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This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…

Optimization and Control · Mathematics 2017-01-09 Guangchen Wang , Hua Xiao , Guojing Xing

This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…

Systems and Control · Electrical Eng. & Systems 2021-09-06 Junhui Li , Jieying Lu , Weizhou Su

This paper presents an explicit solution to a two player distributed LQR problem in which communication between controllers occurs across a communication link with varying delay. We extend known dynamic programming methods to accommodate…

Optimization and Control · Mathematics 2014-04-01 Nikolai Matni , Andrew Lamperski , John C. Doyle

A common approach to distributed control design is to impose sparsity constraints on the controller structure. Such constraints, however, may greatly complicate the control design procedure. This paper puts forward an alternative structure,…

Systems and Control · Computer Science 2013-12-31 Daria Madjidian , Leonid Mirkin

A decentralized control system with linear dynamics, quadratic cost, and Gaussian disturbances is considered. The system consists of a finite number of subsystems whose dynamics and per-step cost function are coupled through their…

Optimization and Control · Mathematics 2020-12-04 Jalal Arabneydi , Aditya Mahajan

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

We study optimal proportional feedback controllers for spatially invariant systems when the controller has access to delayed state measurements received from different spatial locations. We analyze how delays affect the spatial locality of…

Optimization and Control · Mathematics 2025-09-12 Luca Ballotta , Juncal Arbelaiz , Vijay Gupta , Luca Schenato , Mihailo R. Jovanović

This paper studies stochastic aperiodic stabilization of a networked control system (NCS) consisting of a continuous-time plant and a discrete-time controller. The plant and the controller are assumed to be connected by communication…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Yohei Hosoe

We obtain a probabilistic solution to linear-quadratic optimal control problems with state constraints. Given a closed set $\mathcal{D}\subseteq [0,T]\times\mathbb{R}^d$, a diffusion $X$ in $\mathbb{R}^d$ must be linearly controlled in…

Optimization and Control · Mathematics 2026-03-06 Tiziano De Angelis , Erik Ekström

In this paper a decentralized control algorithm for systems composed of $N$ dynamically decoupled agents, coupled by feasibility constraints, is presented. The control problem is divided into $N$ optimal control sub-problems and a…

Multiagent Systems · Computer Science 2017-02-28 Ugo Rosolia , Francesco Braghin , Andrew G. Alleyne , Stijn De Bruyne , Edoardo Sabbioni

In this work, we propose a robust approach to design distributed controllers for unknown-but-sparse linear and time-invariant systems. By leveraging modern techniques in distributed controller synthesis and structured linear inverse…

Optimization and Control · Mathematics 2019-10-14 Salar Fattahi , Nikolai Matni , Somayeh Sojoudi

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

We give answer to an open question by proving a sufficient optimality condition for state-linear optimal control problems with time delays in state and control variables. In the proof of our main result, we transform a delayed state-linear…

Optimization and Control · Mathematics 2019-04-03 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

We propose a self-triggered control algorithm to reduce onboard processor usage, communication bandwidth, and energy consumption across a linear time-invariant networked control system. We formulate an optimal control problem by penalizing…

Systems and Control · Computer Science 2018-12-24 MirSaleh Bahavarnia , Hossein K. Mousavi , Nader Motee

A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function…

Optimization and Control · Mathematics 2019-07-30 Junhao Hu , Wei Liu , Feiqi Deng , Xuerong Mao

This paper focuses on the linear quadratic control (LQC) design of systems corrupted by both stochastic noise and bounded noise simultaneously. When only of these noises are considered, the LQC strategy leads to stochastic or robust…

Optimization and Control · Mathematics 2025-12-15 Xuehui Ma , Shiliang Zhang , Xiaohui Zhang , Jing Xin , Hector Garcia de Marina

In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…

Optimization and Control · Mathematics 2023-09-06 Qingyuan Qi , Zhiqiang Liu , Qianqian Zhang , Xinbei Lv

This paper explores the decentralized control of linear deterministic systems in which different controllers operate based on distinct state information, and extends the findings to the output feedback scenario. Assuming the controllers…

Optimization and Control · Mathematics 2024-09-09 Hongdan Li , Yawen Sun , Huanshui Zhang

Limitations of the delayed feedback control and of its extended versions have been fully treated in the literature. The oscillating delayed feedback control appears as a promising scheme to overcome this problem. In this work, two methods…

Dynamical Systems · Mathematics 2018-05-25 Verónica E. Pastor , Graciela González

We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that…

Optimization and Control · Mathematics 2017-05-03 Weixuan Lin , Eilyan Bitar