Related papers: Approximately optimal distributed controls for hig…
In this paper, multi-agent systems minimizing a sum of objective functions, where each component is only known to a particular node, is considered for continuous-time dynamics with time-varying interconnection topologies. Assuming that each…
Two key challenges in optimal control include efficiently solving high-dimensional problems and handling optimal control problems with state-dependent running costs. In this paper, we consider a class of optimal control problems whose…
Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…
We present an accelerated algorithm for the solution of static Hamilton-Jacobi-Bellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear…
In this paper we analyze mathematically how human factors can be effectively incorporated into the analysis and control of complex systems. As an example, we focus our discussion around one of the key problems in the Intelligent…
In this paper, we investigate a decentralized stochastic control problem with two agents, where a part of the memory of the second agent is also available to the first agent at each instance of time. We derive a structural form for optimal…
In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…
A key issue in the control of distributed discrete systems modeled as Markov decisions processes, is that often the state of the system is not directly observable at any single location in the system. The participants in the control scheme…
We propose a fully distributed control system architecture, amenable to in-vehicle implementation, that aims to safely coordinate connected and automated vehicles (CAVs) at road intersections. For control purposes, we build upon a fully…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
This paper studies a class of multiagent stochastic optimization problems where the objective is to minimize the expected value of a function which depends on a random variable. The probability distribution of the random variable is unknown…
In this paper, co-states are used to develop a framework that desensitizes the optimal cost. A general formulation for an optimal control problem with fixed final time is considered. The proposed scheme involves elevating the parameters of…
Prosocial incentive can promote cooperation, but providing incentive is costly. Institutions in human society may prefer to use an incentive strategy which is able to promote cooperation at a reasonable cost. However, thus far few works…
We propose decentralized primal-dual methods for cooperative multi-agent consensus optimization problems over both static and time-varying communication networks, where only local communications are allowed. The objective is to minimize the…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
This paper is concerned with linear stochastic Hamiltonian (LSH) systems subject to random external forces. Their dynamics are modelled by linear stochastic differential equations, parameterised by stiffness, mass, damping and coupling…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
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…
In cooperative multi-agent robotic systems, coordination is necessary in order to complete a given task. Important examples include search and rescue, operations in hazardous environments, and environmental monitoring. Coordination, in…
Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…