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

被引：0
|
作者：
Patel, Dhairya [1 ]
Chapman, Margaret P. [1 ]
机构：
[1] Univ Toronto, Edward S Rogers Sr Dept Elect & Comp Engn, Toronto, ON M5S 3G8, Canada
来源：
IEEE CONTROL SYSTEMS LETTERS | 2024年 / 8卷
基金：
加拿大自然科学与工程研究理事会;
关键词：
Costs; Standards; Vectors; Optimal control; Matrices; Information sharing; Indexes; Cooperative control; linear systems; stochastic optimal control; VEHICLES;
D O I：
10.1109/LCSYS.2024.3409456
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
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.
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页码：2265 / 2270
页数：6
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