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Designing feasible control strategies for opinion dynamics in complex social systems has never been an easy task. It requires a control protocol which 1) is not enforced on all individuals in the society, and 2) does not exclusively rely on specific opinion values shared by the social system. Thanks to the recent studies on noise-induced consensus in opinion dynamics, the noise-based intervention strategy has emerged as the only one meeting both of the above requirements, yet its underlying general theory is still lacking. In this paper, we perform rigorous theoretical analysis and simulations of a noise-based control strategy for opinion formation in which only a fraction of individuals is affected by randomly generated noise. We found that irrespective of the number of noise-driven individuals, including the case of only one single noise-affected individual, the system can attain a quasi-consensus in finite time, and the critical noise strength can be obtained. Our results highlight the efficiency of noise-driven mechanisms for the control of complex social dynamics., arXiv admin note: text overlap with arXiv:1711.01432

We address the problem of mitigating damage to a power grid following a storm by managing a vehicle that has to be routed while simultaneously performing two tasks: learning about damage from the grid (which requires direct observation) and repairing damage that it observes. The learning process is assisted by calls from customers notifying the utility that they have lost power (``lights-out calls''). However, when a tree falls and damages a line, it triggers the first upstream circuit breaker, which results in power outages for everyone on the grid below the circuit breaker. We present a dynamic routing model that captures observable state variables such as the location of the truck and the state of the grid on segments the truck has visited, and beliefs about outages on segments that have not been visited. Trucks are routed over a physical transportation network, but the pattern of outages is governed by the structure of the power grid. We introduce a form of Monte Carlo tree search based on information relaxation that we call {\it optimistic MCTS} which improves its application to problems with larger action spaces. We show that the method significantly outperforms standard escalation heuristics used in industry.}, 44 pages, 7 figures. arXiv admin note: substantial text overlap with arXiv:1605.05711

In this work we present a new framework for the analysis and design of randomized gossip algorithms for solving the average consensus problem. We show how classical randomized iterative methods for solving linear systems can be interpreted as gossip algorithms when applied to special systems encoding the underlying network and explain in detail their decentralized nature. Our general framework recovers a comprehensive array of well-known gossip algorithms as special cases, including the pairwise randomized gossip algorithm and path averaging gossip, and allows for the development of provably faster variants. The flexibility of the new approach enables the design of a number of new specific gossip methods. For instance, we propose and analyze novel block and the first provably accelerated randomized gossip protocols, and dual randomized gossip algorithms. From a numerical analysis viewpoint, our work is the first that explores in depth the decentralized nature of randomized iterative methods for linear systems and proposes them as methods for solving the average consensus problem. We evaluate the performance of the proposed gossip protocols by performing extensive experimental testing on typical wireless network topologies., Comment: 44 pages, 12 figures

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid obstacles while moving in an n-dimensional space. The proposed reformulation does not introduce approximations, and applies to general obstacles and controlled objects that can be represented in an n-dimensional space as the finite union of convex sets. Furthermore, we connect our results with the notion of signed distance, which is widely used in traditional trajectory generation algorithms. Our method can be used in generic navigation and trajectory planning tasks, and the smoothness property allows the use of general-purpose gradient- and Hessian-based optimization algorithms. Finally, in case a collision cannot be avoided, our framework allows us to find "least-intrusive" trajectories, measured in terms of penetration. We demonstrate the efficacy of our framework on a quadcopter navigation and automated parking problem, and our numerical experiments suggest that the proposed methods enable real-time optimization-based trajectory planning problems in tight environments. Source code of our implementation is provided at https://github.com/XiaojingGeorgeZhang/OBCA., Comment: 27 pages, 9 figures, 2 tables

The main challenge for adaptive regulation of linear-quadratic systems is the trade-off between identification and control. An adaptive policy needs to address both the estimation of unknown dynamics parameters (exploration), as well as the regulation of the underlying system (exploitation). To this end, optimism-based methods which bias the identification in favor of optimistic approximations of the true parameter are employed in the literature. A number of asymptotic results have been established, but their finite time counterparts are few, with important restrictions. This study establishes results for the worst-case regret of optimism-based adaptive policies. The presented high probability upper bounds are optimal up to logarithmic factors. The non-asymptotic analysis of this work requires very mild assumptions; (i) stabilizability of the system's dynamics, and (ii) limiting the degree of heaviness of the noise distribution. To establish such bounds, certain novel techniques are developed to comprehensively address the probabilistic behavior of dependent random matrices with heavy-tailed distributions., 28 pages

