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Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

Multiagent Systems · Computer Science 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen

In this survey we consider mathematical models and methods recently developed to control crowd dynamics, with particular emphasis on egressing pedestrians. We focus on two control strategies: The first one consists in using special agents,…

Physics and Society · Physics 2021-05-25 Giacomo Albi , Emiliano Cristiani , Lorenzo Pareschi , Daniele Peri

In this paper, we are concerned with a stochastic optimal control problem of mean-field type under partial observation, where the state equation is governed by the controlled nonlinear mean-field stochastic differential equation, moreover…

Optimization and Control · Mathematics 2016-11-15 Maonin Tang , Qingxin Meng

We address the problem to control a population of noncooperative heterogeneous agents, each with convex cost function depending on the average population state, and all sharing a convex constraint, towards an aggregative equilibrium. We…

Optimization and Control · Mathematics 2017-03-14 Sergio Grammatico

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The…

Trading and Market Microstructure · Quantitative Finance 2015-05-18 Marco Bartolozzi

This study addresses primal-dual dynamics for a stochastic programming problem for capacity network design. It is proven that consensus can be achieved on the \textit{here and now} variables which represent the capacity of the network. The…

Optimization and Control · Mathematics 2020-09-11 Casper T. Röling , Dario Bauso , Hamidou Tembine

This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers. The leader and the followers cooperate to optimize the…

Optimization and Control · Mathematics 2020-08-13 Jianhui Huang , Bing-Chang Wang , Tinghan Xie

We introduce a new agent-based model of opinion dynamics in which binary opinions (yes/no) of each agent can be measured and described regarding both pre- and post-influence at both of two levels, public and private, vis-\`a-vis the…

Physics and Society · Physics 2018-11-16 Arkadiusz Jędrzejewski , Grzegorz Marcjasz , Paul R. Nail , Katarzyna Sznajd-Weron

We consider team optimal control of decentralized systems with linear dynamics, quadratic costs, and arbitrary disturbance that consist of multiple sub-populations with exchangeable agents (i.e., exchanging two agents within the same…

Systems and Control · Computer Science 2018-09-19 Jalal Arabneydi , Aditya Mahajan

We survey recent results on controlled particle systems. The control aspect introduces new challenges in the discussion of properties and suitable mean field limits. Some of the aspects are highlighted in a detailed discussion of a…

Optimization and Control · Mathematics 2019-11-12 M. K. Banda , M. Herty , T. Trimborn

We propose a new optimal model of product goodwill in a segmented market where the state variable is described by a partial differential equation of the Lotka--Sharp--McKendrick type. In order to maximize the sum of discounted profits over…

Optimization and Control · Mathematics 2014-11-05 Dominika Bogusz , Mariusz Górajski

In this paper, we propose a method to control large-scale multiagent systems swarming in a ring. Specifically, we use a continuification-based approach that transforms the microscopic, agent-level description of the system dynamics into a…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Gian Carlo Maffettone , Alain Boldini , Mario di Bernardo , Maurizio Porfiri

This paper investigates the problem of consensus tracking control of discrete time multi-agent systems under binary-valued communication. Different from most existing studies on consensus tracking, the transmitted information between agents…

Multiagent Systems · Computer Science 2025-03-21 Ting Wang , Zhuangzhuang Qiu , Xiaodong Lu , Yanlong Zhao

Recent work linking deep neural networks and dynamical systems opened up new avenues to analyze deep learning. In particular, it is observed that new insights can be obtained by recasting deep learning as an optimal control problem on…

Optimization and Control · Mathematics 2020-07-21 Weinan E , Jiequn Han , Qianxiao Li

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

This paper is concerned with linear quadratic graphon field social control problem where the noises of individual agents are correlated. Compared with the well-studied mean field system, the graphon field system consists of a large number…

Optimization and Control · Mathematics 2024-12-30 De-xuan Xu , Zhun Gou , Nan-jing Huang

Motivated by the control theoretic distinction between controllable and uncontrollable events, we distinguish between two types of agents within a multi-agent system: controllable agents, which are directly controlled by the system's…

Artificial Intelligence · Computer Science 2014-11-17 R. I. Brafman , M. Tennenholtz

Controlling large particle systems in collective dynamics by a few agents is a subject of high practical importance, e.g., in evacuation dynamics. In this paper we study an instantaneous control approach to steer an interacting particle…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Rene Pinnau , Claudia Totzeck , Oliver Tse , Andreas Roth

This paper addresses the closed-loop control of an actuator with both a continuous input variable (motor torque) and a discrete input variable (mode selection). In many applications, robots have to bear large loads while moving slowly and…

Robotics · Computer Science 2022-05-31 Alexandre Girard , H. Harry Asada

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness
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