Decentralized stochastic control: information structures, communication, and learning

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The objective of the proposed research program is to develop a systematic methodology for the optimal control of decentralized systems where all agents have a common objective. Such systems arise in almost all modern technologies, including networked control systems, communication networks, sensor and surveillance networks, environmental remote sensing, smart grids, transportation networks, monitoring and diagnostic systems, and robotics. The reason that decentralized control problems arise in these varied applications is that it is not always technologically or economically feasible to share all pertinent information with a single agent. While this is true, it is feasible to share some pertinent information among a subset of agents. In this research program we investigate how such information sharing simplifies the design of decentralized systems. This proposal maps a five year research program to address two fundamental questions: (Q1) Suppose, before the system starts running, there are resources to build a fixed number of communication links between agents. Which links should be built? (Q2) Suppose, once the system starts running, agents can communicate information to other agents at a cost. When and what should the agents communicate and to whom? To answer these questions, three directions will be pursued: (1) Identify new classes of information structures that lead to a tractable design. (2) Identify optimal transmission strategies that determine when an agent should communicate information to others. (3) Develop learning and adaptation strategies for the above two directions when the system model is not known. The proposed research program will provide broad training to 4 PhD and 3 MEng students in fundamental areas of system science and control engineering, thereby providing them with a solid foundation for their future endeavors. The results obtained in this program will find applications in networked control systems, transportation networks, smart-grids, sensor and surveillance networks, healthcare monitoring, and robotics.