In this paper, we propose a filtering algorithm for simultaneously estimating the mode, input and state of hidden mode switched linear stochastic systems with unknown inputs. Using a multiple-model approach with a bank of linear input and state filters for each mode, our algorithm relies on the ability to find the most probable model as a mode estimate, which we show is possible with input and state filters by identifying a key property, that a particular residual signal we call generalized innovation is a Gaussian white noise. We also provide an asymptotic analysis for the proposed algorithm and provide sufficient conditions for asymptotically achieving convergence to the true model (consistency), or to the 'closest' model according to an information-theoretic measure (convergence). A simulation example of intention-aware vehicles at an intersection is given to demonstrate the effectiveness of our approach., Comment: Submitted to SIAM Journal on Control and Optimization

In many multirobot applications, planning trajectories in a way to guarantee that the collective behavior of the robots satisfies a certain high-level specification is crucial. Motivated by this problem, we introduce counting temporal logics---formal languages that enable concise expression of multirobot task specifications over possibly infinite horizons. We first introduce a general logic called counting linear temporal logic plus (cLTL+), and propose an optimization-based method that generates individual trajectories such that satisfaction of a given cLTL+ formula is guaranteed when these trajectories are synchronously executed. We then introduce a fragment of cLTL+, called counting linear temporal logic (cLTL), and show that a solution to planning problem with cLTL constraints can be obtained more efficiently if all robots have identical dynamics. In the second part of the paper, we relax the synchrony assumption and discuss how to generate trajectories that can be asynchronously executed, while preserving the satisfaction of the desired cLTL+ specification. In particular, we show that when the asynchrony between robots is bounded, the method presented in this paper can be modified to generate robust trajectories. We demonstrate these ideas with an experiment and provide numerical results that showcase the scalability of the method., Under submission for a journal

We analyze optimal strategies for the allocation of a finite budget that can be invested in different advertising channels over time with the objective of influencing social opinions in a network of individuals. In our analysis, we consider both exogenous influence mechanisms, such as advertising campaigns, as well as endogenous mechanisms of social influence, such as word-of-mouth and peer-pressure, which are modeled using diffusion dynamics. We show that for a broad family of objective functions, the optimal influence strategy at every time uses all channels at either their maximum rate or not at all, i.e., a bang-bang strategy. Furthermore, we prove that the number of switches between these extremes is bounded above by a term that is typically much smaller than the number of agents. This means that the optimal influence strategy is to exert maximum effort in waves for every channel, and then cease effort and let the effects propagate. We also show that, at the beginning of the campaign, the total cost-adjusted reach of an exogenous advertising channel determines its relative value. In contrast, as we approach our investment horizon (e.g., election day), the optimal strategy is to invest in channels able to target individuals instead of broad-reaching channels. We demonstrate that the optimal influence strategies are easily computable in several practical cases, and explicitly characterize the optimal controls for the case of linear objective functions in closed form. Finally, we see that, in the canonical example of designing an election campaign, identifying late-deciders is a critical component in the optimal design., Comment: 27 pages, preliminary versions were presented at the Information Theory and Applications (ITA) workshop 2017 and the Yale Day of Data 2017

We study event-triggered control for stabilization of unstable linear plants over rate-limited communication channels subject to unknown, bounded delay. On one hand, the timing of event triggering carries implicit information about the state of the plant. On the other hand, the delay in the communication channel causes information loss, as it makes the state information available at the controller out of date. Combining these two effects, we show a phase transition behavior in the transmission rate required for stabilization using a given event-triggering strategy. For small values of the delay, the timing information carried by the triggering events is substantial, and the system can be stabilized with any positive rate. When the delay exceeds a critical threshold, the timing information alone is not enough to achieve stabilization and the required rate grows. When the loss of information due to the communication delay perfectly compensates the implicit information carried by the triggering events, the delay equals the inverse of the entropy rate of the plant, and we obtain the same rate requirement prescribed by the data-rate theorem. When the delay is larger than this threshold, the required rate becomes larger than that required by the data-rate theorem. We also provide an explicit construction yielding a sufficient rate for stabilization, and generalize our results to vector systems. The results do not rely on any a priori probabilistic model of the delay or the initial conditions.

As autonomous vehicle technology advances rapidly, the design and operation of networks composed of fully autonomous vehicles have attracted immense interest. It is widely anticipated that fully autonomous vehicle networks will drastically improve performance. In this paper, we consider a widely studied problem, in which autonomous vehicles arriving at an intersection adjust their speeds to traverse the intersection as rapidly as possible, while avoiding collisions. We propose a coordination control algorithm, assuming stochastic models for the arrival times of the vehicles. The proposed algorithm extends the widely studied polling systems analysis to the case involving customers subject to second-order differential constraints. We provide provable guarantees on 1) safety, no collisions occur surely, and 2) performance, rigorous bounds on the expected delay. We also provide a stability analysis for the resulting queueing system. We demonstrate the algorithm in an extensive simulation study, providing one to two orders of magnitude improvement in delays over the traditional traffic light., National Science Foundation (U.S.) (Grant 1350685)

