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Takashi Tanaka

Publications and source records attributed to Takashi Tanaka.

At least 19 recordsLinked to original sources

General-Sum Linear Regulator Games for Positive Systems

This paper studies a continuous-time general-sum non-cooperative game with linear costs, positive linear system dynamics, and elementwise linear input constraints. In the finite-horizon case, we present a verification theorem characterizing feedback Nash equilibria, in terms of absolutely continuous solutions of a coupled system of vector-valued ordinary differential equations, realized by time-varying feedback laws. Unlike linear-quadratic differential games, whose Riccati-based equilibria scale quadratically with the state dimension, this formulation scales linearly. However, the resulting piecewise-constant feedback saturates between its constraint bounds rather than varying smoothly, and additional mathematical challenges arise when characterizing the solutions of the differential equations, which are generally discontinuous due to the switching nature of the feedback gains. In this work, we study the case where switching occurs only at isolated time instants. In the infinite-horizon case, under stabilizability assumptions, the equilibrium is characterized by coupled vector-valued algebraic equations. For this game, we propose iterative methods to compute both finite and infinite-horizon equilibria. The approach is illustrated through a large-scale pollution game.

math.OC

Privacy-Preserving Fully Distributed Gaussian Process Regression

Although distributed Gaussian process regression (GPR) enables multiple agents to jointly learn a model of the target function, its collaborative nature poses a risk of private data leakage. To address this, we propose a privacy-preserving fully distributed GPR protocol based on secure multi-party computation, which hides each agent's individual contribution from semi-honest coalitions of bounded size, beyond what is implied by the aggregated value. Building upon a secure distributed average consensus algorithm, it guarantees that each agent's local model practically converges to the same global model obtained by the standard distributed GPR. Formal privacy guarantees are established within the simulation based security paradigm. The protocol is further extended to privacy-preserving optimization of kernel hyperparameters, which is critical yet often overlooked in the literature. Experimental results demonstrate the effectiveness and practical applicability of the proposed method.

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Model Predictive Path Integral Control as a Quantum Query Problem

Model predictive path integral control computes its update from cost-weighted trajectory samples and may require many classical rollouts in rare-event or high-accuracy regimes. We reformulate each component of the finite-ensemble MPPI update as a ratio of bounded path expectations and construct reversible rollout oracles encoding them as success probabilities, making the update directly estimable by quantum amplitude estimation. This gives a quadratic improvement in the query dependence on accuracy and rare-event desirability over classical Monte Carlo sampling, matching known lower bounds for the underlying scalar problem below the exhaustive-evaluation threshold, while our coordinatewise construction incurs a linear dependence on the number of control inputs. For a fixed ensemble, the low-temperature weights concentrate on the minimum-cost trajectories, connecting the limiting control to quantum minimum finding when the minimizer is unique. A fully enumerable guidance example validates the predicted estimator scalings, and an illustrative operation-count model with a crossover condition separates query advantage from modeled implementation advantage.

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Bound-Optimized Task Choice for Path Integral Control

Path Integral (PI) control is a powerful sampling-based method for stochastic optimal control, but it requires a restrictive coupling between the noise covariance and the control cost matrix that is rarely satisfied in practice, particularly in aerospace and cyber-physical systems. We propose Bound-Optimized Task Choice (BOTC), a framework that optimizes over the entire space of valid approximations, termed tasks, satisfying the PI coupling constraint. We prove that every task provides an upper bound on the true cost-to-go and that BOTC minimizes this bound. We derive a change-of-measure formulation that enables evaluation of all candidate tasks from a single set of Monte Carlo samples, eliminating the need to resample for each candidate task. The resulting optimization is parameterized by a positive semi-definite matrix. Furthermore, we propose a novel Normal-Inverse-Wishart distribution-based importance sampling scheme to improve global optimization. We validate BOTC on a finite-horizon stochastic linear-quadratic regulator problem, demonstrating that it tracks the constrained optimum.

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Lower Bound of Networked Control with Multiple Sensors and One Controller And The Application to Tracking Gaussian-Markov Source

This paper investigates the causal rate-distortion function for networked control systems with multiple encoders and a single decoder, a longstanding open problem in information and control theory. While previous work has explored the causal rate-distortion function for single-encoder and feedback-enabled networked settings, the case of networks without feedback remains unaddressed. We establish a novel directed information lower bound, the first derived for the networked control setting. We further demonstrate the optimality of linear, independent encoders and linear decoders for optimizing this lower bound for Linear Quadratic Gaussian (LQG) plant and quadratic cost, with the condition that the full plant state is observed when sensors are sitting together. By reducing the original infinite-dimensional optimization problem to a finite-dimensional one, our approach simplifies the analysis. Additionally, our directed information lower bound provides an alternate proof for the sufficiency of linear encoders in the single encoder and single decoder setting with side information, extending prior results in the literature. We present Semidefinite Programming formulations for the causal rate distortion function of Gaussian-Markov sources with linear side information and the singular noise matrix.

