Distributed optimization in power networks and general multi-agent systems

The dissertation studies the general area of complex networked systems that consist of interconnected and active heterogeneous components and usually operate in uncertain environments and with incomplete information. Problems associated with those systems are typically large-scale and computationally intractable, yet they are also very well-structured and have features that can be exploited by appropriate modeling and computational methods. The goal of this thesis is to develop foundational theories and tools to exploit those structures that can lead to computationally-efficient and distributed solutions, and apply them to improve systems operations and architecture.

Specifically, the thesis focuses on two concrete areas. The first one is to design distributed rules to manage distributed energy resources in the power network. The power network is undergoing a fundamental transformation. The future smart grid, especially on the distribution system, will be a large-scale network of distributed energy resources (DERs), each introducing random and rapid fluctuations in power supply, demand, voltage and frequency. These DERs provide a tremendous opportunity for sustainability, efficiency, and power reliability. However, there are daunting technical challenges in managing these DERs and optimizing their operation. The focus of this dissertation is to develop scalable, distributed, and real-time control and optimization to achieve system-wide efficiency, reliability, and robustness for the future power grid. In particular, we will present how to explore the power network structure to design efficient and distributed market and algorithms for the energy management. We will also show how to connect the algorithms with physical dynamics and existing control mechanisms for real-time control in power networks.

The second focus is to develop distributed optimization rules for general multi-agent engineering systems. A central goal in multiagent systems is to design local control laws for the individual agents to ensure that the emergent global behavior is desirable with respect to the given system level objective. Ideally, a system designer seeks to satisfy this goal while conditioning each agent’s control on the least amount of information possible. Our work focused on achieving this goal using the framework of game theory. In particular, we derived a systematic methodology for designing local agent objective functions that guarantees (i) an equivalence between the resulting game-theoretic equilibria and the system level design objective and (ii) that the resulting game possesses an inherent structure that can be exploited for distributed learning, e.g., potential games. The control design can then be completed by applying any distributed learning algorithm that guarantees convergence to the game-theoretic equilibrium. One main advantage of this game theoretic approach is that it provides a hierarchical decomposition between the decomposition of the systemic objective (game design) and the specific local decision rules (distributed learning algorithms). This decomposition provides the system designer with tremendous flexibility to meet the design objectives and constraints inherent in a broad class of multiagent systems. Furthermore, in many settings the resulting controllers will be inherently robust to a host of uncertainties including asynchronous clock rates, delays in information, and component failures.

Efficient methods for empirical tests of behavioral economics theories in laboratory and field experiments

In the quest for a descriptive theory of decision-making, the rational actor model in economics imposes rather unrealistic expectations and abilities on human decision makers. The further we move from idealized scenarios, such as perfectly competitive markets, and ambitiously extend the reach of the theory to describe everyday decision making situations, the less sense these assumptions make. Behavioural economics has instead proposed models based on assumptions that are more psychologically realistic, with the aim of gaining more precision and descriptive power. Increased psychological realism, however, comes at the cost of a greater number of parameters and model complexity. Now there are a plethora of models, based on different assumptions, applicable in differing contextual settings, and selecting the right model to use tends to be an ad-hoc process. In this thesis, we develop optimal experimental design methods and evaluate different behavioral theories against evidence from lab and field experiments.

We look at evidence from controlled laboratory experiments. Subjects are presented with choices between monetary gambles or lotteries. Different decision-making theories evaluate the choices differently and would make distinct predictions about the subjects' choices. Theories whose predictions are inconsistent with the actual choices can be systematically eliminated. Behavioural theories can have multiple parameters requiring complex experimental designs with a very large number of possible choice tests. This imposes computational and economic constraints on using classical experimental design methods. We develop a methodology of adaptive tests: Bayesian Rapid Optimal Adaptive Designs (BROAD) that sequentially chooses the "most informative" test at each stage, and based on the response updates its posterior beliefs over the theories, which informs the next most informative test to run. BROAD utilizes the Equivalent Class Edge Cutting (EC²) criteria to select tests. We prove that the EC² criteria is adaptively submodular, which allows us to prove theoretical guarantees against the Bayes-optimal testing sequence even in the presence of noisy responses. In simulated ground-truth experiments, we find that the EC² criteria recovers the true hypotheses with significantly fewer tests than more widely used criteria such as Information Gain and Generalized Binary Search. We show, theoretically as well as experimentally, that surprisingly these popular criteria can perform poorly in the presence of noise, or subject errors. Furthermore, we use the adaptive submodular property of EC² to implement an accelerated greedy version of BROAD which leads to orders of magnitude speedup over other methods.

