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作者:Gravell, Benjamin; Esfahani, Peyman Mohajerin; Summers, Tyler
作者单位:University of Texas System; University of Texas Dallas; Delft University of Technology
摘要:The linear quadratic regulator (LQR) problem has reemerged as an important theoretical benchmark for reinforcement learning-based control of complex dynamical systems with continuous state and action spaces. In contrast with nearly all recent work in this area, we consider multiplicative noise models, which are increasingly relevant because they explicitly incorporate inherent uncertainty and variation in the system dynamics and thereby improve robustness properties of the controller. Robustne...
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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, Jingqi; Chen, Ximing; Pequito, Sergio; Pappas, George J.; Preciado, Victor M.
作者单位:University of California System; University of California Berkeley; University of Pennsylvania; Delft University of Technology
摘要:In this article, we study the target controllability problem of networked dynamical systems,in which we are tasked to steer a subset of network nodes toward a desired objective. More specifically, we derive necessary and sufficient conditions for the structural target controllability of linear time-invariant (LTI) systems with symmetric state matrices, such as those representing undirected dynamical networks with unknown link weights. To achieve our goal, we first characterize the generic rank...
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作者:Li, Yingying; Qu, Guannan; Li, Na
作者单位:Harvard University; California Institute of Technology
摘要:This article considers online optimization with a finite prediction window of cost functions and additional switching costs on the decisions. We study the fundamental limits of dynamic regret of any online algorithm for both the with-prediction and the no-prediction cases. Besides, we propose two gradient-based online algorithms: receding horizon gradient descent (RHGD) and receding horizon accelerated gradient (RHAG); and provide their regret upper bounds. RHAG's regret upper bound is close t...
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作者:Liu, Kun-Zhi; Wang, Xue-Fang; Teel, Andrew R.; Sun, Xi-Ming; Liu, Jun
作者单位:Dalian University of Technology; University of California System; University of California Santa Barbara; University of Waterloo
摘要:In this article, stability problems are investigated for hybrid systems with memory, which are developed to model hybrid systems affected by time delays. A nested Matrosov functional theorem is proposed to guarantee uniform asymptotic stability for time-varying hybrid systems with memory. Specifically, with a weak Lyapunov functional whose derivative in the flow set and whose difference in the jump set are negative semidefinite, if there exist some Matrosov functionals that satisfy nested cond...
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作者:Zhu, Shiyong; Lu, Jianquan; Lou, Yijun; Liu, Yang
作者单位:Southeast University - China; Chengdu University; Linyi University; Hong Kong Polytechnic University; Zhejiang Normal University
摘要:This article considers asymptotic stability and stabilization of Markovian jump Boolean networks (MJBNs) with stochastic state-dependent perturbation. By defining an augmented random variable as the product of the canonical form of switching signal and state variable, asymptotic stability of an MJBN with perturbation is converted into the set stability of a Markov chain (MC). Then, the concept of induced equations is proposed for an MC, and the corresponding criterion is subsequently derived f...
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作者:de Oliveira, Andre Marcorin; Varma, Vineeth Satheeskumar; Postoyan, Romain; Morarescu, Irinel-Constantin; Daafouz, Jamal; Costa, Oswaldo Luiz, V
作者单位:Universidade Federal de Sao Paulo (UNIFESP); Centre National de la Recherche Scientifique (CNRS); Universite de Lorraine; Universidade de Sao Paulo
摘要:We investigate discrete-time closed-loop dynamics consisting of a linear plant, a linear controller, and a wireless network that connects the sensors and the actuators to the control unit. The objective, as well as the main contribution of this article, is the static output feedback control synthesis under given network specifications. Precisely, network features are formulated in terms of stochastic allowable transmission interval (SATI), which is a concept well suited for the time-triggered ...
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作者:Sassano, Mario; Astolfi, Alessandro
作者单位:University of Rome Tor Vergata; Imperial College London
摘要:A fixed-point characterization of the optimal costate in finite-horizon optimal control problems for nonlinear systems is presented. It is shown that the optimal initial condition of the costate variable must be a fixed-point, for any time, of the composition of the forward and backward flows of the underlying Hamiltonian dynamics. Such an abstract property is then translated into a constructive condition by relying on a sequence of repeated Lie brackets involving the Hamiltonian dynamics and ...
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作者:Wu, Chengwei; Li, Xiaolei; Pan, Wei; Liu, Jianxing; Wu, Ligang
作者单位:Harbin Institute of Technology; Harbin Institute of Technology; Delft University of Technology
摘要:This article investigates the zero-sum game-based secure control problem for cyber-physical systems (CPS) under the actuator false data injection attacks. The physical process is described as a linear time-invariant discrete-time model. Both the process noise and the measurement noise are addressed in the design process. An optimal Kalman filter is given to estimate the system states. The adversary and the defender are modeled as two players. Under the zero-sum game framework, an optimal infin...