Stochastic Teams, Games, and Control under Information Constraints

Stochastic Teams, Games, and Control under Information Constraints PDF Author: Serdar Yüksel
Publisher: Springer Nature
ISBN: 3031540719
Category :
Languages : en
Pages : 935

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Stochastic Teams, Games, and Control under Information Constraints

Stochastic Teams, Games, and Control under Information Constraints PDF Author: Serdar Yüksel
Publisher: Springer Nature
ISBN: 3031540719
Category :
Languages : en
Pages : 935

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Book Description


Stochastic Networked Control Systems

Stochastic Networked Control Systems PDF Author: Serdar Yüksel
Publisher: Springer Science & Business Media
ISBN: 1461470854
Category : Mathematics
Languages : en
Pages : 491

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Book Description
Networked control systems are increasingly ubiquitous today, with applications ranging from vehicle communication and adaptive power grids to space exploration and economics. The optimal design of such systems presents major challenges, requiring tools from various disciplines within applied mathematics such as decentralized control, stochastic control, information theory, and quantization. A thorough, self-contained book, Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints aims to connect these diverse disciplines with precision and rigor, while conveying design guidelines to controller architects. Unique in the literature, it lays a comprehensive theoretical foundation for the study of networked control systems, and introduces an array of concrete tools for work in the field. Salient features included: · Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. · Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. · Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. · Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. · Decentralized agreement and dynamic optimization under information constraints. This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end. · Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. · Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. · Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. · Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. · Decentralized agreement and dynamic optimization under information constraints. This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end.

Handbook of Reinforcement Learning and Control

Handbook of Reinforcement Learning and Control PDF Author: Kyriakos G. Vamvoudakis
Publisher: Springer Nature
ISBN: 3030609901
Category : Technology & Engineering
Languages : en
Pages : 833

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Book Description
This handbook presents state-of-the-art research in reinforcement learning, focusing on its applications in the control and game theory of dynamic systems and future directions for related research and technology. The contributions gathered in this book deal with challenges faced when using learning and adaptation methods to solve academic and industrial problems, such as optimization in dynamic environments with single and multiple agents, convergence and performance analysis, and online implementation. They explore means by which these difficulties can be solved, and cover a wide range of related topics including: deep learning; artificial intelligence; applications of game theory; mixed modality learning; and multi-agent reinforcement learning. Practicing engineers and scholars in the field of machine learning, game theory, and autonomous control will find the Handbook of Reinforcement Learning and Control to be thought-provoking, instructive and informative.

Quantitative Evaluation of Systems

Quantitative Evaluation of Systems PDF Author: Gethin Norman
Publisher: Springer
ISBN: 3319106961
Category : Computers
Languages : en
Pages : 435

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Book Description
This book constitutes the proceedings of the 11th International Conference on Quantitative Evaluation of Systems, QEST 2014, held in Florence, Italy, in September 2014. The 24 full papers and 5 short papers included in this volume were carefully reviewed and selected from 61 submissions. They are organized in topical sections named: Kronecker and product form methods; hybrid systems; mean field/population analysis; models and tools; simulation; queueing, debugging and tools; process algebra and equivalences; automata and Markov process theory; applications, theory and tools; and probabilistic model checking.

A Stochastic Control Model with Chance Constraints

A Stochastic Control Model with Chance Constraints PDF Author: Norbert Christopeit
Publisher:
ISBN:
Category :
Languages : en
Pages : 13

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Book Description


Stochastic and Differential Games

Stochastic and Differential Games PDF Author: Martino Bardi
Publisher: Springer Science & Business Media
ISBN: 9780817640293
Category : Mathematics
Languages : en
Pages : 404

