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This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…
This paper investigates the optimal control problem for a class of parabolic equations where the diffusion coefficient is influenced by a control function acting nonlocally. Specifically, we consider the optimization of a cost functional…
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…
This paper deals with controllability of dynamical networks. It is often unfeasible or unnecessary to fully control large-scale networks, which motivates the control of a prescribed subset of agents of the network. This specific form of…
The integration of intermittent and volatile renewable energy resources requires increased flexibility in the operation of the electric grid. Storage, broadly speaking, provides the flexibility of shifting energy over time; network, on the…
This paper considers a class of stochastic control problems with implicitly defined objective functions, which are the sources of time-inconsistency. We study the closed-loop equilibrium solutions in a general controlled diffusion…
This paper investigates large-population stochastic control problems in which agents share their state information and cooperate to minimize a convex cost functional. The latter is decomposed into individual and coupling costs, with the…
We study distributed optimization problems over a network when the communication between the nodes is constrained, and so information that is exchanged between the nodes must be quantized. This imperfect communication poses a fundamental…
Recently it has been shown that the control energy required to control a dynamical complex network is prohibitively large when there are only a few control inputs. Most methods to reduce the control energy have focused on where, in the…
This paper studies the stabilization problem of networked control systems (NCSs) with random packet dropouts caused by stochastic channels. To describe the effects of stochastic channels on the information transmission, the transmission…
We consider a stochastic model of Internet congestion control, introduced by Massouli\'{e} and Roberts [Telecommunication Systems 15 (2000) 185--201], that represents the randomly varying number of flows in a network where bandwidth is…
We consider a single server queue which has a threshold to change its arrival process and service speed by its queue length, which is referred to as a two-level single server queue. This model is motivated by an energy saving problem for a…
The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…
Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their…
Traffic fluctuation has so far been studied on unweighted networks. However many real traffic systems are better represented as weighted networks, where nodes and links are assigned a weight value representing their physical properties such…
The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. Here, a cluster-based control framework is proposed to determine optimal control laws with respect to a cost function…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…