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In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…
This paper proposes a novel approach to integrate optimal control of perimeter intersections (i.e. to minimize local delay) into the perimeter control scheme (i.e. to optimize traffic performance at the network level). This is a complex…
As the energy transition transforms power grids across the globe, it poses several challenges regarding grid design and control. In particular, high levels of intermittent renewable generation complicate the task of continuously balancing…
This paper investigates the social optimality of linear quadratic mean field control systems with unmodeled dynamics. The objective of agents is to optimize the social cost, which is the sum of costs of all agents. By variational analysis…
This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
This paper considers the optimal control and stabilization problems for networked control systems (NCSs) with asymmetric information. In this NCSs model, the remote controller can receive packet-dropout states of the plant, and the…
Empirically derived continuum models of collective behavior among large populations of dynamic agents are a subject of intense study in several fields, including biology, engineering and finance. We formulate and study a mean-field game…
In this paper, we demonstrate the existence of team-optimal strategies for static teams under observation-sharing information structures. Assuming that agents can access shared observations, we begin by converting the team problem into an…
A general model of decentralized stochastic control called partial history sharing information structure is presented. In this model, at each step the controllers share part of their observation and control history with each other. This…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
The focus of this paper is directed towards optimal control of multi-agent systems consisting of one leader and a number of followers in the presence of noise. The dynamics of every agent is assumed to be linear, and the performance index…
This paper considers the problem of partially observed optimal control for forward stochastic systems which are driven by Brownian motions and an independent Poisson random measure with a feature that the cost functional is of mean-field…
This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers. The leader and the followers cooperate to optimize the…
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…
This work addresses the distributed frequency control problem in power systems considering controllable load with a nonsmooth cost. The nonsmoothness exists widely in power systems, such as tiered price, greatly challenging the design of…
Given a large number of homogeneous players that are distributed across three possible states, we consider the problem in which these players have to control their transition rates, while minimizing a cost. The optimal transition rates are…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
The consensus control with optimal cost remains major challenging although consensus control problems have been well studied in recent years. In this paper, we study the consensus control of multi-agent system associated with a given cost…
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…