We consider a distribution grid used to charge electric vehicles such that voltage drops stay bounded. We model this as a class of resource-sharing networks, known as bandwidth-sharing networks in the communication network literature. We focus on resource-sharing networks that are driven by a class of greedy control rules that can be implemented in a decentralized fashion. For a large number of such control rules, we can characterize the performance of the system by a fluid approximation. This leads to a set of dynamic equations that take into account the stochastic behavior of EVs. We show that the invariant point of these equations is unique and can be computed by solving a specific ACOPF problem, which admits an exact convex relaxation. We illustrate our findings with a case study using the SCE 47-bus network and several special cases that allow for explicit computations., 13 pages, 8 figures

Estimation of nonlinear dynamic models from data poses many challenges, including model instability and non-convexity of long-term simulation fidelity. Recently Lagrangian relaxation has been proposed as a method to approximate simulation fidelity and guarantee stability via semidefinite programming (SDP), however the resulting SDPs have large dimension, limiting their utility in practical problems. In this paper we develop a path-following interior point algorithm that takes advantage of special structure in the problem and reduces computational complexity from cubic to linear growth with the length of the data set. The new algorithm enables empirical comparisons to established methods including Nonlinear ARX, and we demonstrate superior generalization to new data. We also explore the "regularizing" effect of stability constraints as an alternative to regressor subset selection., Comment: accepted to IEEE Transactions on Automatic Control

We give algorithms for designing near-optimal sparse controllers using policy gradient with applications to control of systems corrupted by multiplicative noise, which is increasingly important in emerging complex dynamical networks. Various regularization schemes are examined and incorporated into the optimization by the use of gradient, subgradient, and proximal gradient methods. Numerical experiments on a large networked system show that the algorithms converge to performant sparse mean-square stabilizing controllers.

This article considers the stochastic on-time arrival problem in transit networks where both the travel time and the waiting time for transit services are stochastic. A specific challenge of this problem is the combinatorial solution space due to the unknown ordering of transit line arrivals. We propose a network structure appropriate to the online decision-making of a passenger, including boarding, waiting and transferring. In this framework, we design a dynamic programming algorithm that is pseudo-polynomial in the number of transit stations and travel time budget, and exponential in the number of transit lines at a station, which is a small number in practice. To reduce the search space, we propose a definition of transit line dominance, and techniques to identify dominance, which decrease the computation time by up to 90% in numerical experiments. Extensive numerical experiments are conducted on both a synthetic network and the Chicago transit network., 29 pages; 12 figures. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/

Proportional integral derivative (PID) controllers are important and widely used tools in system control. Tuning of the controller gains is a laborious task, especially for complex systems such as combustion engines. To minimize the time of an engineer for tuning of the gains in a simulation software, we propose to formulate a part of the problem as a black-box optimization task. In this paper, we summarize the properties and practical limitations of tuning of the gains in this particular application. We investigate the latest methods of black-box optimization and conclude that the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) with bi-population restart strategy, elitist parent selection and active covariance matrix adaptation is best suited for this task. Details of the algorithm's experiment-based calibration are explained as well as derivation of a suitable objective function. The method's performance is compared with that of PSO and SHADE. Finally, its usability is verified on six models of real engines., 28 pages (single column); after major revision; comparison with SHADE method added; author's name and affiliation have changed

This paper studies the problem of constructing in-block controllable (IBC) regions for affine systems. That is, we are concerned with constructing regions in the state space of affine systems such that all the states in the interior of the region are mutually accessible through the region's interior by applying uniformly bounded inputs. We first show that existing results for checking in-block controllability on given polytopic regions cannot be easily extended to address the question of constructing IBC regions. We then explore the geometry of the problem to provide a computationally efficient algorithm for constructing IBC regions. We also prove the soundness of the algorithm. We then use the proposed algorithm to construct safe speed profiles for different robotic systems, including fully-actuated robots, ground robots modeled as unicycles with acceleration limits, and unmanned aerial vehicles (UAVs). Finally, we present several experimental results on UAVs to verify the effectiveness of the proposed algorithm. For instance, we use the proposed algorithm for real-time collision avoidance for UAVs., 17 pages, 18 figures, under review for publication in Automatica

The emerging interest in low-latency high-reliability applications, such as connected vehicles, necessitates a new abstraction between communication and control. Thanks to advances in cyber-physical systems over the past decades, we understand this interface for classical bit-rate models of channels as well as packet-loss-type channels. This article proposes a new abstraction characterized as a tradeoff curve between latency, reliability, and rate. Our aim is to understand—do we (control engineers) prefer faster but less reliable communications (with shorter codes), or slower but more reliable communications (with longer codes)? In this article, we examine the tradeoffs between latency and reliability for the problem of estimating dynamical systems over communication channels. Employing different latency-reliability curves derived from practical coding schemes, we develop a cross-layer design methodology, i.e., select the code length depending on the system dynamics to optimize system performance.

