中文
相关论文

相关论文: Robust mean-field control under common noise uncer…

200 篇论文

In this work we address the problem of performing a repetitive task when we have uncertain observations and dynamics. We formulate this problem as an iterative infinite horizon optimal control problem with output feedback. Previously, this…

系统与控制 · 电气工程与系统科学 2021-10-04 Lukas Brunke , Siqi Zhou , Angela P. Schoellig

We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman's "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop…

系统与控制 · 电气工程与系统科学 2024-10-11 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Raman Goyal , Ran Wang

We study infinite horizon discounted Mean Field Control (MFC) problems with common noise through the lens of Mean Field Markov Decision Processes (MFMDP). We allow the agents to use actions that are randomized not only at the individual…

最优化与控制 · 数学 2021-10-14 René Carmona , Mathieu Laurière , Zongjun Tan

Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and limited model information, namely, the input-output…

最优化与控制 · 数学 2025-09-09 Winnie Chan , Zhiyu He , Keith Moffat , Saverio Bolognani , Michael Muehlebach , Florian Dörfler

We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely,…

This paper focuses on the role of a government of a large population of interacting agents as a mean field optimal control problem derived from deterministic finite agent dynamics. The control problems are constrained by a PDE of…

偏微分方程分析 · 数学 2020-11-17 Massimo Fornasier , Stefano Lisini , Carlo Orrieri , Giuseppe Savaré

The distributed optimal output consensus problem for high-order multi-agent systems has been studied recently. In this paper, we further focus on the same problem for high-order multi-agent systems subject to parametric uncertainties and…

系统与控制 · 电气工程与系统科学 2021-11-23 Yutao Tang , Kui Zhu

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

动力系统 · 数学 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

系统与控制 · 电气工程与系统科学 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…

系统与控制 · 计算机科学 2011-09-20 Zhongkui Li , Zhisheng Duan , Lihua Xie , Xiangdong Liu

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…

最优化与控制 · 数学 2024-12-02 Mengzhen Li , Chenchen Mou , Zhen Wu , Chao Zhou

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

系统与控制 · 计算机科学 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

This paper focuses on the consensus and formation problems of multiagent systems under unknown persistent disturbances. Specifically, we propose a novel method that combines an existing consensus (or formation) algorithm with a new…

最优化与控制 · 数学 2013-10-15 Tansel Yucelen , Magnus Egerstedt

A decentralized control system with linear dynamics, quadratic cost, and Gaussian disturbances is considered. The system consists of a finite number of subsystems whose dynamics and per-step cost function are coupled through their…

最优化与控制 · 数学 2020-12-04 Jalal Arabneydi , Aditya Mahajan

In this paper, we investigate the interaction of two populations with a large number of indistinguishable agents. The problem consists in two levels: the interaction between agents of a same population, and the interaction between the two…

最优化与控制 · 数学 2018-10-30 Alain Bensoussan , Tao Huang , Mathieu Laurière

We formulate a stochastic game of mean field type where the agents solve optimal stopping problems and interact through the proportion of players that have already stopped. Working with a continuum of agents, typical equilibria become…

最优化与控制 · 数学 2017-12-01 Marcel Nutz

We study a multi-agent mean field type control problem in discrete time where the agents aim to find a socially optimal strategy and where the state and action spaces for the agents are assumed to be continuous. The agents are only weakly…

最优化与控制 · 数学 2025-04-01 Erhan Bayraktar , Nicole Bauerle , Ali Devran Kara

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…

最优化与控制 · 数学 2025-04-30 René Carmona , Mathieu Laurière , Zongjun Tan

In this work, we systematically investigate mean field games and mean field type control problems with multiple populations using a coupled system of forward-backward stochastic differential equations of McKean-Vlasov type stemming from…

概率论 · 数学 2020-11-03 Masaaki Fujii

This paper considers the distributed consensus problem of linear multi-agent systems subject to different matching uncertainties for both the cases without and with a leader of bounded unknown control input. Due to the existence of…

最优化与控制 · 数学 2013-12-31 Zhongkui Li , Zhisheng Duan , Frank Lewis