相关论文: Guaranteed cost structured control in infinite-hor…
A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…
This paper considers the leader-follower control problem for a linear multi-agent system with directed communication topology and linear nonidentical uncertain coupling subject to integral quadratic constraints (IQCs). A consensus-type…
In this paper, we study distributed estimation and control problems over graphs under partially nested information patterns. We show a duality result that is very similar to the classical duality result between state estimation and state…
In this work, we propose an output-feedback tube-based model predictive control (MPC) scheme for linear systems under dynamic uncertainties that are described via integral quadratic constraints (IQC). By leveraging IQCs, a large class of…
Motivated by the recent developments in artificial intelligence, we introduce linear quadratic deep structured teams in this paper. Two notions of equivariant and partially equivariant systems are defined, and it is shown that such systems…
The consensus control with optimal cost remains major challenging although consensus control problems have been well studied in recent years. In this paper, we study the consensus control of multi-agent system associated with a given cost…
A variety of practical problems can be modeled by the decision-making process in multi-player games where a group of self-interested players aim at optimizing their own local objectives, while the objectives depend on the actions taken by…
This paper is devoted to a high-dimensional mixed leadership stochastic differential game on a finite horizon in feedback information mode, where the control variables enter into the diffusion term of state equation. A verification theorem…
In decentralized network control, communication plays a critical role by transforming local observations into shared knowledge, enabling agents to coordinate their actions. This paper investigates how communication facilitates cooperation…
In this paper, we present a novel stochastic output-feedback MPC scheme for distributed systems with additive process and measurement noise. The chance constraints are treated with the concept of probabilistic reachable sets, which, under…
Autonomous systems often operate in multi-agent settings and need to make concurrent, strategic decisions, typically in uncertain environments. Verification and control problems for these systems can be tackled with concurrent stochastic…
This article presents a dynamic regret analysis for stochastic model predictive control (SMPC) in linear systems with quadratic performance index and additive and multiplicative uncertainties. Under a finite support assumption, the problem…
In this paper, we present a generalization of the certainty equivalence principle of stochastic control. One interpretation of the classical certainty equivalence principle for linear systems with output feedback and quadratic costs is as…
We develop a variational approach to address risk-sensitive optimal control problems with an exponential-of-integral cost functional in a general linear-quadratic-Gaussian (LQG) single-agent setup, offering new insights into such problems.…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…
We consider dynamic games with linear dynamics and quadratic objective functions. We observe that the unconstrained open-loop Nash equilibrium coincides with a linear quadratic regulator in an augmented space, thus deriving an explicit…
This paper develops a unified nonconvex optimization framework for the design of group-sparse feedback controllers in infinite-horizon linear-quadratic (LQ) problems. We address two prominent extensions of the classical LQ problem: the…
This paper introduces a two-timescale hierarchical decentralized control architecture for Cyber-Physical Systems (CPS). The system consists of a global controller (GC), and N local controllers (LCs). The GC operates at a slower timescale,…
In this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers-one can choose only deterministic time functions, called the deterministic controller, while the other…