In this paper, we focus on applications in machine learning, optimization, and control that call for the resilient selection of a few elements, e.g. features, sensors, or leaders, against a number of adversarial denial-of-service attacks or failures. In general, such resilient optimization problems are hard, and cannot be solved exactly in polynomial time, even though they often involve objective functions that are monotone and submodular. Notwithstanding, in this paper we provide the first scalable, curvature-dependent algorithm for their approximate solution, that is valid for any number of attacks or failures, and which, for functions with low curvature, guarantees superior approximation performance. Notably, the curvature has been known to tighten approximations for several non-resilient maximization problems, yet its effect on resilient maximization had hitherto been unknown. We complement our theoretical analyses with supporting empirical evaluations., Comment: Improved suboptimality guarantees on proposed algorithm and corrected typo on Algorithm 1's statement

We propose a distributed model predictive control scheme for linear time-invariant constrained systems that admit a separable structure. To exploit the merits of distributed computation algorithms, the terminal cost and invariant terminal set of the optimal control problem need to respect the coupling structure of the system. Existing methods to address this issue typically separate the synthesis of terminal controllers and costs from the one of terminal sets, and do not explicitly consider the effect of the current and predicted system states on this synthesis process. These limitations can adversely affect performance due to small or even empty terminal sets. Here, we present a unified framework to encapsulate the synthesis of both the stabilizing terminal controller and invariant terminal set into the same optimization problem. Conditions for Lyapunov stability and invariance are imposed in the synthesis problem in a way that allows the terminal cost and invariant terminal set to admit the desired distributed structure. We illustrate the effectiveness of the proposed method on several numerical examples., IEEE Transactions on Automatic Control, 65 (3), ISSN:0018-9286, ISSN:1558-2523

Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic gradient algorithm (SGD), where instead of updating the weight vector along the negative direction of the stochastic gradient, the update is performed in a "mirror domain" defined by the gradient of a (strictly convex) potential function. This potential function, and the mirror domain it yields, provides considerable flexibility in the algorithm compared to SGD. While many properties of SMD have already been obtained in the literature, in this paper we exhibit a new interpretation of SMD, namely that it is a risk-sensitive optimal estimator when the unknown weight vector and additive noise are non-Gaussian and belong to the exponential family of distributions. The analysis also suggests a modified version of SMD, which we refer to as symmetric SMD (SSMD). The proofs rely on some simple properties of Bregman divergence, which allow us to extend results from quadratics and Gaussians to certain convex functions and exponential families in a rather seamless way.

This paper introduces the Time Synchronization Attack Rejection and Mitigation (TSARM) technique for Time Synchronization Attacks (TSAs) over the Global Positioning System (GPS). The technique estimates the clock bias and drift of the GPS receiver along with the possible attack contrary to previous approaches. Having estimated the time instants of the attack, the clock bias and drift of the receiver are corrected. The proposed technique is computationally efficient and can be easily implemented in real time, in a fashion complementary to standard algorithms for position, velocity, and time estimation in off-the-shelf receivers. The performance of this technique is evaluated on a set of collected data from a real GPS receiver. Our method renders excellent time recovery consistent with the application requirements. The numerical results demonstrate that the TSARM technique outperforms competing approaches in the literature.

We adopt an operator-theoretic perspective to study convergence of linear fixed-point iterations and discrete-time linear systems. We mainly focus on the so-called Krasnoselskij–Mann iteration, ${x}$ ( $k + 1$ ) = ( $1-\alpha _{k}$ ) ${x}$ ( ${k}$ ) + $\alpha _{k} A~{x}$ ( ${k}$ ), which is relevant for distributed computation in optimization and game theory, when $A$ is not available in a centralized way. We show that strict pseudocontractiveness of the linear operator $x \mapsto Ax$ is not only sufficient (as known) but also necessary for the convergence to a vector in the kernel of $I-A$ . We also characterize some relevant operator-theoretic properties of linear operators via eigenvalue location and linear matrix inequalities. We apply the convergence conditions to multi-agent linear systems with vanishing step sizes, in particular, to linear consensus dynamics and equilibrium seeking in monotone linear-quadratic games.

A Learning Model Predictive Controller (LMPC) for iterative tasks is presented. The controller is reference-free and is able to improve its performance by learning from previous iterations. A safe set and a terminal cost function are used in order to guarantee recursive feasibility and non-increasing performance at each iteration. The paper presents the control design approach, and shows how to recursively construct terminal set and terminal cost from state and input trajectories of previous iterations. Simulation results show the effectiveness of the proposed control logic.

