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作者:Malekipirbazari, Milad; Cavus, Ozlem
作者单位:Ihsan Dogramaci Bilkent University
摘要:In classical multiarmed bandit problem, the aim is to find a policy maximizing the expected total reward, implicitly assuming that the decision-maker is risk-neutral. On the other hand, the decision-makers are risk-averse in some real-life applications. In this article, we design a new setting based on the concept of dynamic risk measures where the aim is to find a policy with the best risk-adjusted total discounted outcome. We provide a theoretical analysis of multiarmed bandit problem with r...
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作者:Subramanian, Venkat Ram; Lamperski, Andrew; Salapaka, Murti, V
作者单位:University of Minnesota System; University of Minnesota Twin Cities
摘要:Complex networked systems can be modeled as graphs with nodes representing the agents and links describing the dynamic coupling between them. Previous work on network identification has shown that the network structure of linear time-invariant (LTI) systems can be reconstructed from the joint power spectrum of the data streams. These results assumed that data are perfectly measured. However, real-world data are subject to many corruptions, such as inaccurate time-stamps, noise, and data loss. ...
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作者:Li, Liang; Basile, Francesco; Li, Zhiwu
作者单位:Wuhan University of Science & Technology; University of Salerno; Xidian University; Macau University of Science & Technology
摘要:This article investigates the enforcement of generalized mutual exclusion constraints (GMECs) and deadlock-freeness on a time Petri net (TPN) system with uncontrollable transitions, motivated by the fact that the existing methods enforcing GMECs may degrade the performance of a closed-loop system and lead to deadlock states. A supervisor enforcing a set of GMECs and deadlock-freeness on an underlying untimed Petri net system is assumed to be available. By exploiting timing information and math...
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作者:Lin, Peng; Xu, Jiahao; Ren, Wei; Yang, Chunhua; Gui, Weihua
作者单位:Central South University; University of California System; University of California Riverside
摘要:In this article, a distributed constrained optimization problem is studied with nonconvex input constraints, nonuniform convex state constraints, and nonuniform step sizes for single-integrator multiagent systems. Due to the existence of nonconvex input constraints, the edge weights between agents are equivalently multiplied with different time-varying scaling factors, and thus, the real interaction relationship cannot be kept balanced, even if the original communication graphs are kept balanc...
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作者:Meng, Qingkai; Yang, Hao; Jiang, Bin
作者单位:Nanjing University of Aeronautics & Astronautics
摘要:This article considers the small-time local controllability (STLC) of switched nonlinear systems (SNSs). First, the original SNS is associated with a nilpotent Lie algebra, on which the solutions of the SNS are approximated by the hybrid Lie power series. Second, the concepts of high-order control variations and bad Lie brackets are defined for SNSs from a geometrical point of view. This helps to establish a new high-order sufficient STLC condition that is closely related to neutralized bad Li...
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作者:Wang, Jian; Aranovskiy, Stanislav; Fridman, Emilia; Sokolov, Dmitry; Efimov, Denis; Bobtsov, Alexey A.
作者单位:Hangzhou Dianzi University; Tel Aviv University; Centre National de la Recherche Scientifique (CNRS); Universite de Lorraine; Inria; Universite de Lille; Centre National de la Recherche Scientifique (CNRS); ITMO University
摘要:An output robust adaptive control is designed for a class of Lipschitz nonlinear systems under assumption that the measurements are available with a constant bias and the state equations linearly parameterized by unknown parameters and external disturbances. A dynamic state reconstruction (synthesis of an observer) is avoided by using delayed values of the output in the feedback and adaptation laws. The analysis of robust stability for the resulted time-delay system is performed by using the L...
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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...
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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...
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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...
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作者:Iskakov, Alexey B.
作者单位:V.A. Trapeznikov Institute of Control Sciences, Russian Academy of Sciences; Russian Academy of Sciences
摘要:Modal participation factors are widely used in the power industry and other applied areas. Hashlamoun, Hassouneh, and Abed (2009) observed that the definition of state-in-mode participation factors (SIMPFs) commonly used in the modal analysis of linear systems could lead to inadequate results. Accordingly, they proposed an alternative definition of SIMPFs. This article uncovered a weakness in their formulation in that it yields results highly sensitive to varying eigenvector normalizations for...