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In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…

Systems and Control · Electrical Eng. & Systems 2026-04-09 Lantian Zhang , Bo Wahlberg , Silun Zhang

We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…

Dynamical Systems · Mathematics 2014-08-21 Getachew K. Befekadu , Panos J. Antsaklis

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

In this paper, we present a provably correct controller synthesis approach for switched stochastic control systems with metric temporal logic (MTL) specifications with provable probabilistic guarantees. We first present the stochastic…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Zhe Xu , Yichen Zhang

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

Consider a distributed control problem with a communication channel connecting the observer of a linear stochastic system to the controller. The goal of the controller is to minimize a quadratic cost function in the state variables and…

Information Theory · Computer Science 2017-10-20 Victoria Kostina , Babak Hassibi

We propose a stochastic Model Predictive Control (MPC) framework that ensures closed-loop chance constraint satisfaction for linear systems with general sub-Gaussian process and measurement noise. By considering sub-Gaussian noise, we can…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Yunke Ao , Johannes Köhler , Manish Prajapat , Yarden As , Melanie Zeilinger , Philipp Fürnstahl , Andreas Krause

This paper studies the emulation-based stabilization of nonlinear networked control systems with two time scales. We address the challenge of using a single communication channel for transmitting both fast and slow variables between the…

Optimization and Control · Mathematics 2025-02-27 Weixuan Wang , Alejandro I. Maass , Dragan Nešić , Ying Tan , Romain Postoyan , W. P. M. H. Heemels

We investigate stability analysis and controller design of unknown continuous-time systems under state-feedback with aperiodic sampling, using only noisy data but no model knowledge. We first derive a novel data-dependent parametrization of…

Optimization and Control · Mathematics 2022-08-26 Julian Berberich , Stefan Wildhagen , Michael Hertneck , Frank Allgöwer

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

The issues of stochastically varying network delays and packet dropouts in Networked Control System (NCS) applications have been simultaneously addressed by time domain optimal tuning of fractional order (FO) PID controllers. Different…

Systems and Control · Computer Science 2012-02-28 Indranil Pan , Saptarshi Das , Amitava Gupta

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…

Physics and Society · Physics 2007-05-23 Marian Anghel , Kenneth A. Werley , Adilson E. Motter

This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…

Systems and Control · Computer Science 2014-11-25 Andrew Lamperski , Laurent Lessard

This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Ahmet Cetinkaya , Masako Kishida

Efficiently computing the optimal control policy concerning a complicated future with stochastic disturbance has always been a challenge. The predicted stochastic future disturbance can be represented by a scenario tree, but solving the…

Systems and Control · Electrical Eng. & Systems 2021-08-31 Ran Jing , Xiangrui Zeng

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

We will present a new general framework for robust and adaptive control that allows for distributed and scalable learning and control of large systems of interconnected linear subsystems. The control method is demonstrated for a linear…

Systems and Control · Computer Science 2019-04-02 Dimitar Ho , John C. Doyle