We consider using a battery storage system simultaneously for peak shaving and frequency regulation through a joint optimization framework which captures battery degradation, operational constraints and uncertainties in customer load and regulation signals. Under this framework, using real data we show the electricity bill of users can be reduced by up to 15\%. Furthermore, we demonstrate that the saving from joint optimization is often larger than the sum of the optimal savings when the battery is used for the two individual applications. A simple threshold real-time algorithm is proposed and achieves this super-linear gain. Compared to prior works that focused on using battery storage systems for single applications, our results suggest that batteries can achieve much larger economic benefits than previously thought if they jointly provide multiple services., Comment: To Appear in IEEE Transaction on Power Systems

Phasor measurement units (PMUs) can be effectively utilized for the monitoring and control of the power grid. As the cyber-world becomes increasingly embedded into power grids, the risks of this inevitable evolution become serious. In this paper, we present a risk mitigation strategy, based on dynamic state estimation, to eliminate threat levels from the grid’s unknown inputs and potential cyber-attacks. The strategy requires: 1) the potentially incomplete knowledge of power system models and parameters and 2) real-time PMU measurements. First, we utilize a dynamic state estimator for higher order depictions of power system dynamics for simultaneous state and unknown inputs estimation. Second, estimates of cyber-attacks are obtained through an attack detection algorithm. Third, the estimation and detection components are seamlessly utilized in an optimization framework to determine the most impacted PMU measurements. Finally, a risk mitigation strategy is proposed to guarantee the elimination of threats from attacks, ensuring the observability of the power system through available, safe measurements. Case studies are included to validate the proposed approach. Insightful suggestions, extensions, and open problems are also posed.

Recent innovations in the design of computer viruses have led to new trade-offs for the attacker. Multiple variants of a malware may spread at different rates and have different levels of visibility to the network. In this work we examine the optimal strategies for the attacker so as to trade off the extent of spread of the malware against the need for stealth. We show that in the mean-field deterministic regime, this spread-stealth trade-off is optimized by computationally simple single-threshold policies. Specifically, we show that only one variant of the malware is spread by the attacker at each time, as there exists a time up to which the attacker prioritizes maximizing the spread of the malware, and after which she prioritizes stealth., Comment: Amended to include more explanations on assumptions, add more real-world context on new stealthy malware, and improve figures

In this paper, we study a strategic model of marketing and product consumption in social networks. We consider two firms in a market competing to maximize the consumption of their products. Firms have a limited budget which can be either invested on the quality of the product or spent on initial seeding in the network in order to better facilitate spread of the product. After the decision of firms, agents choose their consumptions following a myopic best response dynamics which results in a local, linear update for their consumption decision. We characterize the unique Nash equilibrium of the game between firms and study the effect of the budgets as well as the network structure on the optimal allocation. We show that at the equilibrium, firms invest more budget on quality when their budgets are close to each other. However, as the gap between budgets widens, competition in qualities becomes less effective and firms spend more of their budget on seeding. We also show that given equal budget of firms, if seeding budget is nonzero for a balanced graph, it will also be nonzero for any other graph, and if seeding budget is zero for a star graph it will be zero for any other graph as well. As a practical extension, we then consider a case where products have some preset qualities that can be only improved marginally. At some point in time, firms learn about the network structure and decide to utilize a limited budget to mount their market share by either improving the quality or new seeding some agents to incline consumers towards their products. We show that the optimal budget allocation in this case simplifies to a threshold strategy. Interestingly, we derive similar results to that of the original problem, in which preset qualities simulate the role that budgets had in the original setup., arXiv admin note: substantial text overlap with arXiv:1404.1405

In this paper, the problem of finding a Nash equilibrium (NE) of a multi-player game is considered. The players are only aware of their own cost functions as well as the action space of all players. We develop a relatively fast algorithm within the framework of inexact-ADMM. It requires a communication graph for the information exchange between the players as well as a few mild assumptions on cost functions. The convergence proof of the algorithm to an NE of the game is then provided. Moreover, the convergence rate is investigated via simulations.

The fundamental limits of remote estimation of Markov processes under communication constraints are presented. The remote estimation system consists of a sensor and an estimator. The sensor observes a discrete-time Markov process, which is a symmetric countable state Markov source or a Gauss-Markov process. At each time, the sensor either transmits the current state of the Markov process or does not transmit at all. Communication is noiseless but costly. The estimator estimates the Markov process based on the transmitted observations. In such a system, there is a trade-off between communication cost and estimation accuracy. Two fundamental limits of this trade-off are characterized for infinite horizon discounted cost and average cost setups. First, when each transmission is costly, we characterize the minimum achievable cost of communication plus estimation error. Second, when there is a constraint on the average number of transmissions, we characterize the minimum achievable estimation error. Transmission and estimation strategies that achieve these fundamental limits are also identified., arXiv admin note: substantial text overlap with arXiv:1412.3199

