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In this paper, a distributed optimal steady-state regulation problem is formulated and investigated for heterogeneous linear multi-agent systems subject to external disturbances. We aim to steer this high-order multi-agent network to a…

Optimization and Control · Mathematics 2019-02-05 Yutao Tang

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

This paper develops a novel approach to the consensus problem of multi-agent systems by minimizing a weighted state error with neighbor agents via linear quadratic (LQ) optimal control theory. Existing consensus control algorithms only…

Optimization and Control · Mathematics 2024-03-19 Liping Zhang , Juanjuan Xu , Huanshui Zhang , Lihua Xie

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 investigates the H2 and H-infinity suboptimal distributed filtering problems for continuous time linear systems. Consider a linear system monitored by a number of filters, where each of the filters receives only part of the…

Optimization and Control · Mathematics 2020-02-10 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

For networks of systems, with possibly improper transfer function matrices, we present a design framework which enables $\mathcal{H}_\infty$ control, while imposing sparsity constraints on the controller's coprime factors. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Andrei Sperilă , Cristian Oară , Bogdan D. Ciubotaru , Şerban Sabău

The purpose of this paper is to study the mixed linear quadratic Gaussian (LQG) and $H_\infty$ optimal control problem for linear quantum stochastic systems, where the controller itself is also a quantum system, often referred to as…

Quantum Physics · Physics 2016-11-15 Lei Cui , Zhiyuan Dong , Guofeng Zhang , Heung Wing Joseph Lee

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

We develop the interpolatory $\mathcal{H}_2$ optimal model reduction framework for linear control systems posed on infinite dimensional state, input and output spaces. Specifically, we consider linear systems formulated as controlled…

Optimization and Control · Mathematics 2026-04-15 Cankat Tilki , Tobias Breiten , Serkan Gugercin

We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…

Optimization and Control · Mathematics 2013-07-08 Martin Gugat

This article deals with the implementation of the Smith Predictor for state feedback control in state space representation. The desired control law, obtained using partial differential equations and backstepping control, contains an…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Jesus-Pablo Toledo-Zucco , Frédéric Gouaisbaut , Gaetan Chapput

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper aims to study a family of deterministic optimal control problems in infinite dimensional spaces. The peculiar feature of such problems is the presence of a positivity state constraint, which often arises in economic applications.…

Optimization and Control · Mathematics 2022-06-02 Alessandro Calvia , Salvatore Federico , Fausto Gozzi

Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Yifan Xie , Julian Berberich , Frank Allgöwer

The theory of linear time invariant systems is well established and allows, among other things, to formulate and solve control problems in finite time. In this context the control laws are typically taken in a space of the form L^p(0,T;U).…

Optimization and Control · Mathematics 2024-09-19 Lucas Davron

We study the synthesis of optimal control policies for large-scale multi-agent systems. The optimal control design induces a parsimonious control intervention by means of l-1, sparsity-promoting control penalizations. We study instantaneous…

Optimization and Control · Mathematics 2016-11-15 Giacomo Albi , Massimo Fornasier , Dante Kalise

Designing data-driven controllers in the presence of noise is an important research problem, in particular when guarantees on stability, robustness, and constraint satisfaction are desired. In this paper, we propose a data-driven min-max…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Yifan Xie , Julian Berberich , Frank Allgower

This paper investigates the distributed optimal output consensus problem of second-order uncertain nonlinear multi-agent systems over weight-unbalanced directed networks. Under the standard assumption that local cost functions are strongly…

Optimization and Control · Mathematics 2022-02-11 Jin Zhang , Lu Liu , Haibo Ji