
We provide a distributed coordinated approach to the stability analysis and control design of large-scale nonlinear dynamical systems by using a vector Lyapunov functions approach. In this formulation the large-scale system is decomposed…
In this paper, we investigate optimal control of network-coupled subsystems where the dynamics and the cost couplings depend on an underlying undirected weighted graph. The graph coupling matrix in the dynamics may be the adjacency matrix,…
This paper considers two problems -- a dynamic team problem and a decentralized control problem. The problems we consider do not belong to the known classes of "simpler" dynamic team/decentralized control problems such as partially nested…
This paper investigates the distributed Kalman filtering (DKF) from distributed optimization viewpoint. Motivated by the fact that Kalman filtering is a maximum a posteriori estimation (MAP) problem, which is a quadratic optimization…
This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…
This paper considers an internal model based distributed control approach to the cooperative output regulation problem of heterogeneous linear time-invariant multiagent systems over fixed directed communication graph topologies. First, a…