-
作者:Gao, Bolin; Pavel, Lacra
作者单位:University of Toronto
摘要:In this article, we propose a passivity-based methodology for the analysis and design of reinforcement learning dynamics and algorithms in multiagent finite games. Starting from a known, first-order reinforcement learning scheme, we show that convergence to a Nash distribution can be attained in a broader class of games than previously considered in the literature-namely, in games characterized by the monotonicity property of their (negative) payoff vectors. We further exploit passivity techni...
-
作者:Laurini, Mattia; Consolini, Luca; Locatelli, Marco
作者单位:University of Parma
摘要:In this article, we consider a finite-elementapproximation of the Bellman equation for the optimal control of switched systems. We show that the problem belongs to a special class that we studied in a previous work, for which we developed an efficient solution algorithm. As an application, we present the problem of generating parking maneuvers for self-driving vehicles on two typical urban parking scenarios. The vehicle is described by four different switched systems in which every switching i...
-
作者:Rezaee, Hamed; Parisini, Thomas; Polycarpou, Marios M.
作者单位:Imperial College London; University of Trieste; University of Cyprus; University of Cyprus
摘要:The resilient consensus problem over a class of discrete-time linear multiagent systems is addressed. Because of external cyber-attacks, some agents are assumed to be malicious and not following a desired cooperative behavior. Thus, the objective consists in designing a control strategy for the healthy agents to reach consensus upon their state vectors, whereas due to interaction among the agents, the malicious agents try to prevent them to achieve consensus. Although this problem has been inv...
-
作者:Faedo, Nicolas; Scarciotti, Giordano; Astolfi, Alessandro; Ringwood, John, V
作者单位:Maynooth University; Imperial College London; University of Rome Tor Vergata
摘要:Model reduction by moment-matching relies upon the availability of the so-called moment. If the system is nonlinear, the computation of moments depends on an underlying specific invariance equation, which can be difficult or impossible to solve. This article presents four technical contributions related to the theory of moment matching: first, we identify a connection between moment-based theory and weighted residual methods. Second, we exploit this relation to provide an approximation techniq...
-
作者:Jaleel, Hassan; Shamma, Jeff S.
作者单位:Lahore University of Management Sciences; King Abdullah University of Science & Technology
摘要:Stochastic stability is an important solution concept for stochastic learning dynamics in games. However, a limitation of this solution concept is its inability to distinguish between different learning rules that lead to the same steady-state behavior. We identify this limitation and develop a framework for the comparative analysis of the transient behavior of stochastic learning dynamics. We present the framework in the context of two learning dynamics: Log-linear learning (LLL) and Metropol...
-
作者:Tatarenko, Tatiana; Shi, Wei; Nedic, Angelia
作者单位:Arizona State University; Arizona State University-Downtown Phoenix; Moscow Institute of Physics & Technology
摘要:We study distributed algorithms for seeking a Nash equilibrium in a class of convex networked Nash games with strongly monotone mappings. Each player has access to her own smooth local cost function and can communicate to her neighbors in some undirected graph. To deal with fast distributed learning of Nash equilibria under such settings, we introduce a so called augmented game mapping and provide conditions under which this mapping is strongly monotone. We consider a distributed gradient play...
-
作者:Xu, Hong; Duan, Keqing; Yuan, Huadong; Xie, Wenchong; Wang, Yongliang
作者单位:Wuhan Naval University of Engineering; Sun Yat Sen University; Air Force Early Warning Academy
摘要:In this article, we address the adaptive fixed-lag smoothing (FLS) problem in the presence of unknown and slowly time-varying measurement noise covariance matrix (MNCM). Based on the variational Bayesian (VB) method, we use the VB inference to jointly estimate the system state and the unknown MNCM. According to different implementation methods, we propose two adaptive FLS algorithms: One is based on the augmented state-space models and another one is based on a sliding Rauch-Tung-Striebel smoo...
-
作者:Egidio, Lucas N.; Deaecto, Grace S.
作者单位:Universidade Estadual de Campinas; Linkoping University
摘要:This article deals with the codesign of an output-dependent switching function and a full-order affine filter for discrete-time switched affine systems. More specifically, from the measured output, the switched filter has the role of providing essential information for the switching function, which must assure global practical stability of a desired equilibrium point. The design conditions are based on a general quadratic Lyapunov function and are expressed in terms of linear matrix inequaliti...
-
作者:Fele, Filiberto; Margellos, Kostas
作者单位:University of Oxford
摘要:We consider a multiagent noncooperative game with agents' objective functions being affected by uncertainty. Following a data driven paradigm, we represent uncertainty by means of scenarios and seek a robust Nash equilibrium solution. We treat the Nash equilibrium computation problem within the realm of probably approximately correct learning. Building upon recent developments in scenario-based optimization, we accompany the computed Nash equilibrium with a priori and a posteriori probabilisti...
-
作者:Jiang, Yao-Lin; Xu, Kang-Li
作者单位:Xi'an Jiaotong University
摘要:In this article, we propose two new iterative algorithms to solve the frequency-limited Riemannian optimization model order reduction problems of linear and bilinear systems. Different from the existing Riemannian optimization methods, we design a new Riemannian conjugate gradient scheme based on the Riemannian geometry notions on a product manifold, and then generate a new search direction. Theoretical analysis shows that the resulting search direction is always descent with depending neither...