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The paper studies decentralized optimization over networks, where agents minimize a composite objective consisting of the sum of smooth convex functions--the agents' losses--and an additional nonsmooth convex extended value function. We…

Optimization and Control · Mathematics 2025-08-05 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari , Alexander Gasnikov

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Measures of node centrality that describe the importance of a node within a network are crucial for understanding the behavior of social networks and graphs. In this paper, we address the problems of distributed estimation and control of…

Systems and Control · Computer Science 2020-07-07 Eduardo Montijano , Gabriele Oliva , Andrea Gasparri

This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…

Optimization and Control · Mathematics 2018-03-08 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

The coordination of autonomous agents is a critical issue for decentralized communication networks. Instead of transmitting information, the agents interact in a coordinated manner in order to optimize a general objective function. A target…

Information Theory · Computer Science 2016-11-15 Maël Le Treust

This paper presents a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…

Systems and Control · Electrical Eng. & Systems 2020-06-25 Yvonne R. Stürz , Edward L. Zhu , Ugo Rosolia , Karl H. Johansson , Francesco Borrelli

The leader-following consensus of multiple linear time invariant (LTI) systems under switching topology is considered. The leader-following consensus problem consists of designing for each agent a distributed protocol to make all agents…

Optimization and Control · Mathematics 2012-11-08 Wei Ni , Xiaoli Wang , Chun Xiong

In [1], the distributed linear-quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ) are formulated into a nonsmooth and nonconvex optimization problem with affine constraints. Moreover, a…

Optimization and Control · Mathematics 2025-08-14 Lechen Feng , Xun Li , Yuan-Hua Ni

Consider a network of multiple independent stochastic linear systems where, for each system, a scheduler collocated with the sensors arbitrates data transmissions to a corresponding remote controller through a shared contention-based…

Systems and Control · Electrical Eng. & Systems 2020-05-01 M. Balaghiinaloo , D. J. Antunes , M. H. Mamduhi , S. Hirche

This paper addresses the leader-follower flocking problem with a moving leader for networked Lagrange systems with parametric uncertainties under a proximity graph. Here a group of followers move cohesively with the moving leader to…

Optimization and Control · Mathematics 2015-07-23 Sheida Ghapani , Jie Mei , Wei Ren , Yongduan Song

We consider the decentralized control of a discrete-time time-varying linear system subject to additive disturbances and polyhedral constraints on the state and input trajectories. The underlying system is composed of a finite collection of…

Optimization and Control · Mathematics 2021-08-10 Weixuan Lin , Eilyan Bitar

Online optimization has recently opened avenues to study optimal control for time-varying cost functions that are unknown in advance. Inspired by this line of research, we study the distributed online linear quadratic regulator (LQR)…

Optimization and Control · Mathematics 2022-02-08 Ting-Jui Chang , Shahin Shahrampour

Consider a linear quadratic regulator (LQR) problem being solved in a model-free manner using the policy gradient approach. If the gradient of the quadratic cost is being transmitted across a rate-limited channel, both the convergence and…

Optimization and Control · Mathematics 2024-09-20 Lintao Ye , Aritra Mitra , Vijay Gupta

Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

Communication remains a key factor limiting the applicability of distributed model predictive control (DMPC) in realistic settings, despite advances in wireless communication. DMPC schemes can require an overwhelming amount of information…

Systems and Control · Electrical Eng. & Systems 2025-11-05 Torben Schiz , Henrik Ebel

Developments in cooperative trajectory planning of connected autonomous vehicles (CAVs) have gathered considerable momentum and research attention. Generally, such problems present strong non-linearity and non-convexity, rendering great…

Robotics · Computer Science 2023-01-12 Zhenmin Huang , Shaojie Shen , Jun Ma

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros
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