We consider the problem of estimating the state of a noisy linear dynamical system when an unknown subset of sensors is arbitrarily corrupted by an adversary. We propose a secure state estimation algorithm, and derive (optimal) bounds on the achievable state estimation error given an upper bound on the number of attacked sensors. The proposed state estimator involves Kalman filters operating over subsets of sensors to search for a sensor subset which is reliable for state estimation. To further improve the subset search time, we propose Satisfiability Modulo Theory based techniques to exploit the combinatorial nature of searching over sensor subsets. Finally, as a result of independent interest, we give a coding theoretic view of attack detection and state estimation against sensor attacks in a noiseless dynamical system., Submitted to IEEE TCNS special issue on secure control of cyber physical systems. A preliminary version of this work appeared in the proceedings of ISIT 2015. arXiv admin note: text overlap with arXiv:1504.05566

In this paper, we investigate the adaptive control problem for robot manipulators with both the uncertain kinematics and dynamics. We propose two adaptive control schemes to realize the objective of task-space trajectory tracking irrespective of the uncertain kinematics and dynamics. The proposed controllers have the desirable separation property, and we also show that the first adaptive controller with appropriate modifications can yield improved performance, without the expense of conservative gain choice. The performance of the proposed controllers is shown by numerical simulations., 18 pages, 7 figures, revised for improving the presentation and adding some contents and references based on the reviewers' and AE's comments from IEEE Transactions on Automatic Control

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space where balanced truncation may be carried out implicitly. This leads to a nonlinear reduction map which can be combined with a representation of the system belonging to a reproducing kernel Hilbert space to give a closed, reduced order dynamical system which captures the essential input-output characteristics of the original model. Empirical simulations illustrating the approach are also provided., Rewritten to improve readability. arXiv admin note: text overlap with arXiv:1011.2952

Many resource allocation problems can be formulated as an optimization problem whose constraints contain sensitive information about participating users. This paper concerns solving this kind of optimization problem in a distributed manner while protecting the privacy of user information. Without privacy considerations, existing distributed algorithms normally consist in a central entity computing and broadcasting certain public coordination signals to participating users. However, the coordination signals often depend on user information, so that an adversary who has access to the coordination signals can potentially decode information on individual users and put user privacy at risk. We present a distributed optimization algorithm that preserves differential privacy, which is a strong notion that guarantees user privacy regardless of any auxiliary information an adversary may have. The algorithm achieves privacy by perturbing the public signals with additive noise, whose magnitude is determined by the sensitivity of the projection operation onto user-specified constraints. By viewing the differentially private algorithm as an implementation of stochastic gradient descent, we are able to derive a bound for the suboptimality of the algorithm. We illustrate the implementation of our algorithm via a case study of electric vehicle charging. Specifically, we derive the sensitivity and present numerical simulations for the algorithm. Through numerical simulations, we are able to investigate various aspects of the algorithm when being used in practice, including the choice of step size, number of iterations, and the trade-off between privacy level and suboptimality., Submitted to the IEEE Transactions on Automatic Control

In this paper the infinite horizon optimal regulation problem is solved online for a deterministic control-affine nonlinear dynamical system using the state following (StaF) kernel method to approximate the value function. Unlike traditional methods that aim to approximate a function over a large compact set, the StaF kernel method aims to approximate a function in a small neighborhood of a state that travels within a compact set. Simulation results demonstrate that stability and approximate optimality of the control system can be achieved with significantly fewer basis functions than may be required for global approximation methods.

We propose a distributed control and coordination strategy for multi-agent systems where each agent has a local task specified as a Linear Temporal Logic (LTL) formula and at the same time is subject to relative-distance constraints with its neighboring agents. The local tasks capture the temporal requirements on individual agents' behaviors, while the relative-distance constraints impose requirements on the collective motion of the whole team. The proposed solution relies only on relative-state measurements among the neighboring agents without the need for explicit information exchange. It is guaranteed that the local tasks given as syntactically co-safe or general LTL formulas are fulfilled and the relative-distance constraints are satisfied at all time. The approach is demonstrated with computer simulations., 10 pages, 9 figures

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense of penalizing switching occurrences and assigning different preferences to utilization of different modes. The mode sequence is unspecified and a switching cost term is used in the cost function for penalizing each switching. It is shown that once a switching cost is incorporated, the optimal cost-to-go function depends on the already active subsystem, i.e., the subsystem which was engaged in the previous time step. Afterwards, an approximate dynamic programming based method is developed which provides an approximation of the optimal solution to the problem in a feedback form and for different initial conditions. Finally, the performance of the method is analyzed through numerical examples.

