Related papers: Joint Actuator-sensor Design for Stochastic Linear…
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…
An optimal control problem is considered for linear stochastic differential equations with quadratic cost functional. The coefficients of the state equation and the weights in the cost functional are bounded operators on the spaces of…
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…
This paper has been withdrawn by the authors. Please see arXiv:1302.6058. We consider the sequential joint detection and estimation problem. Minimizing the average stopping time subject to a combination of detection and estimation…
This paper is concerned with the design of an augmented state feedback controller for finite-dimensional linear systems with nonlinear observation dynamics. Most of the theoretical results in the area of (optimal) feedback design are based…
This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the…
This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…
Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties…
A classical approach for solving discrete time nonlinear control on a finite horizon consists in repeatedly minimizing linear quadratic approximations of the original problem around current candidate solutions. While widely popular in many…
This paper investigates the robust output regulation problem for an uncertain linear minimum-phase plant with cooperative parallel operation of multiple actuators. Building on the internal model approach, we first propose a dynamic output…
In this paper, we present an equivalent convex optimization formulation for discrete-time stochastic linear systems subject to linear chance constraints, alongside a tight convex relaxation for quadratic chance constraints. By lifting the…
In this paper, the design of the optimal decentralized state-feedback controllers is considered for a wireless sensor and actuator network (WSAN) with stochastic network-induced delays and packet losses. In particular, taking advantage of…
In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…
We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
We address the problem of designing an LQR controller in a distributed setting, where M similar but not identical systems share their locally computed policy gradient (PG) estimates with a server that aggregates the estimates and computes a…
Distributed estimation in the context of sensor networks is considered, where distributed agents are given a set of sensor measurements, and are tasked with estimating a target variable. A subset of sensors are assumed to be faulty. The…
In networked control systems, communication resource constraints often necessitate the use of \emph{sparse} control input vectors. A prototypical problem is how to ensure controllability of a linear dynamical system when only a limited…
We consider the problem of jointly testing multiple hypotheses and estimating a random parameter of the underlying distribution. This problem is investigated in a sequential setup under mild assumptions on the underlying random process. The…
Sequential estimation of a vector of linear regression coefficients is considered under both centralized and decentralized setups. In sequential estimation, the number of observations used for estimation is determined by the observed…