Related papers: Optimal Control of Two-Player Systems with Output …
This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…
The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…
This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…
A new method is developed to deal with the problem that a complex decentralized control system needs to keep centralized control performance. The systematic procedure emphasizes quickly finding the decentralized subcontrollers that matching…
We propose a new numerical method for the computation of the optimal value function of perturbed control systems and associated globally stabilizing optimal feedback controllers. The method is based on a set oriented discretization of state…
This paper presents an explicit solution to decentralized control of a class of spatially invariant systems. The problem of optimal $H_2$ decentralized control for cone causal systems is formulated. Using Parseval's identity, the optimal…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…
Passivity-based approaches have been suggested as a solution to the problem of decentralised control design in many multi-agent network control problems due to the plug- and-play functionality they provide. However, it is not clear if these…
We study the correction of errors intervening in two-qubit dissipating into their own environments. This is done by resorting to local feedback actions with the aim of preserving as much as possible the initial amount of entanglement.…
The distributed optimal output consensus problem for high-order multi-agent systems has been studied recently. In this paper, we further focus on the same problem for high-order multi-agent systems subject to parametric uncertainties and…
A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…
This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…
This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…
In this paper we consider a general, challenging distributed optimization set-up arising in several important network control applications. Agents of a network want to minimize the sum of local cost functions, each one depending on a local…
Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…
We study stochastic static teams with countably infinite number of decision makers, with the goal of obtaining (globally) optimal policies under a decentralized information structure. We present sufficient conditions to connect the concepts…
In this article, we revisit a communication-control co-design problem for a class of two-player stochastic differential games on an infinite horizon. Each 'player' represents two active decision makers, namely a scheduler and a remote…
The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…