We use BROAD to perform two experiments. First, we compare the main classes of theories for decision-making under risk, namely: expected value, prospect theory, constant relative risk aversion (CRRA) and moments models. Subjects are given an initial endowment, and sequentially presented choices between two lotteries, with the possibility of losses. The lotteries are selected using BROAD, and 57 subjects from Caltech and UCLA are incentivized by randomly realizing one of the lotteries chosen. Aggregate posterior probabilities over the theories show limited evidence in favour of CRRA and moments' models. Classifying the subjects into types showed that most subjects are described by prospect theory, followed by expected value. Adaptive experimental design raises the possibility that subjects could engage in strategic manipulation, i.e. subjects could mask their true preferences and choose differently in order to obtain more favourable tests in later rounds thereby increasing their payoffs. We pay close attention to this problem; strategic manipulation is ruled out since it is infeasible in practice, and also since we do not find any signatures of it in our data.

In the second experiment, we compare the main theories of time preference: exponential discounting, hyperbolic discounting, "present bias" models: quasi-hyperbolic (α, β) discounting and fixed cost discounting, and generalized-hyperbolic discounting. 40 subjects from UCLA were given choices between 2 options: a smaller but more immediate payoff versus a larger but later payoff. We found very limited evidence for present bias models and hyperbolic discounting, and most subjects were classified as generalized hyperbolic discounting types, followed by exponential discounting.

In these models the passage of time is linear. We instead consider a psychological model where the perception of time is subjective. We prove that when the biological (subjective) time is positively dependent, it gives rise to hyperbolic discounting and temporal choice inconsistency.

We also test the predictions of behavioral theories in the "wild". We pay attention to prospect theory, which emerged as the dominant theory in our lab experiments of risky choice. Loss aversion and reference dependence predicts that consumers will behave in a uniquely distinct way than the standard rational model predicts. Specifically, loss aversion predicts that when an item is being offered at a discount, the demand for it will be greater than that explained by its price elasticity. Even more importantly, when the item is no longer discounted, demand for its close substitute would increase excessively. We tested this prediction using a discrete choice model with loss-averse utility function on data from a large eCommerce retailer. Not only did we identify loss aversion, but we also found that the effect decreased with consumers' experience. We outline the policy implications that consumer loss aversion entails, and strategies for competitive pricing.

In future work, BROAD can be widely applicable for testing different behavioural models, e.g. in social preference and game theory, and in different contextual settings. Additional measurements beyond choice data, including biological measurements such as skin conductance, can be used to more rapidly eliminate hypothesis and speed up model comparison. Discrete choice models also provide a framework for testing behavioural models with field data, and encourage combined lab-field experiments.

Properties of convergence of a class of iterative processes generated by sequences of self-mappings with applications to switched dynamic systems

This article investigates the convergence properties of iterative processes involving sequences of self-mappings of metric or Banach spaces. Such sequences are built from a set of primary self-mappings which are either expansive or non-expansive self-mappings and some of the non-expansive ones can be contractive including the case of strict contractions. The sequences are built subject to switching laws which select each active self-mapping on a certain activation interval in such a way that essential properties of boundedness and convergence of distances and iterated sequences are guaranteed. Applications to the important problem of stability of dynamic switched systems are also given.

Results on proximal and generalized weak proximal contractions including the case of iteration-dependent range sets

This paper presents some further results on proximal and asymptotic proximal contractions and on a class of generalized weak proximal contractions in metric spaces. The generalizations are stated for non-self-mappings of the forms for and , or , subject to and , such that converges uniformly to T, and the distances are iteration-dependent, where , , and are non-empty subsets of X, for , where is a metric space, provided that the set-theoretic limit of the sequences of closed sets and exist as and that the countable infinite unions of the closed sets are closed. The convergence of the sequences in the domain and the image sets of the non-self-mapping, as well as the existence and uniqueness of the best proximity points, are also investigated if the metric space is complete. Two application examples are also given, being concerned, respectively, with the solutions through pseudo-inverses of both compatible and incompatible linear algebraic systems and with the parametrical

Learning optimal adaptation strategies in unpredictable motor tasks.

Picking up an empty milk carton that we believe to be full is a familiar example of adaptive control, because the adaptation process of estimating the carton's weight must proceed simultaneously with the control process of moving the carton to a desired location. Here we show that the motor system initially generates highly variable behavior in such unpredictable tasks but eventually converges to stereotyped patterns of adaptive responses predicted by a simple optimality principle. These results suggest that adaptation can become specifically tuned to identify task-specific parameters in an optimal manner.

Application of the phylogenetic analysis in mitochondrial disease study

Mitochondrial disease currently received an increasing concern. However, the case-control design commonly adopted in this field is vulnerable to genetic background, population stratification and poor data quality. Although the phylogenetic analysis could

Reflex contributions to the directional tuning of arm stiffness

It has been shown that during arm movement, humans selectively change the endpoint stiffness of their arm to compensate for the instability in an unstable environment. When the direction of the instability is rotated with respect to the direction of movement, it was found that humans modify the antisymmetric component of their endpoint stiffness. The antisymmetric component of stiffness arises due to reflex responses suggesting that the subjects may have tuned their reflex responses as part of the feedforward adaptive control. The goal of this study was to examine whether the CNS modulates the gain of the reflex response for selective tuning of endpoint impedance. Subjects performed reaching movements in three unstable force fields produced by a robotic manipulandum, each field differing only in the rotational component. After subjects had learned to compensate for the field, allowing them to make unperturbed movements to the target, the endpoint stiffness of the arm was estimated in the middle of the movements. At the same time electromyographic activity (EMG) of six arm muscles was recorded. Analysis of the EMG revealed differences across force fields in the reflex gain of these muscles consistent with stiffness changes. This study suggests that the CNS modulates the reflex gain as part of the adaptive feedforward command in which the endpoint impedance is selectively tuned to overcome environmental instability. © 2008 Springer-Verlag Berlin Heidelberg.

