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This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…

Optimization and Control · Mathematics 2021-06-16 Andrea Camisa , Giuseppe Notarstefano

This paper proposes a two-timescale compressed primal-dual (TiCoPD) algorithm for decentralized optimization with improved communication efficiency over prior works on primal-dual decentralized optimization. The algorithm is built upon the…

Optimization and Control · Mathematics 2025-01-13 Haoming Liu , Chung-Yiu Yau , Hoi-To Wai

Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…

Optimization and Control · Mathematics 2015-03-24 Laura Ferranti , Tamas Keviczky

We present a memory-bounded optimization approach for solving infinite-horizon decentralized POMDPs. Policies for each agent are represented by stochastic finite state controllers. We formulate the problem of optimizing these policies as a…

Artificial Intelligence · Computer Science 2012-06-26 Christopher Amato , Daniel S Bernstein , Shlomo Zilberstein

This paper is concerned with the convergence rate of policy iteration for (deterministic) optimal control problems in continuous time. To overcome the problem of ill-posedness due to lack of regularity, we consider a semi-discrete scheme by…

Optimization and Control · Mathematics 2025-04-11 Wenpin Tang , Hung Vinh Tran , Yuming Paul Zhang

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

In this paper we present a model predictive control (MPC) approach to optimize vehicle scheduling and routing in an autonomous mobility-on-demand (AMoD) system. In AMoD systems, robotic, self-driving vehicles transport customers within an…

Systems and Control · Computer Science 2017-08-15 Rick Zhang , Federico Rossi , Marco Pavone

We formulate and study the infinite dimensional linear programming (LP) problem associated with the deterministic discrete time long-run average criterion optimal control problem. Along with its dual, this LP problem allows one to…

Optimization and Control · Mathematics 2019-05-29 Vivek S. Borkar , Vladimir Gaitsgory , Ilya Shvartsman

We study the policy evaluation problem in multi-agent reinforcement learning where a group of agents, with jointly observed states and private local actions and rewards, collaborate to learn the value function of a given policy via local…

Optimization and Control · Mathematics 2021-11-08 Dongsheng Ding , Xiaohan Wei , Zhuoran Yang , Zhaoran Wang , Mihailo R. Jovanović

Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…

Robotics · Computer Science 2022-04-12 A. Cauligi , P. Culbertson , B. Stellato , D. Bertsimas , M. Schwager , M. Pavone

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

We consider multi-agent systems with heterogeneous, nonlinear agents subject to individual constraints that want to achieve a periodic, dynamic cooperative control goal which can be characterised by a set and a suitable cost. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-04-07 Matthias Köhler , Matthias A. Müller , Frank Allgöwer

Planning in hybrid systems with both discrete and continuous control variables is important for dealing with real-world applications such as extra-planetary exploration and multi-vehicle transportation systems. Meanwhile, generating…

Robotics · Computer Science 2021-02-23 Jingkai Chen , Brian Williams , Chuchu Fan

This paper proposes a distributed model predicted control (DMPC) approach for consensus control of multi-agent systems (MASs) with linear agent dynamics and bounded control input constraints. Within the proposed DMPC framework, each agent…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Yougang Bian , Changkun Du , Manjiang Hu , Haikuo Liu

Multi-agent planning in stochastic environments can be framed formally as a decentralized Markov decision problem. Many real-life distributed problems that arise in manufacturing, multi-robot coordination and information gathering scenarios…

Artificial Intelligence · Computer Science 2011-11-02 Claudia V. Goldman , Shlomo Zilberstein

We consider the problem of finding an n-agent joint-policy for the optimal finite-horizon control of a decentralized Pomdp (Dec-Pomdp). This is a problem of very high complexity (NEXP-hard in n >= 2). In this paper, we propose a new…

Artificial Intelligence · Computer Science 2016-03-28 Raghav Aras , Alain Dutech , François Charpillet

The problem of controlling multi-agent systems under different models of information sharing among agents has received significant attention in the recent literature. In this paper, we consider a setup where rather than committing to a…

Optimization and Control · Mathematics 2021-04-23 Sagar Sudhakara , Dhruva Kartik , Rahul Jain , Ashutosh Nayyar

In fiber-optic communications, evaluation of mutual information (MI) is still an open issue due to the unavailability of an exact and mathematically tractable channel model. Traditionally, lower bounds on MI are computed by approximating…

Information Theory · Computer Science 2024-01-25 Naga V. Irukulapati , Marco Secondini , Erik Agrell , Pontus Johannisson , Henk Wymeersch

We consider a periodic-review, fixed-lifetime perishable inventory control problem where demand is a general stochastic process. The optimal solution for this problem is intractable due to "curse of dimensionality". In this paper, we first…

Optimization and Control · Mathematics 2016-05-10 Can Zhang , Turgay Ayer , Chelsea C. White
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