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作者:Kim, Jin Won; Mehta, Prashant G.
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; University of Potsdam; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
摘要:This article is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this article is to introduce a stochastic optimal control problem as a dual to the nonlinear filtering problem. The mathematical statement of the dual relationship between the two problems is given in the form of a duality principle. The constraint for the optimal control problem is the backward stochastic differential equation introdu...
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作者:Kordabad, Arash Bahari; Zanon, Mario; Gros, Sebastien
作者单位:Norwegian University of Science & Technology (NTNU); IMT School for Advanced Studies Lucca
摘要:This article shows that the optimal policy and value functions of a Markov decision process (MDP), either discounted or not, can be captured by a finite-horizon undiscounted optimal control problem (OCP), even if based on an inexact model. This can be achieved by selecting a proper stage cost and terminal cost for the OCP. A very useful particular case of OCP is a model predictive control (MPC) scheme where a deterministic (possibly nonlinear) model is used to reduce the computational complexi...
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作者:Wang, Yongqiang; Nedic, Angelia
作者单位:Clemson University; Arizona State University; Arizona State University-Tempe
摘要:Decentralized optimization is gaining increased traction due to its widespread applications in large-scale machine learning and multiagent systems. The same mechanism that enables its success, i.e., information sharing among participating agents, however, also leads to the disclosure of individual agents' private information, which is unacceptable when sensitive data are involved. As differential privacy is becoming a de facto standard for privacy preservation, recently results have emerged in...
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作者:LoCicero, Ethan J.; Bridgeman, Leila J.
作者单位:Duke University
摘要:Practical controllers for large-scale systems must be low-order and sparsely communicating, as well as high-performing and robust to uncertainty. H-2-conic design addresses the latter requirements where passivity and H(infinity )methods are inapplicable, but it has yet to address the former. Here, the fixed-order H-2-conic design problem is posed as a series of convergent approximations. The resulting synthesis algorithm uses all controller parameters as explicit design variables, and is guara...
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作者:Zheng, Yanling; Liu, Qingshan; Wang, Jun
作者单位:Southeast University - China; Southeast University - China; Purple Mountain Laboratories; City University of Hong Kong; City University of Hong Kong
摘要:This technical note presents a specified-time convergent multiagent system for distributed optimization with a time-varying objective function subject to equality constraints. Different from the static optimal solutions to most existing distributed optimization problems, the optimal solutions are time varying due to the time-varying objective function in this problem. A distributed protocol law is designed to ensure all the agents' convergence to feasible and suboptimal solutions within a spec...
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作者:Sznaier, Mario; Zhang, Xikang; Camps, Octavia
作者单位:Northeastern University; Microsoft
摘要:This article considers the problem of error in variables identification for switched affine models. Since it is well known that this problem is generically NP-hard, several relaxations have been proposed in the literature. However, while these approaches work well for low-dimensional systems with few subsystems, they scale poorly with both the number of subsystems and their memory. To address this difficulty, we propose a computationally efficient alternative, based on embedding the data in th...
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作者:Li, Huanhuan; Liu, Tengfei; Jiang, Zhong-Ping
作者单位:Northeastern University - China; New York University
摘要:This article presents a Lyapunov formulation of the small-gain theorem for the finite-time input-to-state stability (FTISS) of an interconnected nonlinear system composed of two or more FTISS subsystems. In addition, an FTISS-Lyapunov function for the interconnected system is constructed from the FTISS-Lyapunov functions of the subsystems. With respect to the previously developed nonlinear, Lyapunov-based small-gain theorem restricted to input-to-state stability, a new power-function-based sca...
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作者:Kharade, Sonam; Sutavani, Sarang; Yerudkar, Amol; Wagh, Sushama; Liu, Yang; Del Vecchio, Carmen; Singh, N. M.
作者单位:University of South Carolina System; University of South Carolina Columbia; Clemson University; Zhejiang Normal University; Veermata Jijabai Technological Institute (VJTI); University of Sannio
摘要:This article deals with the embedding framework of Markov decision processes (MDPs) with discrete state and action space to find optimal actions. The optimal control problem of MDPs can be efficiently tackled by restructuring the same into an equivalent linearly-solvable Markov decision processes (LMDPs) through the method called embedding. However, state costs under the embedding may not exactly match the original costs and even assume unrealistic values. In this work, we derive a constructiv...
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作者:Matveev, Alexey S.; Berman, Ivan; Bugrova, Alena; Bystramovich, Mariia; Kapitonov, Aleksandr; Manaenko, Vadim
作者单位:Saint Petersburg State University; ITMO University
摘要:A nonholonomic robot of a Dubins-vehicle type moves in a changing resistant medium, like water or air. The objective is to exhibit the extension of a spatial phenomenon (e.g., a critically contaminated area) related to a dynamic environmental field (e.g., a distribution of the contaminant concentration). Specifically, the robot should arrive at a certain level set of the field and repeatedly sweep it afterward. The field data come exclusively from online and pointwise measurements of the field...
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作者:Lu, Ke; Dai, Shi-Lu; Jin, Xu
作者单位:South China University of Technology; South China University of Technology; University of Kentucky
摘要:This article proposes a constrained control framework to solve the moving-target enclosing problem for nonholonomic multirobot systems, where the safety and precision constraints are considered during the encircling motion. Based on bearing measurements, the target-robot and interrobot angles are constrained to satisfy the requirements of limited sensing range and collision avoidance. The precision constraint further guarantees all robots converging to a small neighborhood of the desired enclo...