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We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
We consider strongly monotone games with convex separable coupling constraints, played by dynamical agents, in a partial-decision information scenario. We start by designing continuous-time fully distributed feedback controllers, based on…
Distributed algorithms have been playing an increasingly important role in many applications such as machine learning, signal processing, and control. Significant research efforts have been devoted to developing and analyzing new algorithms…
The purpose of this report is to define abstractions for multi-agent systems under coupled constraints. In the proposed decentralized framework, we specify a finite or countable transition system for each agent which only takes into account…
We consider the optimal design of sequential transmission over broadcast channel with nested feedback. Nested feedback means that the channel output of the outer channel is also available at the decoder of the inner channel. We model the…
We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…
In this work, we present a problem of simultaneous input-output feedback linearization and decoupling (non-interacting) for mechanical control systems with outputs. We show that the natural requirement of preserving mechanical structure of…
This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…
System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…
We study decentralized equilibrium selection in stochastic games under severe information and communication constraints. In such settings, convergence to equilibrium alone is insufficient, as stochastic games typically admit many equilibria…
In this paper, we investigate a sequential dynamic team problem consisting of two agents with a nested information structure. We use a combination of the person-by-person and prescription approach to derive structural results for optimal…
Optimal controller synthesis is a bilinear problem and hence difficult to solve in a computationally efficient manner. We are able to resolve this bilinearity for systems with delay by first convexifying the problem in infinite-dimensions -…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…
The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index…
This work aims at developing a power control framework to jointly optimize energy efficiency (measured in bit/Joule) and delay in wireless networks. A multi-objective approach is taken to deal with both performance metrics, while ensuring a…
The scheme of online optimization as a feedback controller is widely used to steer the states of a physical system to the optimal solution of a predefined optimization problem. Such methods focus on regulating the physical states to the…
This paper studies the trade-off between the degree of decentralization and the performance of a distributed controller in a linear-quadratic control setting. We study a system of interconnected agents over a graph and a distributed…