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In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Optimization and Control · Mathematics 2021-07-21 Nicole Bäuerle , Dirk Lange

To provide a more accurate description of the driving behaviors in vehicle queues, a namely Markov-Gap cellular automata model is proposed in this paper. It views the variation of the gap between two consequent vehicles as a Markov process…

Data Analysis, Statistics and Probability · Physics 2009-04-23 Fa Wang , Li Li , Jianming Hu , Yan Ji , Danya Yao , Yi Zhang , Xuexiang Jin , Yuelong Su , Zheng Wei

Planning future operational scenarios of bulk power systems that meet security and economic constraints typically requires intensive labor efforts in performing massive simulations. To automate this process and relieve engineers' burden, a…

Machine Learning · Computer Science 2021-02-18 Xiumin Shang , Jinping Yang , Bingquan Zhu , Lin Ye , Jing Zhang , Jianping Xu , Qin Lyu , Ruisheng Diao

We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…

Optimization and Control · Mathematics 2020-10-02 Mathijs Schuurmans , Panagiotis Patrinos

The widespread deployment of power electronic technologies is transforming modern power systems into fast, nonlinear, and heterogeneous networks. Conventional modeling and control approaches, rooted in quasi-static analysis and centralized…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Hiya Gada , Rupamathi Jaddivada , Marija Ilic

Distributed consensus-based controllers for optimal secondary frequency regulation of microgrids and power systems have received substantial attention in recent years. This paper provides a Lyapunov-based proof that, under a time-scale…

Optimization and Control · Mathematics 2020-03-11 John W. Simpson-Porco

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson

The Model Predictive Control (MPC) approach is used in this paper to control the voltage profiles in MV networks with distributed generation. The proposed algorithm lies at the intermediate level of a three-layer hierarchical structure. At…

Systems and Control · Computer Science 2013-11-15 Marcello Farina , Antonio Guagliardi , Federico Mariani , Carlo Sandroni , Riccardo Scattolini

A study of time homogeneous, real valued Markov processes with a special property and a non-atomic initial distribution is provided. The new notion of a function of evolution of distribution which determines the dependency between one…

Probability · Mathematics 2022-07-04 Tomasz Bielecki , Jacek Jakubowski , Maciej Wiśniewolski

This paper presents a novel approach to generating stabilizing controllers for a large class of dynamical systems using diffusion models. The core objective is to develop stabilizing control functions by identifying the closest…

Computer Vision and Pattern Recognition · Computer Science 2024-03-27 Amartya Mukherjee , Thanin Quartz , Jun Liu

Model predictive control strategies require to solve in an sequential manner, many, possibly non-convex, optimization problems. In this work, we propose an interacting stochastic agent system to solve those problems. The agents evolve in…

Optimization and Control · Mathematics 2023-12-21 Giacomo Borghi , Michael Herty

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

Statistical Mechanics · Physics 2013-03-11 R. Toenjes , H. Kori

We propose a distributed control, in which many identical control agents are deployed for controlling a linear time-invariant plant that has multiple input-output channels. Each control agent can join or leave the control loop during the…

Systems and Control · Electrical Eng. & Systems 2022-12-20 Taekyoo Kim , Donggil Lee , Hyungbo Shim

We assess advantages of expressing tree-structured Ising models via their mean parameterization rather than their commonly chosen canonical parameterization. This includes fixedness of marginal distributions, often convenient for dependence…

Statistics Theory · Mathematics 2025-07-29 Benjamin Côté , Hélène Cossette , Etienne Marceau

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

Probability · Mathematics 2026-03-19 Marvin Lücke , Jobst Heitzig , Péter Koltai , Nora Molkenthin , Stefanie Winkelmann

This paper proposes a distributed model predicted control (DMPC) approach for consensus control of multi-agent systems (MASs) with linear agent dynamics and bounded control input constraints. Within the proposed DMPC framework, each agent…

Systems and Control · Electrical Eng. & Systems 2020-09-16 Yougang Bian , Changkun Du , Manjiang Hu , Haikuo Liu

Although real-world complex systems typically interact through sparse and heterogeneous networks, analytic solutions of their dynamics are limited to models with all-to-all interactions. Here, we solve the dynamics of a broad range of…

Disordered Systems and Neural Networks · Physics 2025-01-28 Fernando L. Metz

A system is called positive if the set of non-negative states is left invariant by the dynamics. Stability analysis and controller optimization are greatly simplified for such systems. For example, linear Lyapunov functions and storage…

Optimization and Control · Mathematics 2015-06-19 Anders Rantzer

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao