Pub Date : 1900-01-01DOI: 10.1137/1.9781611974072.22
Jingnan Fan, A. Ruszczynski
In this paper, we provide a theory of time-consistent dynamic risk measures for finite-state partially observable Markov decision problems. By employing our new concept of stochastic conditional time consistency, we show that such dynamic risk measures have a special structure, given by transition risk mappings as risk measures on the space of functionals on the observable state space only. Moreover, these mappings enjoy a strong monotonicity with respect to first order stochastic dominance.
{"title":"Dynamic Risk Measures for Finite-State Partially Observable Markov Decision Problems","authors":"Jingnan Fan, A. Ruszczynski","doi":"10.1137/1.9781611974072.22","DOIUrl":"https://doi.org/10.1137/1.9781611974072.22","url":null,"abstract":"In this paper, we provide a theory of time-consistent dynamic risk measures for finite-state partially observable Markov decision problems. By employing our new concept of stochastic conditional time consistency, we show that such dynamic risk measures have a special structure, given by transition risk mappings as risk measures on the space of functionals on the observable state space only. Moreover, these mappings enjoy a strong monotonicity with respect to first order stochastic dominance.","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"453 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125784453","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611973273.30
Hamed Shisheh Foroush, S. Martínez
In this paper, we study remotely controlled and observed multi-input controllable continuous linear systems, subject to periodic Denial-of-Service (DoS) jamming attacks. We first design a control and triggering strategy provenly capable of beating any partially known jammer via properly placing the closed-loop poles. Building on it, we then present an algorithm that is able to guarantee the system stability under unknown jamming attacks of this class. The functionality of this algorithm is also theoretically proven.
{"title":"On Multi-Input Controllable Linear Systems Under Unknown Periodic DoS Jamming Attacks","authors":"Hamed Shisheh Foroush, S. Martínez","doi":"10.1137/1.9781611973273.30","DOIUrl":"https://doi.org/10.1137/1.9781611973273.30","url":null,"abstract":"In this paper, we study remotely controlled and observed multi-input controllable continuous linear systems, subject to periodic Denial-of-Service (DoS) jamming attacks. We first design a control and triggering strategy provenly capable of beating any partially known jammer via properly placing the closed-loop poles. Building on it, we then present an algorithm that is able to guarantee the system stability under unknown jamming attacks of this class. The functionality of this algorithm is also theoretically proven.","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127118191","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611973273.8
Qi He, G. Yin, L. Wang
{"title":"Moderate Deviations Analysis for System Identification under Regular and Binary Observations","authors":"Qi He, G. Yin, L. Wang","doi":"10.1137/1.9781611973273.8","DOIUrl":"https://doi.org/10.1137/1.9781611973273.8","url":null,"abstract":"","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127597937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611974072.47
M. Aicardi, R. Bruschi, F. Davoli, P. Lago
{"title":"A Decentralized Team Routing Strategy among Telecom Operators in an Energy-Aware Network","authors":"M. Aicardi, R. Bruschi, F. Davoli, P. Lago","doi":"10.1137/1.9781611974072.47","DOIUrl":"https://doi.org/10.1137/1.9781611974072.47","url":null,"abstract":"","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"16 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122199239","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611973273.11
J. Guzman-Guemez, J. Moreno–Valenzuela
In this paper, a new stability analysis of a known controller/observer for DC-DC boost converters is presented. The new analysis considers the overall closed–loop system, which includes the dynamics of the observation error as well as the dynamics of current and voltage error. This analysis relies in the stability theory of cascaded time-varying systems. In addition, two real–time experiments are shown, illustrating the robustness of the controller/observer.
{"title":"Stability Analysis of a Controller/Observer for Input-Constrained DC-DC Boost Power Converters","authors":"J. Guzman-Guemez, J. Moreno–Valenzuela","doi":"10.1137/1.9781611973273.11","DOIUrl":"https://doi.org/10.1137/1.9781611973273.11","url":null,"abstract":"In this paper, a new stability analysis of a known controller/observer for DC-DC boost converters is presented. The new analysis considers the overall closed–loop system, which includes the dynamics of the observation error as well as the dynamics of current and voltage error. This analysis relies in the stability theory of cascaded time-varying systems. In addition, two real–time experiments are shown, illustrating the robustness of the controller/observer.","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132781882","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611974072.31
A. Hajiloo, Mohammad Keshmiri, W. Xie
This paper presents an on–line image based visual servoing (IBVS) controller for a 6 DOF robotic system based on the robust model predictive control (RMPC) method. The controller is designed considering the robotic visual servoing system’s input and output constraints, such as robot physical limitations and visibility constraints. The proposed IBVS controller avoids the inverse of the image Jacobian matrix and hence can solve the intractable problems for the classical IBVS controller, such as large displacements between the initial and the desired positions of the camera. To verify the effectiveness of the proposed algorithm, real–time experimental results on a 6 Degrees–of–Freedom (DOF) robot manipulator with eye–in–hand configuration are presented
{"title":"On-Line Model Predictive Control for Constrained Image Based Visual Servoing of a Manipulator","authors":"A. Hajiloo, Mohammad Keshmiri, W. Xie","doi":"10.1137/1.9781611974072.31","DOIUrl":"https://doi.org/10.1137/1.9781611974072.31","url":null,"abstract":"This paper presents an on–line image based visual servoing (IBVS) controller for a 6 DOF robotic system based on the robust model predictive control (RMPC) method. The controller is designed considering the robotic visual servoing system’s input and output constraints, such as robot physical limitations and visibility constraints. The proposed IBVS controller avoids the inverse of the image Jacobian matrix and hence can solve the intractable problems for the classical IBVS controller, such as large displacements between the initial and the desired positions of the camera. To verify the effectiveness of the proposed algorithm, real–time experimental results on a 6 Degrees–of–Freedom (DOF) robot manipulator with eye–in–hand configuration are presented","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"200 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122681709","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611973273.26
E. Kharisov, Carolyn L. Beck, M. Bloom
{"title":"Regulation of Anesthesia Delivery via ℒ1-Adaptive Control","authors":"E. Kharisov, Carolyn L. Beck, M. Bloom","doi":"10.1137/1.9781611973273.26","DOIUrl":"https://doi.org/10.1137/1.9781611973273.26","url":null,"abstract":"","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"13 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127753629","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611974072.51
P. Dower, W. McEneaney, Huan Zhang
Recent work concerning the development of fundamental solution semigroups for specific classes of optimal control and related problems is unified and generalized. By exploiting max-plus linearity, semiconvexity, and semigroup properties of the corresponding dynamic programming evolution operator, two types of max-plus fundamental solution semigroup are presented. These semigroups, referred to respectively as max-plus primal and max-plus dual space fundamental solution semigroups, consist of horizon indexed max-plus linear maxplus integral operators that facilitate the propagation of value functions, or (respectively) their semiconvex transform, to longer time horizons via simple max-plus convolutions. Properties of these semigroups, and interconnections between them, are established. Their application to solving specific problems, including a class of operator differential Riccati equations, is summarized.
{"title":"Max-plus fundamental solution semigroups for optimal control problems","authors":"P. Dower, W. McEneaney, Huan Zhang","doi":"10.1137/1.9781611974072.51","DOIUrl":"https://doi.org/10.1137/1.9781611974072.51","url":null,"abstract":"Recent work concerning the development of fundamental solution semigroups for specific classes of optimal control and related problems is unified and generalized. By exploiting max-plus linearity, semiconvexity, and semigroup properties of the corresponding dynamic programming evolution operator, two types of max-plus fundamental solution semigroup are presented. These semigroups, referred to respectively as max-plus primal and max-plus dual space fundamental solution semigroups, consist of horizon indexed max-plus linear maxplus integral operators that facilitate the propagation of value functions, or (respectively) their semiconvex transform, to longer time horizons via simple max-plus convolutions. Properties of these semigroups, and interconnections between them, are established. Their application to solving specific problems, including a class of operator differential Riccati equations, is summarized.","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"121 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116042298","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611974072.59
Cody E. Clifton, B. Pasik-Duncan
The PageRank algorithm is used by Google as a way of hierarchically indexing web pages in order to provide relevant and reputable search results. Fundamentally, this algorithm relies on the hypertextual nature of the World Wide Web; indeed, the PageRank vector can be computed based simply on the hyperlink structure of every page in the web. In this paper, we consider a model for PageRank whose dynamics are described by a stochastic system and we establish strong consistency of the least squares estimator of an unknown parameter in this system. Furthermore, motivated by recent work on distributed randomized methods for computing PageRank, we show that the least squares estimator remains strongly consistent within a distributed framework.