Scenario generation is an important step in the operation and planning of power systems with high renewable penetrations. In this work, we proposed a data-driven approach for scenario generation using generative adversarial networks, which is based on two interconnected deep neural networks. Compared with existing methods based on probabilistic models that are often hard to scale or sample from, our method is data-driven, and captures renewable energy production patterns in both temporal and spatial dimensions for a large number of correlated resources. For validation, we use wind and solar times-series data from NREL integration data sets. We demonstrate that the proposed method is able to generate realistic wind and photovoltaic power profiles with full diversity of behaviors. We also illustrate how to generate scenarios based on different conditions of interest by using labeled data during training. For example, scenarios can be conditioned on weather events~(e.g. high wind day) or time of the year~(e,g. solar generation for a day in July). Because of the feedforward nature of the neural networks, scenarios can be generated extremely efficiently without sophisticated sampling techniques., Comment: Accepted to IEEE Transactions on Power Systems; code available at https://github.com/chennnnnyize/Renewables_Scenario_Gen_GAN

We present a machine learning approach to the solution of chance constrained optimizations in the context of voltage regulation problems in power system operation. The novelty of our approach resides in approximating the feasible region of uncertainty with an ellipsoid. We formulate this problem using a learning model similar to Support Vector Machines (SVM) and propose a sampling algorithm that efficiently trains the model. We demonstrate our approach on a voltage regulation problem using standard IEEE distribution test feeders., Comment: accepted by ACC2019 http://acc2019.a2c2.org/

This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained optimization that is a generalization of the classic one-way trading problem and has a wide range of applications. We present a new algorithmic framework, \textsf{CR-Pursuit}, and prove that it achieves the minimal competitive ratio among all deterministic algorithms (up to a problem-dependent constant factor) for inventory-constrained online optimization. Our algorithm and its analysis not only simplify and unify the state-of-the-art results for the standard one-way trading problem, but they also establish novel bounds for generalizations including concave revenue functions. For example, for one-way trading with price elasticity, the \textsf{CR-Pursuit} algorithm achieves a competitive ratio that is within a small additive constant (i.e., 1/3) to the lower bound of $\ln \theta+1$, where $\theta$ is the ratio between the maximum and minimum base prices., Comment: The first two authors contribute to the work equally. Manuscript submitted October 22, 2018; accepted December 17, 2018; to appear in ACM SIGMETRICS 2019

In this paper, we show the equivalence between a constrained, multi-agent control problem, modeled within the port-Hamiltonian framework, and an exact potential game. Specifically, critical distance-based constraints determine a network of double-integrator agents, which can be represented as a graph. Virtual couplings, i.e., pairs of spring-damper, assigned to each edge of the graph, allow to synthesize a distributed, gradient-based control law that steers the network to an invariant set of stable configurations. We characterize the points belonging to such set as Nash equilibria of the associated potential game, relating the parameters of the virtual couplings with the equilibrium seeking problem, since they are crucial to shape the transient behaviour (i.e., the convergence) and, ideally, the set of reachable equilibria., Comment: 6 pages, 5 figures

In this paper, we propose an asynchronous distributed algorithm for the computation of generalized Nash equilibria in noncooperative games, where the players interact via an undirected communication graph. Specifically, we extend the paper "Asynchronous distributed algorithm for seeking generalized Nash equilibria" by Yi and Pavel: we redesign the asynchronous update rule using auxiliary variables over the nodes rather than over the edges. This key modification renders the algorithm scalable for highly interconnected games. The derived asynchronous algorithm is robust against delays in the communication and it eliminates the idle times between computations, hence modeling a more realistic interaction between players with different update frequencies. We address the problem from an operator-theoretic perspective and design the algorithm via a preconditioned forward-backward splitting. Finally, we numerically simulate the algorithm for the Cournot competition in networked markets., Submitted to European Control Conference 2019 (under review)

In this work we present novel provably accelerated gossip algorithms for solving the average consensus problem. The proposed protocols are inspired from the recently developed accelerated variants of the randomized Kaczmarz method - a popular method for solving linear systems. In each gossip iteration all nodes of the network update their values but only a pair of them exchange their private information. Numerical experiments on popular wireless sensor networks showing the benefits of our protocols are also presented.

In this paper, we consider privacy against hypothesis testing adversaries within a non-stochastic framework. We develop a theory of non-stochastic hypothesis testing by borrowing the notion of uncertain variables from non-stochastic information theory. We define tests as binary-valued mappings on uncertain variables and prove a fundamental bound on the best performance of tests in non-stochastic hypothesis testing. We use this bound to develop a measure of privacy. We then construct reporting policies with prescribed privacy and utility guarantees. The utility of a reporting policy is measured by the distance between the reported and original values. We illustrate the effects of using such privacy-preserving reporting polices on a publicly-available practical dataset of preferences and demographics of young individuals, aged between 15-30, with Slovakian nationality.

