Related papers: Mean Field Control of Thermostatically Controlled …
This study proposes a computationally efficient method for optimizing multi-zone thermostatically controlled loads (TCLs) by leveraging dimensionality reduction through an auto-encoder. We develop a multi-task learning framework to jointly…
We investigate reinforcement learning in the setting of Markov decision processes for a large number of exchangeable agents interacting in a mean field manner. Applications include, for example, the control of a large number of robots…
We present a data-driven model predictive control (MPC) framework for systems with high state-space dimensionalities. This work is motivated by the need to exploit sensor data that appears in the form of images (e.g., 2D or 3D spatial…
We consider a finite number of $N$ statistically equal agents, each moving on a finite set of states according to a continuous-time Markov Decision Process (MDP). Transition intensities of the agents and generated rewards depend not only on…
Piecewise-deterministic Markov processes (PDMPs) offer a powerful stochastic modeling framework that combines deterministic trajectories with random perturbations at random times. Estimating their local characteristics (particularly the…
This chapter presents the development and the analysis of a scheme for aggregate power tracking control of heterogeneous populations of thermostatically controlled loads (TCLs) based on partial differential equations (PDEs) control theory…
Thermostatically-controlled-loads (TCLs) have been regarded as a good candidate for maintaining the power system reliability by providing operating reserve. The short-term reliability evaluation of power systems, which is essential for…
This paper introduces a new approach of treating platoon systems using mean-variance control formulation. The underlying system is a controlled switching diffusion in which the random switching process is a continuous-time Markov chain.…
The mean-field analysis of a multi-population agent-based model is performed. The model couples a particle dynamics driven by a nonlocal velocity with a Markow-type jump process on the probability that each agent has of belonging to a given…
In piecewise-deterministic Markov processes (PDMPs) the state of a finite-dimensional system evolves continuously, but the evolutive equation may change randomly as a result of discrete switches. A running cost is integrated along the…
We establish a stochastic maximum principle (SMP) for control problems of partially observed diffusions of mean-field type with risk-sensitive performance functionals.
The statement of the mean field approximation theorem in the mean field theory of Markov processes particularly targets the behaviour of population processes with an unbounded number of agents. However, in most real-world engineering…
In this paper we consider the filtering of a class of partially observed piecewise deterministic Markov processes (PDMPs). In particular, we assume that an ordinary differential equation (ODE) drives the deterministic element and can only…
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…
Piecewise deterministic Markov processes (PDMPs) are a class of continuous-time Markov processes that were recently used to develop a new class of Markov chain Monte Carlo algorithms. However, the implementation of the processes is…
We introduce the rigorous limit process connecting finite dimensional sparse optimal control problems with ODE constraints, modeling parsimonious interventions on the dynamics of a moving population divided into leaders and followers, to an…
Controlling large populations of thermostatically controlled loads (TCLs), such as water heaters, poses significant challenges due to the need to balance global constraints (e.g., grid stability) with individual requirements (e.g., physical…
The paper is concerned with the approximation of the deterministic the mean field type control system by a mean field Markov chain. It turns out that the dynamics of the distribution in the approximating system is described by a system of…
We analyze the dynamics of multi-agent collective behavior models and their control theoretical properties. We first derive a large population limit to parabolic diffusive equations. We also show that the non-local transport equations…
We propose to model the records of the maximum Drawdown in capital markets by means a Piecewise Deterministic Markov Process (PDMP). We derive statistical results such as the mean and variance that describes the sequence of maximum Drawdown…