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Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change

2024· article· en· W4402362610 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueSystems & Control Letters · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsQueen's University
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsMeasure (data warehouse)Simple (philosophy)Control theory (sociology)Decentralised systemControl (management)Computer scienceMathematicsArtificial intelligenceData mining

Abstract

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Decentralized stochastic control problems with local information involve problems where multiple agents and subsystems which are coupled via dynamics and/or cost are present. Typically, however, the dynamics of such couplings is complex and difficult to precisely model, leading to questions on robustness in control design. Additionally, when such a coupling can be modeled, the problem arrived at is typically challenging and non-convex, due to decentralization of information. In this paper, we develop a robustness framework for optimal decentralized control of interacting agents, where we show that a decentralized control problem with interacting agents can be robustly designed by considering a risk-sensitive version of non-interacting agents/particles. This leads to a tractable robust formulation where we give a bound on the value of the cost function in terms of the risk-sensitive cost function for the non-interacting case plus a term involving the “strength” of the interaction as measured by relative entropy. We will build on Gaussian measure theory and an associated variational equality. A particular application includes mean-field models consisting of (a generally large number of) interacting agents which are often hard to solve for the case with small or moderate numbers of agents, leading to an interest in effective approximations and robustness. By adapting a risk-sensitivity parameter, we also robustly control a non-symmetrically interacting problem with mean-field cost by one which is symmetric with a risk-sensitive criterion, and in the limit of small interactions, show the stability of optimal solutions to perturbations.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.975
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0020.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.034
GPT teacher head0.208
Teacher spread0.174 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it