相关论文: Linear Quadratic Mean Field Teams: Optimal and App…

Quadratic programs arise in robotics, communications, smart grids, and many other applications. As these problems grow in size, finding solutions becomes more computationally demanding, and new algorithms are needed to efficiently solve…

In this paper we study the linear quadratic regulation (LQR) problem for dynamical systems coupled over large-scale networks and obtain locally computable low-complexity solutions. The underlying large or even infinite networks are…

In this manuscript, we study a class of linear-quadratic (LQ) mean field control problems with a common noise and their corresponding $N$-particle systems. The mean field control problems considered are not standard LQ mean field control…

We study a class of stochastic exchangeable teams comprising a finite number of decision makers (DMs) as well as their mean-field limits involving infinite numbers of DMs. In the finite population regime, we study exchangeable teams under…

In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…

Many problems in robotics involve multiple decision making agents. To operate efficiently in such settings, a robot must reason about the impact of its decisions on the behavior of other agents. Differential games offer an expressive…

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

In this paper, a cooperative Linear Quadratic Regulator (LQR) problem is investigated for multi-input systems, where each input is generated by an agent in a network. The input matrices are different and locally possessed by the…

This paper presents a new approach to distributed linear filtering and prediction. The problem under consideration consists of a random dynamical system observed by a multi-agent network of sensors where the network is sparse. Inspired by…

In this paper, a leader-follower stochastic differential game is studied for a linear stochastic differential equation with a quadratic cost functional. The coefficients in the state equation and the weighting matrices in the cost…

Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…

This paper proposes networked dynamics to solve resource allocation problems over time-varying multi-agent networks. The state of each agent represents the amount of used resources (or produced utilities) while the total amount of resources…

We propose a framework for the decentralized control of a team of agents that are assigned local tasks expressed as Linear Temporal Logic (LTL) formulas. Each local LTL task specification captures both the requirements on the respective…

We present a midpoint policy iteration algorithm to solve linear quadratic optimal control problems in both model-based and model-free settings. The algorithm is a variation of Newton's method, and we show that in the model-based setting it…

We study stochastic static teams with countably infinite number of decision makers, with the goal of obtaining (globally) optimal policies under a decentralized information structure. We present sufficient conditions to connect the concepts…

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…

In this paper, we first address a linear quadratic mean-field game problem with a leader-follower structure. By adopting a Riccati-type approach, we show how one can obtain a state-feedback representation of the pairs of strategies which…

In this paper, we investigate team optimal control of coupled major-minor subsystems with mean-field sharing. In such a model, there is one major subsystem that directly influences the dynamics of $n$ homogeneous minor subsystems; however,…

We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…