A Finite-Time Dual Method for Negotiation between Dynamical Systems

@article{Zelazo2013AFD,
  title={A Finite-Time Dual Method for Negotiation between Dynamical Systems},
  author={Daniel Zelazo and Mathias B{\"u}rger and Frank Allg{\"o}wer},
  journal={SIAM J. Control. Optim.},
  year={2013},
  volume={51},
  pages={172-194}
}
This work presents a distributed algorithm for online negotiations of an optimal control policy between dynamical systems. We consider a network of self-interested agents that must agree upon a common state within a specified finite time. The proposed algorithm exploits the distributed structure of the corresponding dual problem and uses a “shrinking horizon” property to enforce the finite-time constraint. It is shown that this algorithm evolves like a time-varying and linear dynamical system… 
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