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This paper studies the problem of mapping optimization in decentralized control problems. A global optimization algorithm is proposed based on the ideas of ``deterministic annealing" - a powerful non-convex optimization framework derived…

Systems and Control · Computer Science 2014-03-24 Mustafa Mehmetoglu , Emrah Akyol , Kenneth Rose

The paper addresses large-scale, convex optimization problems that need to be solved in a distributed way by agents communicating according to a random time-varying graph. Specifically, the goal of the network is to minimize the sum of…

Optimization and Control · Mathematics 2020-10-28 Andrea Camisa , Francesco Farina , Ivano Notarnicola , Giuseppe Notarstefano

In a multi-agent system, agents coordinate to achieve global tasks through local communications. Coordination usually requires sufficient information flow, which is usually depicted by the connectivity of the communication network. In a…

Systems and Control · Computer Science 2016-01-13 Derya Aksaray , A. Yasin Yazicioglu , Eric Feron , Dimitri N. Mavris

We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…

Optimization and Control · Mathematics 2016-12-01 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

In this paper, we present an Uzawa-based heuristic that is adapted to some type of stochastic optimal control problems. More precisely, we consider dynamical systems that can be divided into small-scale independent subsystems, though linked…

Optimization and Control · Mathematics 2009-03-09 Kengy Barty , Pierre Carpentier , Pierre Girardeau

Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…

Optimization and Control · Mathematics 2021-10-22 Vyacheslav Kungurtsev , Mahdi Morafah , Tara Javidi , Gesualdo Scutari

A smart grid connects wind or solar or storage farms, fossil fuel plants, industrialor commercial loads, or load serving entities, modeled as stochastic dynamical systems. In each time period, they consume or supply electrical energy, with…

Optimization and Control · Mathematics 2016-06-30 Rahul Singh , P. R. Kumar , Le Xie

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 a decentralized optimal control problem for a linear plant controlled by two controllers, a local controller and a remote controller. The local controller directly observes the state of the plant and can inform the remote…

Systems and Control · Computer Science 2016-06-24 Yi Ouyang , Seyed Mohammad Asghari , Ashutosh Nayyar

Many multi-agent systems in practice are decentralized and have dynamically varying dependencies. There has been a lack of attempts in the literature to analyze these systems theoretically. In this paper, we propose and theoretically…

Machine Learning · Computer Science 2024-06-12 Alex DeWeese , Guannan Qu

In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

Optimization and Control · Mathematics 2025-10-14 Alessandro Calvia , Federico Cannerozzi , Giorgio Ferrari

In this paper, a class of large-scale distributed nonsmooth convex optimization problem over time-varying multi-agent network is investigated. Specifically, the decision space which can be split into several blocks of convex set is…

Optimization and Control · Mathematics 2024-10-18 Zhan Yu , Daniel W. C. Ho

The incorporation of macro-actions (temporally extended actions) into multi-agent decision problems has the potential to address the curse of dimensionality associated with such decision problems. Since macro-actions last for stochastic…

Artificial Intelligence · Computer Science 2019-05-30 Kunal Menda , Yi-Chun Chen , Justin Grana , James W. Bono , Brendan D. Tracey , Mykel J. Kochenderfer , David Wolpert

This paper addresses the decentralized non-uniform area coverage problem for multi-agent systems, a critical task in missions with high spatial priority and resource constraints. While existing density-based methods often rely on…

Optimization and Control · Mathematics 2026-04-10 Kooktae Lee

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…

Optimization and Control · Mathematics 2007-05-23 Markus Fischer , Markus Reiss

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

This paper presents a general class of dynamic stochastic optimization problems we refer to as Stochastic Depletion Problems. A number of challenging dynamic optimization problems of practical interest are stochastic depletion problems.…

Optimization and Control · Mathematics 2008-01-25 Carri W. Chan , Vivek F. Farias

Many real-world control systems, such as the smart grid and human sensorimotor control systems, have decentralized components that react quickly using local information and centralized components that react slowly using a more global view.…

Optimization and Control · Mathematics 2017-11-15 Gautam Goel , Niangjun Chen , Adam Wierman

Stochastic games are a popular framework for studying multi-agent reinforcement learning (MARL). Recent advances in MARL have focused primarily on games with finitely many states. In this work, we study multi-agent learning in stochastic…

Machine Learning · Computer Science 2024-03-28 Awni Altabaa , Bora Yongacoglu , Serdar Yüksel