cs.IT

L1 Optimal Control of Continuous-Time Stochastic Positive Systems

We present an L1-optimal control problem class with linear nonnegative costs subject to multiplicative Itô diffusion processes with elementwise linear input constraints. Forward invariance of the positive orthant is established for the considered stochastic dynamics, and a simulation method consistent with this invariance property is proposed. Both finite-horizon and discounted infinite-horizon stochastic L1-optimal control problems are considered. These problems admit explicit solutions characterized by a vector-valued ordinary differential equation in the finite-horizon case and by an algebraic equation in the infinite-horizon case. Notably, the optimal value function and feedback policy coincide with those of the corresponding deterministic problem, demonstrating robustness to multiplicative stochastic uncertainty. A portfolio example illustrates our results.

math.OC

A Learning With Errors based encryption scheme for dynamic controllers that discloses residue signal for anomaly detection

Although encrypted control systems ensure confidentiality of private data, it is challenging to detect anomalies without the secret key as all signals remain encrypted. To address this issue, we propose a homomorphic encryption scheme for dynamic controllers that automatically discloses the residue signal for anomaly detection, while keeping all other signals private. To this end, we characterize the zero-dynamics of an encrypted dynamic system over a finite field of integers and incorporate it into a Learning With Errors (LWE) based scheme. We then present a method to further utilize the disclosed residue signal for implementing dynamic controllers over encrypted data, which does not involve re-encryption even when they have non-integer state matrices.

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Experimental Examination of Secure Two-Party Controller Computation

A secure two-party computation protocol for running dynamic controllers over secret sharing has recently been proposed. Unlike encrypted control schemes based on homomorphic encryption, this protocol enables operating dynamic controllers for an infinite time horizon without controller-state decryption, controller-state reset, or input re-encryption. However, the two-party setting introduces additional online communication between the computing parties, which may hinder real-time feasibility. In this study, we demonstrate the feasibility of the protocol through implementation on a commercial cloud platform with an inverted pendulum testbed. Experimental results show that the proposed protocol successfully stabilized the pendulum despite the online communication overhead.

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Path Integral Control for Partially Observed Systems with Controlled Sensing

Path integral control in Gaussian belief space requires a structural matching condition between the observation-driven diffusion of the belief mean and the actuation authority, which a fixed observation matrix cannot enforce. We treat the observation matrix as a control variable and show that constraining the sensing control to a measurable selector from the resulting matching set reduces the Hamilton-Jacobi-Bellman equation for the belief mean and covariance to a linear PDE with a Feynman-Kac representation.

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Path Integral Control in Gaussian Belief Space for Partially Observed Systems

This paper extends path integral control (PIC) to partially observed systems by formulating the problem in Gaussian belief space. PIC relies on the diffusion being proportional to the control channel -- the so-called matching condition -- to linearize the Hamilton-Jacobi-Bellman equation via the Cole-Hopf transform; we show that this condition fails in infinite-dimensional belief space under non-affine observations. Restricting to Gaussian beliefs yields a finite-dimensional approximation with deterministic covariance evolution, reducing the problem to stochastic control of the belief mean. We derive necessary and sufficient conditions for matching in this reduced space, obtain an exact Cole-Hopf linearization with a Feynman-Kac representation, and develop the MPPI-Belief algorithm. Numerical experiments on a navigation task with state-dependent observation noise demonstrate the effectiveness of MPPI-Belief relative to certainty-equivalent and particle-filter-based baselines.

eess.SY

Linearly Solvable Continuous-Time General-Sum Stochastic Differential Games

This paper introduces a class of continuous-time, finite-player stochastic general-sum differential games that admit solutions through an exact linear PDE system. We formulate a distribution planning game utilizing the cross-log-likelihood ratio to naturally model multi-agent spatial conflicts, such as congestion avoidance. By applying a generalized multivariate Cole-Hopf transformation, we decouple the associated non-linear Hamilton-Jacobi-Bellman (HJB) equations into a system of linear partial differential equations. This reduction enables the efficient, grid-free computation of feedback Nash equilibrium strategies via the Feynman-Kac path integral method, effectively overcoming the curse of dimensionality.

math.OC

Variational Encrypted Model Predictive Control

We develop a variational encrypted model predictive control (VEMPC) protocol whose online execution relies only on encrypted polynomial operations. The proposed approach reformulates the MPC problem into a sampling-based estimator, in which the computation of the quadratic cost is naturally handled by tilting the sampling distribution, thus reducing online encrypted computation. The resulting protocol requires no additional communication rounds or intermediate decryption, and scales efficiently through two complementary levels of parallelism. We analyze the effect of encryption-induced errors on optimality, and simulation results demonstrate the practical applicability of the proposed method.

eess.SY

Inverse Learning-Based Output Feedback Control of Nonlinear Systems with Verifiable Guarantees

In this paper, we present a data-driven output feedback controller for nonlinear systems that achieves practical output regulation, using noise-free input/output measurement data. The proposed controller is based on (i) an inverse model of the system identified via kernel interpolation, which maps a desired output and the current state to the corresponding desired control input; and (ii) a data-driven reference selection framework that actively chooses a suitable desired output from the dataset which has been used for the identification. We establish a verifiable sufficient condition on the dataset under which the proposed controller guarantees practical output regulation. Numerical simulations demonstrate the effectiveness of the proposed controller, with additional evaluations in the presence of output measurement noise to assess its robustness empirically.

