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作者:Duan, Jingliang; Cao, Wenhan; Zheng, Yang; Zhao, Lin
作者单位:University of Science & Technology Beijing; National University of Singapore; Tsinghua University; University of California System; University of California San Diego; National University of Singapore
摘要:The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control. However, most of the existing literature only considers the optimization landscape for static full-state or output feedback policies (controllers). In this article, we investigate the more challenging case of dynamic output-feedback policies for linear quad...
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作者:Mcallister, Robert D.; Rawlings, James B.
作者单位:University of California System; University of California Santa Barbara
摘要:We define a notion of distributional robustness, via the Wasserstein metric, for closed-loop systems subject to errors in the disturbance distribution used to construct the controller. We then establish sufficient conditions for stochastic model predictive control (SMPC) to satisfy this definition of distributional robustness and establish a similar notion of distributional robustness for economic applications of SMPC. These results address incorrectly or unmodeled disturbances, demonstrate th...
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作者:Yu, Xingkai; Meng, Ziyang
作者单位:Tsinghua University
摘要:In this article, the joint estimation of state and noise covariance for linear systems with unknown covariance of multiplicative noise is considered. The measurement likelihood is modeled as a mixture of two Gaussian distributions and a Student's t distribution, respectively. The unknown covariance of multiplicative noise is modeled as an inverse Gamma/Wishart distribution and the initial condition is formulated as the nominal covariance. By using robust design and choosing hierarchical priors...
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作者:Zhao, Xudong; Liu, Le; Basin, Michael V.; Fei, Zhongyang
作者单位:Dalian University of Technology; Universidad Autonoma de Nuevo Leon
摘要:Security issues in cyber-physical systems have attracted increasing attention in recent years. In this article, a security problem in a remote estimation application is considered, where an attacker tries to degrade estimation performance via malicious attacks. In our scenario, a smart sensor transmits its innovation to a remote estimator with a residue-based false data detector. Instead of assuming that the attacker launches a consecutive man-in-the-middle attack, we consider the case with in...
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作者:de Oliveira, Arthur Castello B.; Siami, Milad; Sontag, Eduardo D.
作者单位:Northeastern University; Northeastern University
摘要:We develop some basic principles for the design and robustness analysis of a continuous-time bilinear dynamical network, where an attacker can manipulate the strength of the interconnections/edges between some of the agents/nodes. We formulate the edge protection optimization problem of picking a limited number of attack-free edges and minimizing the impact of the attack over the bilinear dynamical network. In particular, the H-2-norm of bilinear systems is known to capture robustness and perf...
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作者:Lin, Yeming; Liu, Kun; Han, Dongyu; Xia, Yuanqing
作者单位:Beijing Institute of Technology
摘要:This article considers an online aggregative game equilibrium problem subject to privacy preservation, where all players aim at tracking the time-varying Nash equilibrium, while some players are corrupted by an adversary. We propose a distributed online Nash equilibrium tracking algorithm, where a correlated perturbation mechanism is employed to mask the local information of the players. Our theoretical analysis shows that the proposed algorithm can achieve a sublinear expected regret bound wh...
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作者:Terasaki, Shun; Sato, Kazuhiro
作者单位:University of Tokyo
摘要:We consider a minimal controllability problem (MCP), which determines the minimum number of input nodes for a descriptor system to be structurally controllable. We investigate the forbidden nodes in descriptor systems, denoting nodes that are unable to establish connections with input components. The three main results of this work are as follows. First, we show a solvability condition for the MCP with forbidden nodes using graph theory such as a bipartite graph and its Dulmage-Mendelsohn deco...
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作者:Granzotto, Mathieu; De Silva, Olivier Lindamulage; Postoyan, Romain; Nesic, Dragan; Jiang, Zhong-Ping
作者单位:University of Melbourne; Centre National de la Recherche Scientifique (CNRS); Universite de Lorraine; New York University
摘要:We consider deterministic nonlinear discrete-time systems whose inputs are generated by policy iteration (PI) for undiscounted cost functions. We first assume that PI is recursively feasible, in the sense that the optimization problems solved at each iteration admit a solution. In this case, we provide novel conditions to establish recursive robust stability properties for a general attractor, meaning that the policies generated at each iteration ensure a robust KL -stability property with res...
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作者:Xue, Mengqi; Tang, Yang; Ren, Wei; Qian, Feng
作者单位:Tongji University; East China University of Science & Technology; University of California System; University of California Riverside
摘要:The practical consensus tracking problem is studied for a class of asynchronously switched multiagent systems (MASs). The asynchronous switchings are present in the followers, the leader, and the topology, bringing dynamic heterogeneity that yields nonvanishing perturbations which inherently prevent a perfect tracking. To handle the heterogeneity, a distributed dynamic controller with adaptive observers is proposed for each follower. The embedded observers estimate both the dynamics and the st...
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作者:Carnevale, Guido; Fabiani, Filippo; Fele, Filiberto; Margellos, Kostas; Notarstefano, Giuseppe
作者单位:University of Bologna; IMT School for Advanced Studies Lucca; University of Sevilla; University of Oxford
摘要:We propose fully distributed algorithms for Nash equilibrium seeking in aggregative games over networks. We first consider the case where local constraints are present and we design an algorithm combining, for each agent, the projected pseudogradient descent and a tracking mechanism to locally reconstruct the aggregative variable. To handle coupling constraints arising in generalized settings, we propose another distributed algorithm based on a recently emerged augmented primal-dual scheme and...