5 papers
Relaxed Control with Entropy Regularization for Itô Stochastic Systems with Input Delay
Ruixue Li, Xun Li, Zhaorong Zhang +1
This paper investigates the infinite-horizon classical stochastic optimal control problem with input delay under an entropy-regularized relaxed control framework. In particular, by…
Distributed Algorithm for the Global Optimal Controller of Nonlinear Multi-Agent Systems
Ruixue Li, Wenjing Yang, Zhaorong Zhang +2
In this paper, we investigate the distributed optimal control problem for a kind of nonlinear multi-agent systems. In particular,both the state and the system dynamic structures of…
Distributed Load Frequency Control of Multi-Area Smart Grid
Wenjing Yang, Zhaorong Zhang, Xun Li +1
In this paper, we investigate the distributed load frequency control problem in a multi-area smart grid under external load disturbances and measurement noise. The novelty lies in…
State-dependent temperature control in Langevin diffusions using numerical exploratory Hamiltonian-Jacobi-Bellman equations
Taorui Wang, Xun Li, Gu Wang +1
Choosing how much noise to add in Langevin dynamics is essential for making these algorithms effective in challenging optimization problems. One promising approach is to determine…
Reinforcement Learning for Stochastic LQ Control of Discrete-Time Systems with Multiplicative Noises
Hongdan Li, Lucky Qiaofeng Li, Xun Li +1
This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose…