arXiv Open Access 2024

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

Dhairya Patel Margaret Chapman

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Abstrak

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.

Topik & Kata Kunci

eess.SY math.OC

Penulis (2)

Dhairya Patel

Margaret Chapman

Format Sitasi

APA MLA BibTeX

Patel, D., Chapman, M. (2024). Risk-Aware Finite-Horizon Social Optimal Control of Mean-Field Coupled Linear-Quadratic Subsystems. https://arxiv.org/abs/2406.05239

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2024
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