Robust Decentralized Control of Coupled Systems via Risk Sensitive Control of Decoupled or Simple Models with Measure Change Article Swipe
Zachary Selk
,
Serdar Yüksel
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2405.20498
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2405.20498
Decentralized stochastic control problems with local information involve problems where multiple agents and subsystems which are coupled via dynamics and/or cost are present. Typically, however, the dynamics of such couplings is complex and difficult to precisely model, leading to questions on robustness in control design. Additionally, when such a coupling can be modeled, the problem arrived at is typically challenging and non-convex, due to decentralization of information. In this paper, we develop a robustness framework for optimal decentralized control of interacting agents, where we show that a decentralized control problem with interacting agents can be robustly designed by considering a risk-sensitive version of non-interacting agents/particles. This leads to a tractable robust formulation where we give a bound on the value of the cost function in terms of the risk-sensitive cost function for the non-interacting case plus a term involving the ``strength" of the interaction as measured by relative entropy. We will build on Gaussian measure theory and an associated variational equality. A particular application includes mean-field models consisting of (a generally large number of) interacting agents which are often hard to solve for the case with small or moderate numbers of agents, leading to an interest in effective approximations and robustness. By adapting a risk-sensitivity parameter, we also robustly control a non-symmetrically interacting problem with mean-field cost by one which is symmetric with a risk-sensitive criterion, and in the limit of small interactions, show the stability of optimal solutions to perturbations.
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- Type
- preprint
- Language
- en
- Landing Page
- http://arxiv.org/abs/2405.20498
- https://arxiv.org/pdf/2405.20498
- OA Status
- green
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4399317122
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https://openalex.org/W4399317122Canonical identifier for this work in OpenAlex
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https://doi.org/10.48550/arxiv.2405.20498Digital Object Identifier
- Title
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Robust Decentralized Control of Coupled Systems via Risk Sensitive Control of Decoupled or Simple Models with Measure ChangeWork title
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preprintOpenAlex work type
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enPrimary language
- Publication year
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2024Year of publication
- Publication date
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2024-05-30Full publication date if available
- Authors
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Zachary Selk, Serdar YükselList of authors in order
- Landing page
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https://arxiv.org/abs/2405.20498Publisher landing page
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https://arxiv.org/pdf/2405.20498Direct link to full text PDF
- Open access
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YesWhether a free full text is available
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greenOpen access status per OpenAlex
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https://arxiv.org/pdf/2405.20498Direct OA link when available
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Measure (data warehouse), Simple (philosophy), Control theory (sociology), Control (management), Decentralised system, Computer science, Robust control, Control system, Engineering, Artificial intelligence, Data mining, Philosophy, Electrical engineering, EpistemologyTop concepts (fields/topics) attached by OpenAlex
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0Total citation count in OpenAlex
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10Other works algorithmically related by OpenAlex
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