Sparse optimal control of networks with multiplicative noise via policy gradient

28 May 2019Benjamin GravellYi GuoTyler Summers

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... (read more)

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