Related papers: An approximate solution to the decentralized two-c…
We explore the infinite-horizon Distributionally Robust (DR) linear-quadratic control. While the probability distribution of disturbances is unknown and potentially correlated over time, it is confined within a Wasserstein-2 ball of a…
Designing the optimal linear quadratic regulator (LQR) for a large-scale multi-agent system (MAS) is time-consuming since it involves solving a large-size matrix Riccati equation. The situation is further exasperated when the design needs…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…
Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…
We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…
We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…
We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…
Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…
We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that…
In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…
The purpose of this paper is three-fold. Firstly we attack a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions. The investigated problem involves a nonlinear monotone partial differential…
This letter explores intelligent scheduling of sensor-to-controller communication in networked control systems, particularly when data transmission incurs a cost. While the optimal controller in a standard linear quadratic Gaussian (LQG)…
This paper deals with suboptimal distributed H2 control by dynamic output feedback for homogeneous linear multi-agent systems. Given a linear multi-agent system, together with an associated H2 cost functional, the objective is to design…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…
We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…
The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the…
In networked control systems (NCS), sensing and control signals between the plant and controllers are typically transmitted wirelessly. Thus, the time delay plays an important role for the stability of NCS, especially with distributed…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…