相关论文: Towards Closed-loop Stability of Nonlinear Recedin…
In this paper, we develop a provably correct optimal control strategy for a finite deterministic transition system. By assuming that penalties with known probabilities of occurrence and dynamics can be sensed locally at the states of the…
We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…
We study the stability of receding horizon control for continuous-time non-linear stochastic differential equations. We illustrate the results with a simulation example in which we employ receding horizon control to design an investment…
We study mean field games and corresponding $N$-player games in continuous time over a finite time horizon where the position of each agent belongs to a finite state space. As opposed to previous works on finite state mean field games, we…
We consider the simple random walk on the $N$-dimensional integer lattice from the perspective of evaluating asymptotically the duration of play in the multidimensional gambler\apost s ruin problem. We show that, under suitable rescalings,…
In the present work, we consider nonlinear control systems for which there exist structural obstacles to the design of classical continuous backstepping feedback laws. We conceive feedback laws such that the origin of the closed-loop system…
In this paper, we analyze an economic model predictive control scheme with terminal region and cost, where the system is optimally operated in a certain subset of the state space. The predictive controller operates with a cyclic horizon,…
Many well-studied learning dynamics, such as fictitious play and the replicator, are known to not converge in general $N$-player games. The simplest mode of non-convergence is cyclical or periodic behavior. Such cycles are fundamental…
Considering linear-quadratic discrete-time games with unknown input/output/state (i/o/s) dynamics and state, we provide necessary and sufficient conditions for the existence and uniqueness of feedback Nash equilibria (FNE) in the…
We consider constrained linear-quadratic dynamic games arising in autonomous vehicle platooning, intersection crossing and other cooperative driving scenarios. Infinite-horizon Nash equilibria are reformulated as receding-horizon affine…
In this note, a new formulation of Model Predictive Control (MPC) framework with no stability-related terminal constraint is proposed and its stability is proved under mild standard assumptions. The novelty in the formulation lies in the…
The Receding Horizon Control (RHC) strategy consists in replacing an infinite-horizon stabilization problem by a sequence of finite-horizon optimal control problems, which are numerically more tractable. The dynamic programming principle…
We examine the routing problem for self-interested vehicles using stochastic decision strategies. By approximating the road latency functions and a non-linear variable transformation, we frame the problem as an aggregative game. We…
It is typically proven in adaptive control that asymptotic stabilization and tracking holds, and that at best a bounded-noise bounded-state property is proven. Recently, it has been shown in both the pole-placement control and the $d$-step…
In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…
We present a singular perturbation theory applicable to systems with hybrid boundary layer systems and hybrid reduced systems {with} jumps from the boundary layer manifold. First, we prove practical attractivity of an adequate attractor set…
This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…
In this paper, the robust stability and convergence to the true state of moving horizon estimator based on an adaptive arrival cost are established for nonlinear detectable systems. Robust global asymptotic stability is shown for the case…
We develop a tracking model predictive control (MPC) scheme for nonlinear systems using the linearized dynamics at the current state as a prediction model. Under reasonable assumptions on the linearized dynamics, we prove that the proposed…
The optimal value computation for turned-based stochastic games with reachability objectives, also known as simple stochastic games, is one of the few problems in $NP \cap coNP$ which are not known to be in $P$. However, there are some…