Related papers: Optimal Control of Two-Player Systems with Output …
The central result of this paper is the analysis of an optimization problem which allows one to assess the limiting performance of a team of two agents who coordinate their actions. One agent is fully informed about the past and future…
In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…
Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…
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…
An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…
This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…
A game theoretic approach is used to derive the optimal decentralized power allocation (PA) in fast fading multiple access channels where the transmitters and receiver are equipped with multiple antennas. The players (the mobile terminals)…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
This paper is concerned with a two-person zero-sum indefinite stochastic linear-quadratic Stackelberg differential game with asymmetric informational uncertainties, where both the leader and follower face different and unknown disturbances.…
One of the contributions of this work is to formulate the problem of energy-efficient power control in multiple access channels (namely, channels which comprise several transmitters and one receiver) as a stochastic differential game. The…
The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…
Limitations of the delayed feedback control and of its extended versions have been fully treated in the literature. The oscillating delayed feedback control appears as a promising scheme to overcome this problem. In this work, two methods…
In this note, we study a class of stochastic control problems where the optimal strategies are described by two parameters. These include a subset of singular control, impulse control, and two-player stochastic games. The parameters are…
This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…
Stochastic games combine controllable and adversarial non-determinism with stochastic behavior and are a common tool in control, verification and synthesis of reactive systems facing uncertainty. Multi-objective stochastic games are natural…
This paper focuses on investigating the optimal actuator location for achieving minimum norm controls in the context of approximate controllability for degenerate parabolic equations. We propose a formulation of the optimization problem…
This paper is concerned with a Stackelberg game of backward stochastic differential equations (BSDEs), where the coefficients of the backward system and the cost functionals are deterministic, and the control domain is convex. Necessary and…
This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…
Autonomous optimization refers to the design of feedback controllers that steer a physical system to a steady state that solves a predefined, possibly constrained, optimization problem. As such, no exogenous control inputs such as setpoints…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).