Mixed integer optimal compensation: Decompositions and mean-field approximations

Dario Bauso, Quanyan Zhu, Tamer Basar

Research output: Chapter in Book/Report/Conference proceedingConference contribution


Mixed integer optimal compensation deals with optimizing integer- and real-valued control variables to compensate disturbances in dynamic systems. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this issue, we propose a decomposition method which turns the original n-dimensional problem into n independent scalar problems of lot sizing form. Each scalar problem is then reformulated as a shortest path one and solved through linear programming over a receding horizon. This last reformulation step mirrors a standard procedure in mixed integer programming. We apply the decomposition method to a mean-field coupled multi-agent system problem, where each agent seeks to compensate a combination of the exogenous signal and the local state average. We discuss a large population mean-field type of approximation as well as the application of predictive control methods.

Original languageEnglish (US)
Title of host publication2012 American Control Conference, ACC 2012
PublisherInstitute of Electrical and Electronics Engineers Inc.
Number of pages6
ISBN (Print)9781457710957
StatePublished - 2012
Event2012 American Control Conference, ACC 2012 - Montreal, QC, Canada
Duration: Jun 27 2012Jun 29 2012

Publication series

NameProceedings of the American Control Conference
ISSN (Print)0743-1619


Other2012 American Control Conference, ACC 2012
CityMontreal, QC

ASJC Scopus subject areas

  • Electrical and Electronic Engineering


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