We consider the problem of controlling an unknown linear quadratic Gaussian (LQG) system consisting of multiple subsystems connected over a network. Our goal is to minimize and quantify the regret (i.e. loss in performance) of our strategy with respect to an oracle who knows the system model. Viewing the interconnected subsystems globally and directly using existing LQG learning algorithms for the global system results in a regret that increases super-linearly with the number of subsystems. Instead, we propose a new Thompson sampling based learning algorithm which exploits the structure of the underlying network. We show that the expected regret of the proposed algorithm is bounded by $\tilde{\mathcal{O}} \big( n \sqrt{T} \big)$ where $n$ is the number of subsystems, $T$ is the time horizon and the $\tilde{\mathcal{O}}(\cdot)$ notation hides logarithmic terms in $n$ and $T$. Thus, the regret scales linearly with the number of subsystems. We present numerical experiments to illustrate the salient features of the proposed algorithm.
This manuscript discusses a scalable controller synthesis method for networked systems with a large number of identical subsystems based on the H-infinity control framework. The dynamics of the individual subsystems are described by identical linear time-invariant delay differential equations and the effect of transport and communication delay is explicitly taken into account. The presented method is based on the result that, under a particular assumption on the graph describing the interconnections between the subsystems, the H-infinity norm of the overall system is upper bounded by the robus…
Scalable Distributed Nonlinear Control Under Flatness-Preserving Coupling
GRASP Laboratory, University of Pennsylvania（宾夕法尼亚大学 GRASP 实验室）；Sibley School of Mechanical and Aerospace Engineering, Cornell University（康奈尔大学 Sibley 机械与航空航天工程学院）
A decentralized stability criterion is derived for a power system with heterogeneous subsystems. A condition for frequency stability and stability of interarea modes is derived using the generalized Nyquist criterion. The resulting scalable Nyquist stability criterion requires only locally available information and gives a priori stability guarantees for connecting new subsystems to an arbitrarily large network. The method can be applied to a general set of agents. For instance, agents with time-delays, nonminimum phase actuators or even unstable dynamics. The scalable Nyquist criterion makes …
The increasing share of renewable generation leads to new challenges in reliable power system operation, such as the rising volatility of power generation, which leads to time-varying dynamics and behavior of the system. To counteract the changing dynamics, we propose to adapt the parameters of existing controllers to the changing conditions. Doing so, however, is challenging, as large power systems often involve multiple subsystem operators, which, for safety and privacy reasons, do not want to exchange detailed information about their subsystems. Furthermore, centralized tuning of structured…
High-Probability Nash Regret for Decentralized Learning in Markov $α$-Potential Games: Episodic and Fully Online Asynchronous Algorithms with Applications to Markov Congestion Games
University of Illinois Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
In this paper, we investigate optimal control of network-coupled subsystems where the dynamics and the cost couplings depend on an underlying undirected weighted graph. The graph coupling matrix in the dynamics may be the adjacency matrix, the Laplacian matrix, or any other symmetric matrix corresponding to the underlying graph. The cost couplings can be any polynomial function of the underlying coupling matrix. We use the spectral decomposition of the graph coupling matrix to decompose the overall system into (L+1) systems with decoupled dynamics and cost, where L is the rank of the coupling …
This paper presents scalable controller synthesis methods for heterogeneous and partially heterogeneous systems. First, heterogeneous systems composed of different subsystems that are interconnected over a directed graph are considered. Techniques from robust and gain-scheduled controller synthesis are employed, in particular the full-block S-procedure, to deal with the decentralized system part in a nominal condition and with the interconnection part in a multiplier condition. Under some structural assumptions, we can decompose the synthesis conditions into conditions that are the size of the…
In this paper, we study the trade-off between the transmission cost and the control performance of the multi-loop networked control system subject to network-induced delay. Within the linear-quadratic-Gaussian (LQG) framework, the joint design of control policy and networking strategy is decomposed into separation optimization problems. Based on the trade-off analysis, a scalable, delay-dependent Value-of-Information (VoI) based scheduling policy is constructed to quantify the value of transmitting the data packet, and enables the decision-makers embedded in subsystems to determine the transmi…
