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Conventional distributed approaches to coverage control may suffer from lack of convergence and poor performance, due to the fact that agents have limited information, especially in non-convex discrete environments. To address this issue,…

Computer Science and Game Theory · Computer Science 2024-04-09 Tatsuya Iwase , Aurélie Beynier , Nicolas Bredeche , Nicolas Maudet , Jason R. Marden

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

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…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

In this work we study a distributed optimal output consensus problem for heterogeneous linear multi-agent systems where the agents aim to reach consensus with the purpose of minimizing the sum of private convex costs. Based on output…

Systems and Control · Electrical Eng. & Systems 2021-01-13 Li Li , Yang Yu , Xiuxian Li , Lihua Xie

We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…

Optimization and Control · Mathematics 2015-03-18 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We address the problem of finite-horizon control of a discrete-time linear system, where the initial state distribution follows a Gaussian mixture model, the terminal state must follow a specified Gaussian distribution, and the state and…

Optimization and Control · Mathematics 2024-09-10 Naoya Kumagai , Kenshiro Oguri

While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…

Optimization and Control · Mathematics 2023-04-25 Feiran Zhao , Xingyun Fu , Keyou You

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

A method is presented for solving the discrete-time finite-horizon Linear Quadratic Regulator (LQR) problem subject to auxiliary linear equality constraints, such as fixed end-point constraints. The method explicitly determines an affine…

Systems and Control · Computer Science 2018-09-18 Forrest Laine , Claire Tomlin

Quadratic invariance is a condition which has been shown to allow for optimal decentralized control problems to be cast as convex optimization problems. The condition relates the constraints that the decentralization imposes on the…

Optimization and Control · Mathematics 2011-09-29 Michael C. Rotkowitz , Nuno C. Martins

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

In this paper, we consider controlled linear dynamical systems in which the controller has only access to a compressed version of the system state. The technical problem we investigate is that of allocating compression resources over time…

Systems and Control · Electrical Eng. & Systems 2024-07-16 Li Wang , Chao Zhang , Samson Lasaulce , Lina Bariah , Merouane Debbah

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…

Optimization and Control · Mathematics 2018-01-03 Qingyuan Qi , Huanshui Zhang , Peijun Ju

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi