2024/06/07 by Dhairya Patel, Patel, Dhairya, Margaret P. Chapman +1 · 1 citation
Computer Science · Earth and Planetary Sciences · Mathematics · #Aquatic and Environmental Studies #FOS: Electrical engineering #FOS: Mathematics #Numerical methods for differential equations #Optimization and Control (math.OC) #Optimization and Variational Analysis #Systems and Control (eess.SY) #electronic engineering #information engineering
paper · pdf · doi:10.48550/arxiv.2406.05239
openalex publication_date 2024/06/07 · openalex created_date 2024/06/12 · openalex updated_date 2026/07/28
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.