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The goal of this paper is to study a multi-objective linear quadratic Gaussian (LQG) control problem. In particular, we consider an optimal control problem minimizing a quadratic cost over a finite time horizon for linear stochastic systems…

Optimization and Control · Mathematics 2021-06-01 Donghwan Lee , Do Wan Kim

This paper is concerned with a class of linear-quadratic stochastic large-population problems with partial information, where the individual agent only has access to a noisy observation process related to the state. The dynamics of each…

Optimization and Control · Mathematics 2024-08-20 Min Li , Na Li , Zhen Wu

We consider the problem of synchronizing a multi-agent system (MAS) composed of several identical linear systems connected through a directed graph.To design a suitable controller, we construct conditions based on Bilinear Matrix…

Multiagent Systems · Computer Science 2024-01-24 Nicola Zaupa , Luca Zaccarian , Isabelle Queinnec , Sophie Tarbouriech , Giulia Giordano

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

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

Partially Controlled Multi-Agent Systems (PCMAS) are comprised of controllable agents, managed by a system designer, and uncontrollable agents, operating autonomously. This study addresses an optimal composition design problem in PCMAS,…

Multiagent Systems · Computer Science 2025-02-19 Kyeonghyeon Park , David Molina Concha , Hyun-Rok Lee , Chi-Guhn Lee , Taesik Lee

Regret analysis is challenging in Multi-Agent Reinforcement Learning (MARL) primarily due to the dynamical environments and the decentralized information among agents. We attempt to solve this challenge in the context of decentralized…

Machine Learning · Computer Science 2020-01-29 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

Large Language Models (LLMs) have demonstrated remarkable capabilities in solving various tasks, yet they often struggle with comprehensively addressing complex and vague problems. Existing approaches, including multi-agent LLM systems,…

Multiagent Systems · Computer Science 2024-07-11 Sumedh Rasal , E. J. Hauer

This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of…

Optimization and Control · Mathematics 2020-12-02 Na Li , Xun Li , Zhiyong Yu

In this study, we provide an interpretation of the dual differential Riccati equation of Linear-Quadratic (LQ) optimal control problems. Adopting a novel viewpoint, we show that LQ optimal control can be seen as a regression problem over…

Optimization and Control · Mathematics 2020-12-25 Pierre-Cyril Aubin-Frankowski

We present a framework combining hierarchical and multi-agent deep reinforcement learning approaches to solve coordination problems among a multitude of agents using a semi-decentralized model. The framework extends the multi-agent learning…

Artificial Intelligence · Computer Science 2017-12-25 Saurabh Kumar , Pararth Shah , Dilek Hakkani-Tur , Larry Heck

In this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers-one can choose only deterministic time functions, called the deterministic controller, while the other…

Optimization and Control · Mathematics 2017-08-23 Ying Hu , Shanjian Tang

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

This paper considers optimal control of a quadrotor unmanned aerial vehicles (UAV) using the discrete-time, finite-horizon, linear quadratic regulator (LQR). The state of a quadrotor UAV is represented as an element of the matrix Lie group…

Robotics · Computer Science 2021-05-31 Mitchell R. Cohen , Khairi Abdulrahim , James Richard Forbes

For linear time-invariant (LTI) systems, the design of an optimal controller is a commonly encountered problem in many applications. Among all the optimization approaches available, the linear quadratic regulator (LQR) methodology certainly…

Optimization and Control · Mathematics 2022-03-29 Zilong Cheng , Jun Ma , Xiaocong Li , Masayoshi Tomizuka , Tong Heng Lee

In this paper, the optimal local and remote linear quadratic (LQ) control problem is studied for a networked control system (NCS) which consists of multiple subsystems and each of which is described by a general multiplicative noise…

Optimization and Control · Mathematics 2020-07-31 Qingyuan Qi , Lihua Xie , Huanshui Zhang

In this paper, a decentralized stochastic control system consisting of one leader and many homogeneous followers is studied. The leader and followers are coupled in both dynamics and cost, where the dynamics are linear and the cost function…

Optimization and Control · Mathematics 2020-12-02 Mohammad M. Baharloo , Jalal Arabneydi , Amir G. Aghdam

Multidisciplinary engineering system design typically employs a sequential process, progressing from system dynamics to design variables and control. However, this process is inefficient and may lead to a suboptimal design. We propose…

Optimization and Control · Mathematics 2026-02-18 Sicheng He , Shugo Kaneko , Max Howell , Nan Li , Joaquim R. R. A. Martins

In almost all algorithms for Model Predictive Control (MPC), the most time-consuming step is to solve some form of Linear Quadratic (LQ) Optimal Control Problem (OCP) repeatedly. The commonly recognized best option for this is a Riccati…

Optimization and Control · Mathematics 2025-12-08 Shaohui Yang , Toshiyuki Ohtsuka , Colin N. Jones

In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…

Optimization and Control · Mathematics 2023-09-06 Qingyuan Qi , Zhiqiang Liu , Qianqian Zhang , Xinbei Lv