Distributed Stochastic Optimal Control of Nonlinear Systems based on ADMM

Pierer von Esch M, Landgraf D, Steffel M, Völz A, Graichen K (2024)

Publication Type: Journal article

Publication year: 2024

Journal

IEEE Control Systems Letters Institute of Electrical and Electronics Engineers (IEEE)

Book Volume: 8

Pages Range: 424-429

DOI: 10.1109/LCSYS.2024.3393411

Abstract

This paper presents an algorithm based on the alternating direction method of multipliers (ADMM) for the distributed solution of optimal control problems of stochastic multi-agent systems with nonlinear dynamics and state/input couplings as they arise, for instance, in distributed model predictive control of uncertain systems. The solution is based on a deterministic reformulation of the original stochastic problem in which certain covariances are exchanged between agents within the ADMM iterations resulting in a scalable algorithm. The algorithm is evaluated numerically for a nonlinear example system and for energy-optimal building automation control.

Authors with CRIS profile

Maximilian Pierer von Esch Chair of Automatic Control Daniel Landgraf Chair of Automatic Control Matthias Steffel Chair of Automatic Control Andreas Völz Chair of Automatic Control Knut Graichen Chair of Automatic Control

How to cite

APA:

Pierer von Esch, M., Landgraf, D., Steffel, M., Völz, A., & Graichen, K. (2024). Distributed Stochastic Optimal Control of Nonlinear Systems based on ADMM. IEEE Control Systems Letters, 8, 424-429. https://doi.org/10.1109/LCSYS.2024.3393411

MLA:

Pierer von Esch, Maximilian, et al. "Distributed Stochastic Optimal Control of Nonlinear Systems based on ADMM." IEEE Control Systems Letters 8 (2024): 424-429.

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