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Book Description
The theory of two-person, zero-sum differential games started at the be­ ginning of the 1960s with the works of R. Isaacs in the United States and L. S. Pontryagin and his school in the former Soviet Union. Isaacs based his work on the Dynamic Programming method. He analyzed many special cases of the partial differential equation now called Hamilton­ Jacobi-Isaacs-briefiy HJI-trying to solve them explicitly and synthe­ sizing optimal feedbacks from the solution. He began a study of singular surfaces that was continued mainly by J. Breakwell and P. Bernhard and led to the explicit solution of some low-dimensional but highly nontriv­ ial games; a recent survey of this theory can be found in the book by J. Lewin entitled Differential Games (Springer, 1994). Since the early stages of the theory, several authors worked on making the notion of value of a differential game precise and providing a rigorous derivation of the HJI equation, which does not have a classical solution in most cases; we mention here the works of W. Fleming, A. Friedman (see his book, Differential Games, Wiley, 1971), P. P. Varaiya, E. Roxin, R. J. Elliott and N. J. Kalton, N. N. Krasovskii, and A. I. Subbotin (see their book Po­ sitional Differential Games, Nauka, 1974, and Springer, 1988), and L. D. Berkovitz. A major breakthrough was the introduction in the 1980s of two new notions of generalized solution for Hamilton-Jacobi equations, namely, viscosity solutions, by M. G. Crandall and P. -L.

Stochastic Games and Related Concepts

Stochastic Games and Related Concepts PDF Author: T. Parthasarathy
Publisher: Springer Nature
ISBN: 9811565775
Category : Mathematics
Languages : en
Pages : 127

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Book Description
This book discusses stochastic game theory and related concepts. Topics focused upon in the book include matrix games, finite, infinite, and undiscounted stochastic games, n-player cooperative games, minimax theorem, and more. In addition to important definitions and theorems, the book provides readers with a range of problem-solving techniques and exercises. This book is of value to graduate students and readers of probability and statistics alike.

Control Subject to Computational and Communication Constraints

Control Subject to Computational and Communication Constraints PDF Author: Sophie Tarbouriech
Publisher: Springer
ISBN: 3319784498
Category : Technology & Engineering
Languages : en
Pages : 385

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Book Description
This book provides a broad overview of the current problems, challenges and solutions in the field of control theory, communication theory and computational resources management. Recent results on dynamical systems, which open new opportunities for research and challenges to be addressed in the future, are proposed in the context of computational and communication constraints. In order to take into the account complex phenomena, such as nonlinearities, time-varying parameters and limited availability of information, the book proposes new approaches for open problems with both theoretical and practical significance. The contributors’ research is centred on robust stability and performance of control loops that are subject to computational and communication constraints. A particular focus is placed on the presence of constraints in communication and computation, which is a critical issue in networked control systems and cyber-physical systems. The contributions, which rely on the development of novel paradigms are provided are by leading experts in the field from all over the world, thus providing readers with the most accurate solutions for the constraints. Control subject to Computational and Communication Constraints highlights many problems encountered by control researchers, while also informing graduate students of the many interesting ideas at the frontier between control theory, information theory and computational theory. The book is also a useful point of reference for engineers and practitioners, and the survey chapters will assist instructors in lecture preparation.

Advances in Dynamic Games and Applications

Advances in Dynamic Games and Applications PDF Author: Jerzy A. Filar
Publisher: Springer Science & Business Media
ISBN: 1461213363
Category : Mathematics
Languages : en
Pages : 459

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Book Description
Modem game theory has evolved enonnously since its inception in the 1920s in the works ofBorel and von Neumann and since publication in the 1940s of the seminal treatise "Theory of Games and Economic Behavior" by von Neumann and Morgenstern. The branch of game theory known as dynamic games is-to a significant extent-descended from the pioneering work on differential games done by Isaacs in the 1950s and 1960s. Since those early decades game theory has branched out in many directions, spanning such diverse disciplines as mathematics, economics, electrical and electronics engineering, operations research, computer science, theoretical ecology, environmental science, and even political science. The papers in this volume reflect both the maturity and the vitality of modem day game theory in general, and of dynamic games, in particular. The maturity can be seen from the sophistication of the theorems, proofs, methods, and numerical algorithms contained in these articles. The vitality is manifested by the range of new ideas, new applications, the numberofyoung researchers among the authors, and the expanding worldwide coverage of research centers and institutes where the contributions originated

Stochastic Control Under Partial Information

Stochastic Control Under Partial Information PDF Author: Spyridon Kollias-Liapis
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Book Description