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Randomized Greedy Methods for Weak Submodular Sensor Selection with Robustness Considerations

We study a pair of budget- and performance-constrained weak-submodular maximization problems. For computational efficiency, we explore the use of stochastic greedy algorithms which limit the search space via random sampling instead of the standard greedy procedure which explores the entire feasible search space. We propose a pair of stochastic greedy algorithms, namely, Modified Randomized Greedy (MRG) and Dual Randomized Greedy (DRG) to approximately solve the budget- and performance-constrained problems, respectively. For both algorithms, we derive approximation guarantees that hold with high probability. We then examine the use of DRG in robust optimization problems wherein the objective is to maximize the worst-case of a number of weak submodular objectives and propose the Randomized Weak Submodular Saturation Algorithm (Random-WSSA). We further derive a high-probability guarantee for when Random-WSSA successfully constructs a robust solution. Finally, we showcase the effectiveness of these algorithms in a variety of relevant uses within the context of Earth-observing low Earth orbit satellite constellations which estimate atmospheric weather conditions and provide Earth coverage.

math.OC

Multi-Level Multi-Fidelity Methods for Path Integral and Safe Control

Sampling-based approaches are widely used in systems without analytic models to estimate risk or find optimal control. However, gathering sufficient data in such scenarios can be prohibitively costly. On the other hand, in many situations, low-fidelity models or simulators are available from which samples can be obtained at low cost. In this paper, we propose an efficient approach for risk quantification and path integral control that leverages such data from multiple models with heterogeneous sampling costs. A key technical novelty of our approach is the integration of Multi-level Monte Carlo (MLMC) and Multi-fidelity Monte Carlo (MFMC) that enable data from different time and state representations (system models) to be jointly used to reduce variance and improve sampling efficiency. We also provide theoretical analysis of the proposed method and show that our estimator is unbiased and consistent under mild conditions. Finally, we demonstrate via numerical simulation that the proposed method has improved computation (sampling costs) vs. accuracy trade-offs for risk quantification and path integral control.

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Rate-Distortion Analysis of Optically Passive Vision Compression

The use of remote vision sensors for autonomous decision-making poses the challenge of transmitting high-volume visual data over resource-constrained channels in real-time. In robotics and control applications, many systems can quickly destabilize, which can exacerbate the issue by necessitating higher sampling frequencies. This work proposes a novel sensing paradigm in which an event camera observes the optically generated cosine transform of a visual scene, enabling high-speed, computation-free video compression inspired by modern video codecs. In this study, we simulate this optically passive vision compression (OPVC) scheme and compare its rate-distortion performance to that of a standalone event camera (SAEC). We find that the rate-distortion performance of the OPVC scheme surpasses that of the SAEC and that this performance gap increases as the spatial resolution of the event camera increases.

cs.IT

Mean Field Analysis of Blockchain Systems

We present a novel framework for analyzing blockchain consensus mechanisms by modeling blockchain growth as a Partially Observable Stochastic Game (POSG) which we reduce to a set of Partially Observable Markov Decision Processes (POMDPs) through the use of the mean field approximation. This approach formalizes the decision-making process of miners in Proof-of-Work (PoW) systems and enables a principled examination of block selection strategies as well as steady state analysis of the induced Markov chain. By leveraging a mean field game formulation, we efficiently characterize the information asymmetries that arise in asynchronous blockchain networks. Our first main result is an exact characterization of the tradeoff between network delay and PoW efficiency--the fraction of blocks which end up in the longest chain. We demonstrate that the tradeoff observed in our model at steady state aligns closely with theoretical findings, validating our use of the mean field approximation. Our second main result is a rigorous equilibrium analysis of the Longest Chain Rule (LCR). We show that the LCR is a mean field equilibrium and that it is uniquely optimal in maximizing PoW efficiency under certain mild assumptions. This result provides the first formal justification for continued use of the LCR in decentralized consensus protocols, offering both theoretical validation and practical insights. Beyond these core results, our framework supports flexible experimentation with alternative block selection strategies, system dynamics, and reward structures. It offers a systematic and scalable substitute for expensive test-net deployments or ad hoc analysis. While our primary focus is on Nakamoto-style blockchains, the model is general enough to accommodate other architectures through modifications to the underlying MDP.

cs.GT

Client-Aided Secure Two-Party Computation of Dynamic Controllers

In this paper, we propose a secure two-party computation protocol for dynamic controllers using a secret sharing scheme. The proposed protocol realizes outsourcing of controller computation to two servers, while controller parameters, states, inputs, and outputs are kept secret against the servers. Unlike previous encrypted controls in a single-server setting, the proposed method can operate a dynamic controller for an infinite time horizon without controller state decryption or input re-encryption. We show that the control performance achievable by the proposed protocol can be made arbitrarily close to that attained by the unencrypted controller. Furthermore, system-theoretic and cryptographic modifications of the protocol are presented to improve the communication complexity. The feasibility of the protocol is demonstrated through numerical examples of PID and observer-based controls.

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