Risk-Aware Finite-Horizon Social Optimal Control of Mean-Field Coupled Linear-Quadratic Subsystems

Autor:	Patel, Dhairya, Chapman, Margaret
Rok vydání:	2024
Předmět:	Electrical Engineering and Systems Science - Systems and Control Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	We formulate and solve an optimal control problem with cooperative, mean-field coupled linear-quadratic subsystems and additional risk-aware costs depending on the covariance and skew of the disturbance. This problem quantifies the variability of the subsystem state energy rather than merely its expectation. In contrast to related work, we develop an alternative approach that illuminates a family of matrices with many analytical properties, which are useful for effectively extracting the mean-field coupled solution from a standard LQR solution. Comment: 6 pages, 1 figure, to be published in IEEE Control Systems Letters, for associated simulation code, see https://github.com/pateldhairya0328/Risk-Aware-Mean-Field-Coupled-LQ-Simulations-and-Plots.git
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2406.05239 Zobrazit plný text záznamu View this record from Arxiv