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We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

Systems and Control · Computer Science 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

We consider a dynamically decoupled network of agents each with a local output-feedback controller. We assume each agent is a node in a directed acyclic graph and the controllers share information along the edges in order to cooperatively…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Mruganka Kashyap , Laurent Lessard

This paper investigates the distributed online optimization problem over a multi-agent network subject to local set constraints and coupled inequality constraints, which has a lot of applications in many areas, such as wireless sensor…

Optimization and Control · Mathematics 2020-07-14 Xiuxian Li , Xinlei Yi , Lihua Xie

We consider a distributed stochastic optimization problem in networks with finite number of nodes. Each node adjusts its action to optimize the global utility of the network, which is defined as the sum of local utilities of all nodes.…

Information Theory · Computer Science 2018-07-31 Wenjie Li , Mohamad Assaad

We consider a networked control system (NCS) consisting of two plants, a global plant and a local plant, and two controllers, a global controller and a local controller. The global (resp. local) plant follows discrete-time stochastically…

Systems and Control · Computer Science 2018-02-05 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…

Optimization and Control · Mathematics 2019-06-05 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

Control of wireless multihop networks, while simultaneously meeting end-to-end mean delay requirements of different flows is a challenging problem. Additionally, distributed computation of control parameters adds to the complexity. Using…

Networking and Internet Architecture · Computer Science 2017-11-06 Ashok Krishnan K. S. , Vinod Sharma

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)…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Zahra Hashemi , Dipankar Maity

We study the problem of constrained distributed optimization in multi-agent networks when some of the computing agents may be faulty. In this problem, the system goal is to have all the non-faulty agents collectively minimize a global…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-11-06 Lili Su , Nitin H. Vaidya

In this work, we develop a scalable, local trajectory optimization algorithm that enables robots to interact with other robots. It has been shown that agents' interactions can be successfully captured in game-theoretic formulations, where…

Robotics · Computer Science 2023-03-10 Zach Williams , Jushan Chen , Negar Mehr

Motivated by the fact that intelligent traffic control systems have become inevitable demand to cope with the risk of traffic congestion in urban areas, this paper develops a distributed control strategy for urban traffic networks. Since…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Viet Hoang Pham , Kazunori Sakurama , Shaoshuai Mou , Hyo-Sung Ahn

We introduce a class of distributed control policies for networks of discrete-time linear systems with polytopic additive disturbances. The objective is to restrict the network-level state and controls to user-specified polyhedral sets for…

Systems and Control · Computer Science 2017-09-29 Sadra Sadraddini , Calin Belta

In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…

Optimization and Control · Mathematics 2014-03-13 Aditya Mahajan , Ashutosh Nayyar

In this work, we consider solving a distributed optimization problem in a multi-agent network with multiple clusters. In each cluster, the involved agents cooperatively optimize a separable composite function with a common decision…

Optimization and Control · Mathematics 2022-03-03 Jianzheng Wang , Guoqiang Hu

We consider a networked control system consisting of a remote controller and a collection of linear plants, each associated with a local controller. Each local controller directly observes the state of its co-located plant and can inform…

Systems and Control · Computer Science 2018-06-19 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

In the standard Mechanism Design framework, agents' messages are gathered at a central point and allocation/tax functions are calculated in a centralized manner, i.e., as functions of all network agents' messages. This requirement may cause…

Computer Science and Game Theory · Computer Science 2019-10-10 Nasimeh Heydaribeni , Achilleas Anastasopoulos

This paper studies asymptotic solvability of a linear quadratic (LQ) mean field social optimization problem with controlled diffusions and indefinite state and control weights. Starting with an $N$-agent model, we employ a rescaling…

Optimization and Control · Mathematics 2021-09-14 Minyi Huang , Xuwei Yang

Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and…

Optimization and Control · Mathematics 2023-11-02 Bahar Taşkesen , Dan A. Iancu , Çağıl Koçyiğit , Daniel Kuhn

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jie Xiong
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