Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
— Optimal control and estimation are dual in the LQG setting, as Kalman discovered, however this duality has proven difficult to extend beyond LQG. Here we obtain a more natural...
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of ...
Alessandro Abate, Maria Prandini, John Lygeros, Sh...
— This paper places into perspective the so-called algebraic time-derivative estimation method recently introduced by Fliess and co-authors with standard results from linear stat...
Optimality systems and their linearizations arising in optimal control of partial differential equations with pointwise control and (regularized) state constraints are considered. ...