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We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional in an infinite horizon. A main difficult is well-posedness of the BSDE in $L^1$ and in infinite horizon. A notion of…

Optimization and Control · Mathematics 2026-05-07 Lin Li , Jiongmin Yong

This paper concerns a class of uncertain linear quantum systems subject to quadratic perturbations in the system Hamiltonian. A small gain approach is used to evaluate the performance of the given quantum system. In order to get improved…

Systems and Control · Computer Science 2015-08-12 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Yiwen Lu , Yilin Mo

This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…

Systems and Control · Computer Science 2011-09-20 Zhongkui Li , Zhisheng Duan , Lihua Xie , Xiangdong Liu

High-dimensional stochastic optimal control (SOC) becomes harder with longer planning horizons: existing methods scale linearly in the horizon $T$, with performance often deteriorating exponentially. We overcome these limitations for a…

Machine Learning · Computer Science 2026-03-25 Louis Claeys , Artur Goldman , Zebang Shen , Niao He

In this note, a novel observer-based output feedback control approach is proposed to address the distributed optimal output consensus problem of uncertain nonlinear multi-agent systems in the normal form over unbalanced directed graphs. The…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Jin Zhang , Lu Liu , Xinghu Wang , Haibo Ji

We propose a new algorithm to simplify the controller development for distributed robotic systems subject to external observations, disturbances, and communication delays. Unlike prior approaches that propose specialized solutions to…

Robotics · Computer Science 2021-04-15 Jiayi Wei , Tongrui Li , Swarat Chaudhuri , Isil Dillig , Joydeep Biswas

We consider the design of wireless queueing network control policies with particular focus on combining stability with additional application-dependent requirements. Thereby, we consequently pursue a cost function based approach that…

Information Theory · Computer Science 2017-07-19 Martin Kasparick , Gerhard Wunder

This paper proposes novel approaches to design hierarchical decentralized robust controllers for homogeneous linear multi-agent systems (MASs) perturbed by disturbances/noise. Firstly, based on LQR method, we present a systematic procedure…

Systems and Control · Computer Science 2016-07-08 Dinh Hoa Nguyen , Tatsuo Narikiyo , Michihiro Kawanishi , Shinji Hara

We present an analysis and numerical study of an optimal control problem for the Landau-de Gennes (LdG) model of nematic liquid crystals (LCs), which is a crucial component in modern technology. They exhibit long range orientational order…

Optimization and Control · Mathematics 2023-04-14 Thomas M. Surowiec , Shawn W. Walker

This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…

Analysis of PDEs · Mathematics 2014-01-27 Guy Barles , Ariela Briani , Emmanuel Chasseigne

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

The risk-neutral LQR controller is optimal for stochastic linear dynamical systems. However, the classical optimal controller performs inefficiently in the presence of low-probability yet statistically significant (risky) events. The…

Systems and Control · Electrical Eng. & Systems 2023-07-17 Masoud Roudneshin , Saba Sanami , Amir G. Aghdam

In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…

Optimization and Control · Mathematics 2025-10-02 Vivek Khatana , Duo Wang , Petros Voulgaris , Nicola Elia , Naira Hovakimyan

We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition…

Optimization and Control · Mathematics 2025-04-02 Somdeb Lahiri

This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…

Optimization and Control · Mathematics 2024-04-15 Abhijeet , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

This paper introduces a receding horizon like control scheme for localizable distributed systems, in which the effect of each local disturbance is limited spatially and temporally. We characterize such systems by a set of linear equality…

Systems and Control · Computer Science 2014-09-24 Yuh-Shyang Wang , Nikolai Matni , John C. Doyle

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

This thesis focuses on link scheduling in wireless mesh networks by taking into account physical layer characteristics. The assumption made throughout is that a packet is received successfully only if the Signal to Interference and Noise…

Networking and Internet Architecture · Computer Science 2008-12-31 Ashutosh Deepak Gore
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