Real-time optical OFDM transceivers for PON applications

Recent real-time optical OFDM (OOFDM) research progress is reviewed extensively in terms of adaptive transceiver design, intensity modulators, synchronisation techniques and network architectures. Results indicate that OOFDM is feasible for mass deployment in PONs. © 2011 Optical Society of America.

Global stabilization of feedforward systems with exponentially unstable Jacobian linearization

The global stabilization of a class of feedforward systems having an exponentially unstable Jacobian linearization is achieved by a high-gain feedback saturated at a low level. The control law forces the derivatives of the state variables to small values along the closed-loop trajectories. This "slow control" design is illustrated with a benchmark example and its limitations are emphasized. © 1999 Elsevier Science B.V. All rights reserved.

Stable dynamic walking over uneven terrain

We propose a constructive control design for stabilization of non-periodic trajectories of underactuated robots. An important example of such a system is an underactuated "dynamic walking" biped robot traversing rough or uneven terrain. The stabilization problem is inherently challenging due to the nonlinearity, open-loop instability, hybrid (impact) dynamics, and target motions which are not known in advance. The proposed technique is to compute a transverse linearization about the desired motion: a linear impulsive system which locally represents "transversal" dynamics about a target trajectory. This system is then exponentially stabilized using a modified receding-horizon control design, providing exponential orbital stability of the target trajectory of the original nonlinear system. The proposed method is experimentally verified using a compass-gait walker: a two-degree-of-freedom biped with hip actuation but pointed stilt-like feet. The technique is, however, very general and can be applied to a wide variety of hybrid nonlinear systems. © The Author(s) 2011.

Stable dynamic walking over rough terrain: Theory and experiment

We propose a constructive control design for stabilization of non-periodic trajectories of underactuated mechanical systems. An important example of such a system is an underactuated "dynamic walking" biped robot walking over rough terrain. The proposed technique is to compute a transverse linearization about the desired motion: a linear impulsive system which locally represents dynamics about a target trajectory. This system is then exponentially stabilized using a modified receding-horizon control design. The proposed method is experimentally verified using a compass-gait walker: a two-degree-of-freedom biped with hip actuation but pointed stilt-like feet. The technique is, however, very general and can be applied to higher degree-of-freedom robots over arbitrary terrain and other impulsive mechanical systems. © 2011 Springer-Verlag.

重离子加速器中的软件无线电应用

This paper primarily elaborates automatic gain control design method in software radio receiver. It mainly uses in-phase and quadrature components quadratic sum to subtract the expectation of the output power to get the error statistic of the plus. The error statistic of the plus is smoothed by first order digital filter, and then is used to gain the output signals of controller. Thereby, it can make the system work well in certain dynamic region area of signals. It is designed for the Cooling Storage Ring ...中文文摘：本文主要阐述了软件无线电接收机中的相干AGC设计,主要利用了同相和正交支路的平方和与所期望的信号输出功率值相减,得到增益的误差统计量。该误差统计量经过一阶数字滤波器平滑,然后用于控制器输出信号的增益,从而使系统在一定的信号动态范围内都能工作。该设计主要用于兰州重离子加速器冷却存贮环的主环(CSRm)的重离子束团踢轨(Kicker System)的精确控制。

基于主动建模的自主移动机器人自适应容错控制

针对非线性自主移动机器人可能发生的驱动器故障,提出了一种新的自适应容错控制方法,即基于主动建模的逆动力学控制(IDC)方法.无色卡尔曼滤波(UKF)非线性估计方法用于对系统进行主动建模--状态和故障参数的在线联合估计,含有可调参数的逆动力学控制器用于根据UKF的估计结果进行控制策略的重构.仿真实验证明,具有主动建模的控制器能够有效地补偿系统的驱动器故障,使故障后的系统仍具有令人满意的性能。

基于UKF的移动机器人主动建模及模型自适应控制方法

利用基于无色卡尔曼滤波(UnscentedKalmanFilter,UKF)的状态和参数联合估计方法对移动机器人进行在线主动建模,基于该主动模型的逆动力学控制方法,实现了移动机器人对其自身不确定因素的自主性.在针对全方位移动机器人的仿真实验中,验证了UKF对时变的状态和参数的收敛性和跟踪能力,并给出了不确定界.基于主动建模的逆动力学控制方法与常值PID控制方法的比较结果,验证了该方法的有效性.