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This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

We develop a new approach to solving classification problems, which is bases on the theory of coherent measures of risk and risk sharing ideas. The proposed approach aims at designing a risk-averse classifier. The new approach allows for…

Machine Learning · Statistics 2018-07-24 Constantine Vitt , Darinka Dentcheva , Hui Xiong

The purpose of the research presented in this article is to develop a dynamic system for forecasting and minimizing the risks of an industrial company based on their quantitative assessment. The article considers the conceptual apparatus of…

Risk Management · Quantitative Finance 2022-02-02 Denis S. Gusev , Elena G. Demidova , Olga A. Novikova

According to different typologies of activity and priority, risks can assume diverse meanings and it can be assessed in different ways. In general risk is measured in terms of a probability combination of an event (frequency) and its…

Physics and Society · Physics 2009-11-13 C. E. Bonafede , P. Giudici

We present a hierarchical model predictive control approach for large-scale systems based on dual decomposition. The proposed scheme allows coupling in both dynamics and constraints between the subsystems and generates a primal feasible…

Optimization and Control · Mathematics 2011-11-10 Minh Dang Doan , Tamás Keviczky , Bart De Schutter

This paper proposes a novel distributed reduced--rank scheme and an adaptive algorithm for distributed estimation in wireless sensor networks. The proposed distributed scheme is based on a transformation that performs dimensionality…

Information Theory · Computer Science 2014-11-06 S. Xu , R. C. de Lamare , H. V. Poor

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

We consider the problem of collaborative distributed estimation in a large scale sensor network with statistically dependent sensor observations. In collaborative setup, the aim is to maximize the overall estimation performance by modeling…

Signal Processing · Electrical Eng. & Systems 2022-03-21 Shan Zhang , Pranay Sharma , Baocheng Geng , Pramod K. Varshney

Conventional control of fluid systems does not consider system-wide knowledge for optimising energy efficient operation. Distributed control of fluid systems combines reliable local control of components while using system-wide cooperation…

Systems and Control · Electrical Eng. & Systems 2023-04-26 Kevin T. Logan , J. Marius Stürmer , Tim M. Müller , Peter F. Pelz

A fundamental problem in risk management is the robust aggregation of different sources of risk in a situation where little or no data are available to infer information about their dependencies. A popular approach to solving this problem…

Risk Management · Quantitative Finance 2014-10-06 Raphael Hauser , Sergey Shahverdyan , Paul Embrechts

This paper considers the distributed robust suboptimal consensus control problem of linear multi-agent systems, with both H2 and H_infty performance requirements. A novel two-step complementary design approach is proposed. In the first…

Systems and Control · Electrical Eng. & Systems 2022-04-15 Zhongkui Li , Junjie Jiao , Xiang Chen

Crisis management is a complex problem raised by the scientific community currently. Decision support systems are a suitable solution for such issues, they are indeed able to help emergency managers to prevent and to manage crisis in…

Artificial Intelligence · Computer Science 2014-06-03 Fahem Kebair , Frédéric Serin

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…

Optimization and Control · Mathematics 2021-11-29 Alireza Zolanvari , Ashish Cherukuri

Distributed architectures have become ubiquitous in many complex technical and socio-technical systems because of their role in improving uncertainty management, accommodating multiple stakeholders, and increasing scalability and…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-03 Mohsen Mosleh , Kia Dalili , Babak Heydari

This work presents a distributed method for control centers to monitor the operating condition of a power network, i.e., to estimate the network state, and to ultimately determine the occurrence of threatening situations. State estimation…

Optimization and Control · Mathematics 2011-07-13 Fabio Pasqualetti , Ruggero Carli , Francesco Bullo

This work considers the problem of finding analytical expressions for the expected values of dis- tributed computing performance metrics when the underlying communication network has a complex structure. Through active probing tests a real…

Adaptation and Self-Organizing Systems · Physics 2013-11-18 Francisco Prieto-Castrillo , Antonio Astillero , María Botón-Fernández

We present two distributed methods for the estimation of the kinematic parameters, the dynamic parameters, and the kinematic state of an unknown planar body manipulated by a decentralized multi-agent system. The proposed approaches rely on…

Robotics · Computer Science 2018-09-25 Antonio Franchi , Antonio Petitti , Alessandro Rizzo

A wider selection of step sizes is explored for the distributed subgradient algorithm for multi-agent optimization problems, for both time-invariant and time-varying communication topologies. The square summable requirement of the step…

Optimization and Control · Mathematics 2016-02-02 Peng Wang , Wei Ren

Providing a comprehensive view of the city operation and offering useful metrics for decision making is a well known challenge for urban risk analysis systems. Existing systems are, in many cases, generalizations of previous domain specific…

Multiagent Systems · Computer Science 2025-01-10 David Carraminana , Ana M. Bernardos , Juan A. Besada , Jose R. Casar