In order to automate actions, such as defences against network attacks, one needs to quantify their efficiency. This can subsequently be used in post-evaluation, learning, etc. In order to quantify the defence efficiency as a function of the impact of the defence and its total cost, we present several natural requirements from such a definition of efficiency and provide a natural definition that complies with these requirements. Next, we precisely characterize our definition of efficiency by the axiomatic approach; namely, we strengthen the original requirements from such a definition and prove that the given definition is the unique definition that satisfies those requirements. Finally, we generalize the definition to the case of any number of input variables in two natural ways, and compare these generalizations., 8 pages

An energy based approach for stabilizing a mechanical system has offered a simple yet powerful control scheme. However, since it does not impose such strong constraints on parameter space of the controller, finding appropriate parameter values for an optimal controller is known to be hard. This paper intends to generate an optimal energy-based controller for swinging up a rotary inverted pendulum, also known as the Furuta pendulum, by applying the Bayesian optimization called Entropy Search. Simulations and experiments show that the optimal controller has an improved performance compared to a nominal controller for various initial conditions., 6 pages, 2019 Asian Control Conference

We consider the Kalman-filtering problem with multiple sensors which are connected through a communication network. If all measurements are delivered to one place called fusion center and processed together, we call the process centralized Kalman-filtering (CKF). When there is no fusion center, each sensor can also solve the problem by using local measurements and exchanging information with its neighboring sensors, which is called distributed Kalman-filtering (DKF). Noting that CKF problem is a maximum likelihood estimation problem, which is a quadratic optimization problem, we reformulate DKF problem as a consensus optimization problem, resulting in that DKF problem can be solved by many existing distributed optimization algorithms. A new DKF algorithm employing the distributed dual ascent method is provided and its performance is evaluated through numerical experiments.

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent methods unstable or weakens their convergence guarantees. Inspired by methods employed in adaptive control, this paper proposes new algorithms for the case when time-varying features are present, and demonstrates provable performance guarantees. In particular, we develop a unified variational perspective within a continuous time algorithm. This variational perspective includes higher order learning concepts and normalization, both of which stem from adaptive control, and allows stability to be established for dynamical machine learning problems where time-varying features are present. These higher order algorithms are also examined for provably correct learning in adaptive control and identification. Simulations are provided to verify the theoretical results., 25 pages, additional simulation detail, paper rewritten

Average consensus underpins key functionalities of distributed systems ranging from distributed information fusion, decision-making, distributed optimization, to load balancing and decentralized control. Existing distributed average consensus algorithms require each node to exchange and disclose state information to its neighbors, which is undesirable in cases where the state is private or contains sensitive information. In this paper, we propose a novel approach that avoids disclosing individual state information in average consensus by letting each node decompose its state into two sub-states. For each node, one of the two sub-states involves in computation and inter-node interactions as if it were the original state, while the other sub-state interacts only with the first sub-state of the same node, being completely invisible to other nodes. The initial values of the two sub-states are chosen randomly but with their mean fixed to the initial value of the original state, which is key to guarantee convergence to the desired consensus value. In direct contrast to differential-privacy based privacy-preserving average-consensus approaches which enable privacy by compromising accuracy in the consensus value, the proposed approach can guarantee convergence to the \emph{exact} desired value without any error. Not only is the proposed approach able to prevent the disclosure of a node's initial state to honest-but-curious neighbors, it can also provide protection against inference by external eavesdroppers able to wiretap communication links. Numerical simulations demonstrate the effectiveness of the approach and its advantages over state-of-the-art counterparts., accepted to IEEE Transactions on Automatic Control

The links between optimal control of dynamical systems and neural networks have proved beneficial both from a theoretical and from a practical point of view. Several researchers have exploited these links to investigate the stability of different neural network architectures and develop memory efficient training algorithms. We also adopt the dynamical systems view of neural networks, but our aim is different from earlier works. We exploit the links between dynamical systems, optimal control, and neural networks to develop a novel distributed optimization algorithm. The proposed algorithm addresses the most significant obstacle for distributed algorithms for neural network optimization: the network weights cannot be updated until the forward propagation of the data, and backward propagation of the gradients are complete. Using the dynamical systems point of view, we interpret the layers of a (residual) neural network as the discretized dynamics of a dynamical system and exploit the relationship between the co-states (adjoints) of the optimal control problem and backpropagation. We then develop a parallel-in-time method that updates the parameters of the network without waiting for the forward or back propagation algorithms to complete in full. We establish the convergence of the proposed algorithm. Preliminary numerical results suggest that the algorithm is competitive and more efficient than the state-of-the-art.

We introduce deceptive signaling framework as a new defense measure against advanced adversaries in cyber-physical systems. In general, adversaries look for system-related information, e.g., the underlying state of the system, in order to learn the system dynamics and to receive useful feedback regarding the success/failure of their actions so as to carry out their malicious task. To this end, we craft the information that is accessible to adversaries strategically in order to control their actions in a way that will benefit the system, indirectly and without any explicit enforcement. Under the solution concept of game-theoretic hierarchical equilibrium, we arrive at a semi-definite programming problem equivalent to the infinite-dimensional optimization problem faced by the defender while selecting the best strategy when the information of interest is Gaussian and both sides have quadratic cost functions. The equivalence result holds also for the scenarios where the defender can have partial or noisy measurements or the objective of the adversary is not known. We show the optimality of linear signaling rule within the general class of measurable policies in communication scenarios and also compute the optimal linear signaling rule in control scenarios.