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Stochastic Processing Networks (SPNs) can be used to model communication networks, manufacturing systems, service systems, etc. We consider a real-time SPN where tasks generate jobs with strict deadlines according to their traffic patterns.…

Networking and Internet Architecture · Computer Science 2012-04-23 I-Hong Hou , Rahul Singh

The chaos control problem of continuous time Rabinovich chaotic system is addressed. An instantaneous control input has been designed using predictive control principle to guarantee the convergence of the chaotic trajectory towards an…

Dynamical Systems · Mathematics 2017-02-22 Ayub Khan , Dinesh Khattar , Nitish Prajapati

The use of coordinate processes for the modelling of impulse control for general Markov processes typically involves the construction of a probability measure on a countable product of copies of the path space. In addition, admissibility of…

Optimization and Control · Mathematics 2023-10-02 K. L. Helmes , R. H. Stockbridge , C. Zhu

We study time-bounded reachability in continuous-time Markov decision processes for time-abstract scheduler classes. Such reachability problems play a paramount role in dependability analysis and the modelling of manufacturing and queueing…

Formal Languages and Automata Theory · Computer Science 2010-06-29 Markus Rabe , Sven Schewe

In this paper we study a class of time-inconsistent terminal Markovian control problems in discrete time subject to model uncertainty. We combine the concept of the sub-game perfect strategies with the adaptive robust stochastic to tackle…

Optimization and Control · Mathematics 2020-09-10 Tomasz R. Bielecki , Tao Chen , Igor Cialenco

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

In this paper, we present a control framework for a general class of control-affine nonlinear systems under spatiotemporal and input constraints. Specifically, the proposed control architecture addresses the problem of reaching a given…

Systems and Control · Computer Science 2021-06-11 Kunal Garg , Ehsan Arabi , Dimitra Panagou

While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…

Machine Learning · Computer Science 2023-12-27 Junlin Wu , Andrew Clark , Yiannis Kantaros , Yevgeniy Vorobeychik

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

Probability · Mathematics 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

We consider a generalized processing system having several queues, where the available service rate combinations are fluctuating over time due to reliability and availability variations. The objective is to allocate the available resources,…

Networking and Internet Architecture · Computer Science 2011-05-04 Kevin Ross , Nicholas Bambos , George Michailidis

Many applications in networked control require intermittent access of a controller to a system, as in event-triggered systems or information constrained control applications. Motivated by such applications and extending previous work on…

Probability · Mathematics 2015-04-30 Ramiro Zurkowski , Serdar Yüksel , Tamás Linder

The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that guarantee closed-loop performance bounds and boundedness of…

Optimization and Control · Mathematics 2019-03-19 Diego Munoz-Carpintero , Mark Cannon

This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…

Optimization and Control · Mathematics 2020-10-22 Hongwei Mei

Rollout approaches are an effective tool to address the problem of co-designing the transmission schedule and the corresponding input values, when the controller is connected to the plant via a resource-constrained communication network.…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Stefan Wildhagen , Frank Allgöwer

We consider killed Markov decision processes for countable models on a finite time-interval. Existence of a uniform $\varepsilon$-optimal policy is proven. We show the correctness of the fundamental equation. The optimal control problem is…

Optimization and Control · Mathematics 2013-04-10 Nestor Parolya , Yaroslav Yeleyko

This paper focuses on optimizing probabilities of events of interest defined over general controlled discrete-time Markov processes. It is shown that the optimization over a wide class of $\omega$-regular properties can be reduced to the…

Probability · Mathematics 2014-07-22 Ilya Tkachev , Alexandru Mereacre , Joost-Pieter Katoen , Alessandro Abate

We consider a class of optimal control problems, with finite or infinite horizon, for a continuous-time Markov chain with finite state space. In this case, the control process affects the transition rates. We suppose that the controlled…

Optimization and Control · Mathematics 2026-02-19 Fulvia Confortola , Marco Fuhrman

We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

Optimization and Control · Mathematics 2018-06-05 Kerem Ugurlu

Real-time scheduling algorithms proposed in the literature are often based on worst-case estimates of task parameters. The performance of an open-loop scheme can be degraded significantly if there are uncertainties in task parameters, such…

Operating Systems · Computer Science 2017-10-13 Mason Thammawichai , Eric C. Kerrigan

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner