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Related papers: Distributed Linear Quadratic Optimal Control: Comp…

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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…

Systems and Control · Electrical Eng. & Systems 2021-03-18 Gangshan Jing , He Bai , Jemin George , Aranya Chakrabortty

In this note, a novel observer-based output feedback control approach is proposed to address the distributed optimal output consensus problem of uncertain nonlinear multi-agent systems in the normal form over unbalanced directed graphs. The…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Jin Zhang , Lu Liu , Xinghu Wang , Haibo Ji

Decentralized optimization is widely used in large scale and privacy preserving machine learning and various distributed control and sensing systems. It is assumed that every agent in the network possesses a local objective function, and…

Optimization and Control · Mathematics 2023-01-31 Savelii Chezhegov , Anton Novitskii , Alexander Rogozin , Sergei Parsegov , Pavel Dvurechensky , Alexander Gasnikov

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

We propose a framework for the decentralized control of a team of agents that are assigned local tasks expressed as Linear Temporal Logic (LTL) formulas. Each local LTL task specification captures both the requirements on the respective…

Systems and Control · Computer Science 2014-05-09 Meng Guo , Jana Tumova , Dimos V. Dimarogonas

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

We propose two distributed iterative algorithms that can be used to solve, in finite time, the distributed optimization problem over quadratic local cost functions in large-scale networks. The first algorithm exhibits synchronous operation…

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

In this work, we revisit the Linear Quadratic Gaussian (LQG) optimal control problem from a behavioral perspective. Motivated by the suitability of behavioral models for data-driven control, we begin with a reformulation of the LQG problem…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Abed AlRahman Al Makdah , Vishaal Krishnan , Vaibhav Katewa , Fabio Pasqualetti

We study the distributed Linear Quadratic Gaussian (LQG) control problem in discrete-time and finite-horizon, where the controller depends linearly on the history of the outputs and it is required to lie in a given subspace, e.g. to possess…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Maryam Kamgarpour

The paper studies a distributed constrained optimization problem, where multiple agents connected in a network collectively minimize the sum of individual objective functions subject to a global constraint being an intersection of the local…

Optimization and Control · Mathematics 2016-03-08 Jinlong Lei , Han-Fu Chen , Hai-Tao Fang

The presence of embedded electronics and communication capabilities as well as sensing and control in smart devices has given rise to the novel concept of cyber-physical networks, in which agents aim at cooperatively solving complex tasks…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Giuseppe Notarstefano , Ivano Notarnicola , Andrea Camisa

In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…

Multiagent Systems · Computer Science 2017-02-28 Ugo Rosolia , Francesco Braghin , Andrew G. Alleyne , Stijn De Bruyne , Edoardo Sabbioni

In this paper, distributed convex optimization problem over non-directed dynamical networks is studied. Here, networked agents with single-integrator dynamics are supposed to rendezvous at a point that is the solution of a global convex…

Optimization and Control · Mathematics 2017-07-18 Amir Adibzadeh , Mohsen Zamani , Amir A. Suratgar , Mohammad B. Menhaj

We consider a decentralized system with multiple controllers and define substitutability of one controller by another in open-loop strategies. We explore the implications of this property on the optimization of closed-loop strategies. In…

Systems and Control · Computer Science 2016-01-12 Seyed Mohammad Asghari , Ashutosh Nayyar

This paper considers the optimal distributed control problem for a linear stochastic multi-agent system (MAS). Due to the distributed nature of MAS network, the information available to an individual agent is limited to its vicinity. From…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Hojin Lee , Cheolhyeon Kwon

An unconstrained optimal control policy is completely decentralized if computing actuation for each subsystem only requires information directly available to its own subcontroller. Parameters that admit a completely decentralized optimal…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Addie McCurdy , Isabel Collins , Emily Jensen

This paper develops a controller synthesis method for distributed LQG control problems under output-feedback. We consider a system consisting of three interconnected linear subsystems with a delayed information sharing structure. While the…

Systems and Control · Computer Science 2013-09-18 Hamid Reza Feyzmahdavian , Ather Gattami , Mikael Johansson

This paper investigates a class of unified stochastic linear quadratic Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a {generalized} setting. For each individual agent, the control…

Optimization and Control · Mathematics 2020-05-15 Zhenghong Qiu , Jianhui Huang , Tinghan Xie

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao