相关论文: Team-Optimal Solution of Finite Number of Mean-Fie…
We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…
In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…
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…
We consider the problem of controlling a set of dynamically decoupled plants where the plants' subcontrollers communicate with each other according to a fixed and known network topology. We assume the communication to be instantaneous but…
In this paper, we investigate the distributed load frequency control problem in a multi-area smart grid under external load disturbances and measurement noise. The novelty lies in that the information privacy is fully taken into account,…
The synthesis of control laws for interacting agent-based dynamics and their mean-field limit is studied. A linearization-based approach is used for the computation of sub-optimal feedback laws obtained from the solution of differential…
We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new…
This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ…
In decentralized control systems with linear dynamics, quadratic cost, and Gaussian disturbance (also called decentralized LQG systems) linear control strategies are not always optimal. Nonetheless, linear control strategies are appealing…
In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…
We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…
In this paper, we investigate optimal control of network-coupled subsystems where the dynamics and the cost couplings depend on an underlying undirected weighted graph. The graph coupling matrix in the dynamics may be the adjacency matrix,…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
Across science and engineering, mean-field methods have been a powerful and versatile approach for the analysis of systems of many interacting elements. However, common arguments used to characterize an infinite population limit can be…
This paper studies a stochastic mean-field linear-quadratic optimal control problem with random coefficients. The state equation is a general linear stochastic differential equation with mean-field terms $\EE X(t)$ and $\EE u(t)$ of the…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
This paper is concerned with a linear quadratic (LQ, for short) optimal control problem for mean-field backward stochastic differential equations (MF-BSDE, for short) driven by a Poisson random martingale measure and a Brownian motion.…
This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…
We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…
We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…