{"title":"Parameter Estimation in a Stochastic System Model for PageRank","authors":"Cody E. Clifton, B. Pasik-Duncan","doi":"10.1137/1.9781611974072.59","DOIUrl":"https://doi.org/10.1137/1.9781611974072.59","url":null,"abstract":"The PageRank algorithm is used by Google as a way of hierarchically indexing web pages in order to provide relevant and reputable search results. Fundamentally, this algorithm relies on the hypertextual nature of the World Wide Web; indeed, the PageRank vector can be computed based simply on the hyperlink structure of every page in the web. In this paper, we consider a model for PageRank whose dynamics are described by a stochastic system and we establish strong consistency of the least squares estimator of an unknown parameter in this system. Furthermore, motivated by recent work on distributed randomized methods for computing PageRank, we show that the least squares estimator remains strongly consistent within a distributed framework.","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"64 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114213919","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 1900-01-01DOI: 10.1137/1.9781611973273.19
Milad Siami, N. Motee
The class of cyclic interconnected dynamical networks plays a crucial role in modeling of certain biochemical reaction networks. In this paper, we consider cyclic dynamical networks with loop topology and quantify bounds on various performance measures. First, we consider robustness of autonomous cyclic dynamical networks with respect to external stochastic disturbances. The H2–norm of the system is used as a robustness index to measure the expected steadystate dispersion of the state of the entire network. In particular, we explicitly quantify how the robustness index depends on the properties of the underlying digraph of a cyclic network. Next, we consider a class of cyclic dynamical networks with control inputs. Examples of such cyclic networks include a class of interconnected dynamical networks with some specific autocatalytic structure, e.g., glycolysis pathway. We characterize fundamental limits on the ideal performance of such cyclic networks by obtaining lower bounds on the minimum L2–gain disturbance attenuation. We show that how emergence of such fundamental limits result in essential tradeoffs between robustness and efficiency in cyclic networks.
{"title":"Robustness and Performance Analysis of Cyclic Interconnected Dynamical Networks","authors":"Milad Siami, N. Motee","doi":"10.1137/1.9781611973273.19","DOIUrl":"https://doi.org/10.1137/1.9781611973273.19","url":null,"abstract":"The class of cyclic interconnected dynamical networks plays a crucial role in modeling of certain biochemical reaction networks. In this paper, we consider cyclic dynamical networks with loop topology and quantify bounds on various performance measures. First, we consider robustness of autonomous cyclic dynamical networks with respect to external stochastic disturbances. The H2–norm of the system is used as a robustness index to measure the expected steadystate dispersion of the state of the entire network. In particular, we explicitly quantify how the robustness index depends on the properties of the underlying digraph of a cyclic network. Next, we consider a class of cyclic dynamical networks with control inputs. Examples of such cyclic networks include a class of interconnected dynamical networks with some specific autocatalytic structure, e.g., glycolysis pathway. We characterize fundamental limits on the ideal performance of such cyclic networks by obtaining lower bounds on the minimum L2–gain disturbance attenuation. We show that how emergence of such fundamental limits result in essential tradeoffs between robustness and efficiency in cyclic networks.","PeriodicalId":193106,"journal":{"name":"SIAM Conf. on Control and its Applications","volume":"107 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127326241","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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