This paper investigates the distributed containment control problem for a class of general second-order multiagent systems with switched dynamics, which is composed continuous-time (CT) subsystem and discrete-time (DT) subsystem. For this system under fixed directed topology, protocol proposed each follower based on relative local measurements neighboring followers leaders. Some necessary sufficient conditions are derived condition that network topology contains spanning forest, these ensure...

This paper is concerned with the discrete-time indefinite mean-field linear-quadratic optimal control problem. The so-called type stochastic problems refer to problem of incorporating means state variables into equations and cost functionals, such as mean-variance portfolio selection problems. A dynamic optimization called be nonseparable in sense programming if it not decomposable by a stage-wise backward recursion. classical dynamic-programming-based methods would fail situations principle...

In this paper, the finite-horizon and infinite-horizon indefinite mean-field stochastic linear-quadratic optimal control problems are studied. Firstly, open-loop closed-loop strategy for problem introduced, their characterizations, difference relationship thoroughly investigated. The can be defined a fixed initial state, whose existence is characterized via solvability of linear forward-backward equation with stationary conditions convexity condition. On other hand, shown to equivalent any...

ABSTRACT Sum‐of‐nonconvex decentralized optimization is investigated in this article, where the summed cost strongly convex and each individual sum generally nonconvex. The standard gradient‐tracking‐based algorithm shown to be convergent such a sum‐of‐nonconvex scenario together with new convergence rate. We then further discuss relationship between rate design parameters, compare proof strategy computation complexity of article existing ones. Lastly, simulation results show efficiency...

ABSTRACT This paper investigates the distributed event‐triggered time‐varying formation (DETTVF) control problem of linear multiagent systems (MASs) that are subject to some multiplicative measurement noises in uncertain communication settings. A static‐gain DETTVF protocol is first designed, together with a new triggering mechanism, cope and reduce costs; sufficient conditions related gains as well functions provided ensure MAS achieves mean‐square sense Zeno behavior excluded. Moreover,...

This paper is concerned with the open-loop time-consistent solution of time-inconsistent mean-field stochastic linear-quadratic (LQ) optimal control. Different from standard problems, both system matrices and weighting are depending on initial times, conditional expectations control state enter quadratically into cost functional. Such features will ruin Bellman's principle optimality result in time inconsistency Based dynamical nature systems involved, a kind equilibrium investigated this...

In this note, a node-augment mechanism is proposed to handle the problem of privacy preservation for leader-following multi-agent system, where each real node (agent) system an associated virtual introduced. The and form directed pair with state information sent node, exchanges occur among nodes neighboring pairs. It proved rigorously that both consensus nodes' are achieved by appropriately designing control protocol. Finally, numerical simulation shows effectiveness algorithm.

Summary This paper studies mean‐field games for multiagent systems with control‐dependent multiplicative noises. For the general nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal control problem subject to consistent approximations. The is further shown be ε ‐Nash equilibrium. integrator systems, design exploiting convexity property problem. It that under mild conditions, all agents achieve mean‐square consensus.

A stochastic linear-quadratic (LQ) problem with multiplicative noises and transmission delay is studied in this paper; LQ does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of system functional, solvability characterized by conditions operator form. Based these, necessary sufficient are derived for case a fixed time-state initial pair general all pairs. For both cases, set coupled discrete-time Riccati-like equations can be to...

This is a companion paper of [Mixed equilibrium solution time-inconsistent stochastic linear-quadratic problem, SIAM J. Control Optim., vol. 57, no. 1, 533-569, 2019], where general theory has been established to characterize the open-loop control, feedback strategy and mixed for problem. note is, on one hand, test developed that other hand push solvability multiperiod mean-variance portfolio selection. A nondegenerate assumption, which popular in existing literature about selection, removed...

In this paper, the infinite horizon optimal control problems for singular diffusion processes are considered from viewpoints of Markov decision and perturbation analysis, where singularity means that covariance matrix system noise is allowed to be degenerate. A formula performance difference under two different controls derived leads a comparison theorem. By theorem, starting control, so-called better can selected. Therefore, policy iteration algorithm developed, by which improves step...

The problem of fault prognosis in the context discrete event systems (DESs) is a crucial subject to study security and maintenance cyber-physical systems. In this article, decentralized partially observed DESs analyzed with universal state-estimate-based protocol. It follows (M,K) as performance bound any expected prognosers, where can be predicted K steps before its occurrence guaranteed occur within M once corresponding alarm issued. To determine whether prognosers exist, notion...

This paper studies a continuous-time market under stochastic environment where an agent, having specified investment horizon and target terminal mean return, seeks to minimize the variance of return with multiple stocks bond. In model considered here, returns individual assets are explicitly affected by underlying Gaussian economic factors. Using past present information asset prices, partial-information optimal control problem random coefficients is formulated. Here, partial due fact that...

In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist an open-loop equilibrium and linear feedback strategy. The is defined for given initial pair, while the strategy all pairs. Maximum-principle-type necessary sufficient conditions containing stationary convexity are derived existence these two solutions, respectively. Furthermore, case where system matrices independent time,...

In this paper, we propose a novel equilibrium solution notion for the time-inconsistent stochastic linear-quadratic optimal control problem. This is called mixed solution, which consists of two parts: pure-feedback-strategy part and an open-loop-control part. When zero or does not depend on initial state, reduces to open-loop feedback strategy, respectively. Using maximum-principle-like methodology with forward-backward difference equations, necessary sufficient condition established...

This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general nonuniform agents, we obtain a set of decentralized strategies by solving an auxiliary limiting optimal control problem subject to consistent approximations. The is further shown be $\varepsilon$-Nash equilibrium. integrator multiagent systems, design exploiting convexity property problem. It that under mild conditions all agents achieve mean-square consensus.

In this paper, a Nash-type fictitious game framework is introduced for handling time-inconsistent linear-quadratic (LQ) optimal control problems. The in called as it between the decision maker (called real player) and an auxiliary variable with player looking time-consistent policy precommitted policy, respectively. Namely, actually auxiliary-variable-based mechanism where our particular design. Noting that player's cost functional revised accordance of player, equilibrium open-loop...