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In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…

Optimization and Control · Mathematics 2009-11-18 Qingxin Meng

We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…

Optimization and Control · Mathematics 2025-10-27 Somnath Pradhan , Serdar Yuksel

We describe a particular control method for a system controlled by several actuators with the same control constants. We show under certain assumptions that the control constants for the whole system can be obtained immediately from the…

Optimization and Control · Mathematics 2022-05-26 Stephen Montgomery-Smith

The paper studies a class of quadratic optimal control problems for partially observable linear dynamical systems. In contrast to the full information case, the control is required to be adapted to the filtration generated by the…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jie Xiong

In the operation of networked control systems, where multiple processes share a resource-limited and time-varying cost-sensitive network, communication delay is inevitable and primarily influenced by, first, the control systems deploying…

Systems and Control · Electrical Eng. & Systems 2020-07-16 Mohammad H. Mamduhi , Dipankar Maity , Sandra Hirche , John S. Baras , Karl H. Johansson

In this paper we introduce a class of novel distributed algorithms for solving stochastic big-data convex optimization problems over directed graphs. In the addressed set-up, the dimension of the decision variable can be extremely high and…

Optimization and Control · Mathematics 2020-10-06 Francesco Farina , Giuseppe Notarstefano

Traditional distributed detection systems are often designed for a single target application. However, with the emergence of the Internet of Things (IoT) paradigm, next-generation systems are expected to be a shared infrastructure for…

Systems and Control · Computer Science 2017-05-10 Long N. Le , Douglas L. Jones

We propose a Distributed and Collaborative Monitoring system, DCM, with the following properties. First, DCM allow switches to collaboratively achieve flow monitoring tasks and balance measurement load. Second, DCM is able to perform…

Networking and Internet Architecture · Computer Science 2016-08-22 Ye Yu , Qian Chen , Xin Li

We consider a strategic network monitoring problem involving the operator of a networked system and an attacker. The operator aims to randomize the placement of multiple protected sensors to monitor and protect components that are…

Optimization and Control · Mathematics 2023-04-11 Jezdimir Milosevic , Mathieu Dahan , Saurabh Amin , Henrik Sandberg

The need for strategies able to accurately manipulate quantum dynamics is ubiquitous in quantum control and quantum information processing. We investigate two scenarios where randomized dynamical decoupling techniques become more…

Quantum Physics · Physics 2009-11-13 Lorenza Viola , Lea F. Santos

We present a general control-theoretic framework for constructing and analyzing random decoupling schemes, applicable to quantum dynamical control of arbitrary finite-dimensional composite systems. The basic idea is to design the control…

Quantum Physics · Physics 2009-11-11 Lorenza Viola , Emanuel Knill

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…

Optimization and Control · Mathematics 2014-11-19 Ion Necoara , Dragos Clipici

In this paper, we investigate the distributed optimal control problem for a kind of nonlinear multi-agent systems. In particular,both the state and the system dynamic structures of each agent are private and can only be shared among…

Optimization and Control · Mathematics 2026-04-08 Ruixue Li , Wenjing Yang , Zhaorong Zhang , Xun Li , Juanjuan Xu

Self-optimizing control is a strategy for selecting controlled variables, where the economic objective guides the selection and design of controlled variables, with the expectation that maintaining the controlled variables at constant…

Optimization and Control · Mathematics 2026-05-08 Chenchen Zhou , Shaoqi Wang , Hongxin Su , Xinhui Tang , Yi Cao , Shuang-Hua Yang

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…

Optimization and Control · Mathematics 2007-05-23 Aditya Mahajan , Demosthenis Teneketzis

A problem of distributed state estimation at multiple agents that are physically connected and have competitive interests is mapped to a distributed source coding problem with additional privacy constraints. The agents interact to estimate…

Information Theory · Computer Science 2012-07-10 Lalitha Sankar , H. Vincent Poor

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

Optimization and Control · Mathematics 2014-05-07 Farhad Farokhi , Karl H. Johansson

In this paper, we design real-time decentralized and distributed control schemes for Heating Ventilation and Air Conditioning (HVAC) systems in energy efficient buildings. The control schemes balance user comfort and energy saving, and are…

Systems and Control · Computer Science 2017-02-14 Xuan Zhang , Wenbo Shi , Bin Yan , Ali Malkawi , Na Li
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