Ming Chi

Chao Yang, Zhi-Hong Guan, Ming Chi et al.

This work investigates the cooperative output regulation problem of linear multi-agent systems with hybrid sampled data control. Due to the limited data sensing and communication, in many practical situations, only sampled data are available for the cooperation of multi-agent systems. To overcome this problem, a distributed hybrid controller is presented for the cooperative output regulation, and cooperative output regulation is achieved by well designed state feedback law. Then it proposed a method for the designing of sampled data controller to solve the cooperative output regulation problem with continuous linear systems and discrete-time communication data. Finally, numerical simulation example for cooperative tracking and a simulation example for optimal control of micro-grids are proposed to illustrate the result of the sampled data control law.

Lintao Ye, Ming Chi, Ruiquan Liao et al.

We propose an online learning algorithm that adaptively designs a decentralized linear quadratic regulator when the system model is unknown a priori and new data samples from a single system trajectory become progressively available. The algorithm uses a disturbance-feedback representation of state-feedback controllers coupled with online convex optimization with memory and delayed feedback. Under the assumption that the system is stable or given a known stabilizing controller, we show that our controller enjoys an expected regret that scales as $\sqrt{T}$ with the time horizon $T$ for the case of partially nested information pattern. For more general information patterns, the optimal controller is unknown even if the system model is known. In this case, the regret of our controller is shown with respect to a linear sub-optimal controller. We validate our theoretical findings using numerical experiments.

Lintao Ye, Zhengmiao Wang, Zhi-Wei Liu et al.

We study the problem of online convex optimization with memory and predictions over a horizon $T$. At each time step, a decision maker is given some limited predictions of the cost functions from a finite window of future time steps, i.e., values of the cost function at certain decision points in the future. The decision maker then chooses an action and incurs a cost given by a convex function that depends on the actions chosen in the past. We propose an algorithm to solve this problem and show that the dynamic regret of the algorithm decays exponentially with the prediction window length. Our algorithm contains two general subroutines that work for wider classes of problems. The first subroutine can solve general online convex optimization with memory and bandit feedback with $\sqrt{T}$-dynamic regret with respect to $T$. The second subroutine is a zeroth-order method that can be used to solve general convex optimization problems with a linear convergence rate that matches the best achievable rate of first-order methods for convex optimization. The key to our algorithm design and analysis is the use of truncated Gaussian smoothing when querying the decision points for obtaining the predictions. We complement our theoretical results using numerical experiments.