相关论文: Robust mean-field control under common noise uncer…
We derive fundamental performance limitations for intrinsic average consensus problems in open multi-agent systems, which are systems subject to frequent arrivals and departures of agents. Each agent holds a value, and the objective of the…
We consider a class of dynamic collective choice models with social interactions, whereby a large number of non-uniform agents have to individually settle on one of multiple discrete alternative choices, with the relevance of their would-be…
This paper presents a novel distributed robust optimization scheme for steering distributions of multi-agent systems under stochastic and deterministic uncertainty. Robust optimization is a subfield of optimization which aims to discover an…
In this paper, a class of time inconsistent linear quadratic optimal control problems of mean-field stochastic differential equations (SDEs) is considered under Markovian framework. Open-loop equilibrium controls and their particular…
We discuss a class of explicitly solvable mean field type control problems/mean field games with a clear economic interpretation. More precisely, we consider long term average impulse control problems with underlying general one-dimensional…
This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…
This paper investigates the impact of control field noise on the optimal manipulation of quantum dynamics. Simulations are performed on several multilevel quantum systems with the goal of population transfer in the presence of significant…
Robust control design is mainly devoted to guarantee closed-loop stability of a model-based control law in presence of parametric and structural uncertainties. The control law is usually a complex feedback law which is derived from a…
Modern applications, such as orchestrating the collective behavior of robotic swarms or traffic flows, require the coordination of large groups of agents evolving in unstructured environments, where disturbances and unmodeled dynamics are…
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…
We consider the mean field game of cross--holding introduced in \citeauthor*{DjeteTouzi} \cite{DjeteTouzi} in the context where the equity value dynamics are affected by a common noise. In contrast with \cite{DjeteTouzi}, the problem…
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…
This paper discusses the discrete-time mean-field stochastic linear quadratic optimal control problems, whose weighting matrices in the cost functional are not assumed to be definite. The open-loop solvability is characterized by the…
This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…
This paper proposes a new approach to analyze and synthesize robust consensus control laws for general linear leaderless multi-agent systems (MASs) subjected to input constraints or uncertainties. First, the MAS under input constraints or…
The paper investigates consensus problem for continuous-time multi-agent systems with time-varying communication graphs subject to process noises. Borrowing the ideas from input-to-state stability (ISS) and integral input-to-state stability…
Distributed algorithms for both discrete-time and continuous-time linearly solvable optimal control (LSOC) problems of networked multi-agent systems (MASs) are investigated in this paper. A distributed framework is proposed to partition the…
We study mean field games for large non--exchangeable populations with moderate local interactions and common noise. The finite--player system is driven by two complementary interaction mechanisms : a graphon--type structure, which encodes…
This paper develops the theoretical foundations for the ability of a control field to cooperate with noise in the manipulation of quantum dynamics. The noise enters as run-to-run variations in the control amplitudes, phases and frequencies…
We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…