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We consider the problem of online stochastic optimization in a distributed setting with $M$ clients connected through a central server. We develop a distributed online learning algorithm that achieves order-optimal cumulative regret with…

Machine Learning · Computer Science 2023-06-07 Sudeep Salgia , Qing Zhao , Tamir Gabay , Kobi Cohen

This paper develops a controller synthesis algorithm 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…

Systems and Control · Computer Science 2016-11-15 Hamid Reza Feyzmahdavian , Assad Alam , Ather Gattami

We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…

Optimization and Control · Mathematics 2023-10-19 Guangyi Liu , Arash Amini , Vivek Pandey , Nader Motee

Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…

Optimization and Control · Mathematics 2017-10-30 Zachary E. Nelson , Enrique Mallada

Solving an output consensus problem in multi-agent systems is often hindered by multiple time-variant delays. To address such fundamental problems over time, we present a new optimal time-variant distributed control for linearly perturbed…

Systems and Control · Electrical Eng. & Systems 2023-02-28 Milad Gholami

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

Optimization and Control · Mathematics 2018-05-31 Marcello Colombino , Emiliano Dall'Anese , Andrey Bernstein

This paper considers online distributed convex constrained optimization over a time-varying multi-agent network. Agents in this network cooperate to minimize the global objective function through information exchange with their neighbors…

Optimization and Control · Mathematics 2023-05-09 Wentao Zhang , Yang Shi , Baoyong Zhang , Kaihong Lu , Deming Yuan

In networked control systems (NCS), sensing and control signals between the plant and controllers are typically transmitted wirelessly. Thus, the time delay plays an important role for the stability of NCS, especially with distributed…

Systems and Control · Computer Science 2013-12-13 Zhuwei Wang , Xiaodong Wang

In this work, we focus on the design of optimal controllers that must comply with an information structure. State-of-the-art approaches do so based on the H2 or Hinfty norm to minimize the expected or worst-case cost in the presence of…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Daniele Martinelli , Andrea Martin , Giancarlo Ferrari-Trecate , Luca Furieri

The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…

Robotics · Computer Science 2021-03-29 Jean-Pierre Sleiman , Farbod Farshidian , Marco Hutter

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

We consider the online control problem with an unknown linear dynamical system in the presence of adversarial perturbations and adversarial convex loss functions. Although the problem is widely studied in model-based control, it remains…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Zishun Liu , Yongxin Chen

We consider the problem of asynchronous online combinatorial optimization on a network of communicating agents. At each time step, some of the agents are stochastically activated, requested to make a prediction, and the system pays the…

Machine Learning · Computer Science 2021-02-10 Riccardo Della Vecchia , Tommaso Cesari

In this paper, the problem of distributed optimization is studied via a network of agents. Each agent only has access to a stochastic gradient of its own objective function in the previous time, and can communicate with its neighbors via a…

Optimization and Control · Mathematics 2024-01-29 Yuchen Yang , Kaihong Lu , Long Wang

This paper proposes a scalable distributed policy gradient method and proves its convergence to near-optimal solution in multi-agent linear quadratic networked systems. The agents engage within a specified network under local communication…

Multiagent Systems · Computer Science 2024-03-06 Yuzi Yan , Yuan Shen

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

Systems and Control · Electrical Eng. & Systems 2024-01-04 Bassam Bamieh

This paper proposes a distributed event-triggered control method that not only guarantees consensus of multi-agent systems but also satisfies a given LQ performance constraint. Taking the standard distributed control scheme with all-time…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Shumpei Nishida , Kunihisa Okano

Linear quadratic regulator (LQR) is one of the most popular frameworks to tackle continuous Markov decision process tasks. With its fundamental theory and tractable optimal policy, LQR has been revisited and analyzed in recent years, in…

Artificial Intelligence · Computer Science 2020-07-14 Youngsuk Park , Ryan A. Rossi , Zheng Wen , Gang Wu , Handong Zhao

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

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