相关论文: Exit Time Risk-Sensitive Control for Systems of Co…

We theoretically and numerically study the problem of optimal control of large-scale autonomous systems under explicitly adversarial conditions, including probabilistic destruction of agents during the simulation. Large-scale autonomous…

In this article, we consider a cooperative control problem involving a heterogeneous network of dynamically decoupled continuous-time linear plants. The (output-feedback) controllers for each plant may communicate with each other according…

In this article we study an optimal stopping/optimal control problem which models the decision facing a risk-averse agent over when to sell an asset. The market is incomplete so that the asset exposure cannot be hedged. In addition to the…

In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax theorem, we obtain the variational inequality for cost…

We derive the explicit solutions to singular stochastic control problems of the monotone follower type with (a) an expected discounted criterion, (b) an expected ergodic criterion and (c) a pathwise ergodic criterion. These problems have…

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

In this paper, we first present an adaptive distributed observer for a discrete-time leader system. This adaptive distributed observer will provide, to each follower, not only the estimation of the leader's signal, but also the estimation…

A class of finite-state and discrete-time optimal control problems is introduced. The problems involve a large number of agents with independent dynamics, which interact through an aggregative term in the cost function. The problems are…

This paper addresses the problem of collaboratively satisfying long-term spatial constraints in multi-agent systems. Each agent is subject to spatial constraints, expressed as inequalities, which may depend on the positions of other agents…

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 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…

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…

This paper considers the control of uncertain systems that are operated under limited resource factors, such as battery life or hardware longevity. We consider here resource-aware self-triggered control techniques that schedule system…

In this paper, we introduce an optimal control problem for multi-agent systems with non-local cost which favors simultaneous aggregation of particles. This is done introducing a time-dependent notion of multiplicity whose intrinsic…

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

In this paper, we present an innovative risk-bounded motion planning methodology for stochastic multi-agent systems. For this methodology, the disturbance, noise, and model uncertainty are considered; and a velocity obstacle method is…

This paper is concerned with the problem of designing agents able to dynamically select information from multiple data sources in order to tackle tasks that involve tracking a target behavior while optimizing a reward. We formulate this…

In decentralized stochastic control (or stochastic team theory) and game theory, if there is a pre-defined order in a system in which agents act, the system is called \textit{sequential}, otherwise it is non-sequential. Much of the…