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An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…

Optimization and Control · Mathematics 2024-04-09 Anders Rantzer

Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…

Optimization and Control · Mathematics 2025-04-22 Qi Lü , Bowen Ma , Hanxiao Wang

This paper presents a spatio-temporal inverse optimal control framework for understanding interactions in multi-agent systems (MAS). We employ a graph representation approach and model the dynamics of interactions between agents as…

Systems and Control · Electrical Eng. & Systems 2024-11-04 Sara Honarvar , Yancy Diaz-Mercado

Transmission topology control is a tool used by system operators in the role of a control action taken into account as a preventive or corrective action relative to a specific outage or set of outages. However, their inclusion in most…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Emily Little , Sandrine Bortolotti , Jean-Yves Bourmaud , Efthymios Karangelos , Yannick Perez

We consider a finite-horizon linear-quadratic optimal control problem where only a limited number of control messages are allowed for sending from the controller to the actuator. To restrict the number of control actions computed and…

Systems and Control · Computer Science 2017-01-19 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo , Mikael Johansson

In this paper, we propose a new Robust Nonlinear Quadratic Gaussian (RNQG) controller based on State-Dependent Riccati Equation (SDRE) scheme for continuous-time nonlinear systems. Existing controllers do not account for combined noise and…

Systems and Control · Electrical Eng. & Systems 2019-12-17 Pouria Razzaghi , Ehab Al Khatib , Yildirim Hurmuzlu

This work investigates the consensus problem for multi-agent nonlinear systems through the distributed real-time nonlinear receding horizon control methodology. With this work, we develop a scheme to reach the consensus for nonlinear multi…

Optimization and Control · Mathematics 2019-07-17 Fei Sun , Kamran Turkoglu

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

Optimization and Control · Mathematics 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE) which is a matrix-valued quadratic backward…

Optimization and Control · Mathematics 2015-12-22 Kai Du

We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…

Optimization and Control · Mathematics 2023-06-06 Yuchao Li , Aren Karapetyan , John Lygeros , Karl H. Johansson , Jonas Mårtensson

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

In this work we study a distributed optimal output consensus problem for heterogeneous linear multi-agent systems where the agents aim to reach consensus with the purpose of minimizing the sum of private convex costs. Based on output…

Systems and Control · Electrical Eng. & Systems 2021-01-13 Li Li , Yang Yu , Xiuxian Li , Lihua Xie

We consider the problem of controlling an unknown linear dynamical system under adversarially changing convex costs and full feedback of both the state and cost function. We present the first computationally-efficient algorithm that attains…

Machine Learning · Computer Science 2022-06-06 Asaf Cassel , Alon Cohen , Tomer Koren

We study the rate-cost tradeoff in rate-limited control of general stochastic control systems, including nonlinear systems, over a finite horizon. At each time step, an encoder observes the state and transmits a description to a controller,…

Information Theory · Computer Science 2026-04-23 Eray Unsal Atay , Venkat Chandrasekaran , Victoria Kostina

We reconsider the problem of optimal trading in the presence of linear and quadratic costs, for arbitrary linear costs but in the limit where quadratic costs are small. Using matched asymptotic expansion techniques, we find that the trading…

Trading and Market Microstructure · Quantitative Finance 2016-11-15 A. Rej , R. Benichou , J. de Lataillade , G. Zérah , J. -Ph. Bouchaud

Many important complex networks, including critical infrastructure and emerging industrial automation systems, are becoming increasingly intricate webs of interacting feedback control loops. A fundamental concern is to quantify the control…

Optimization and Control · Mathematics 2017-07-17 Tyler Summers , Justin Ruths

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

Discrete Mathematics · Computer Science 2016-06-28 Ana Bušić , Sean Meyn

This paper proposes a quantum framework for the design of communication topologies in consensus-based multi-agent systems. The communication graph is selected online by solving a mixed-integer quadratic program (MIQP) that minimizes a cost…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Milad Hasanzadeh , Amin Kargarian

In this paper, we present a generalization of the certainty equivalence principle of stochastic control. One interpretation of the classical certainty equivalence principle for linear systems with output feedback and quadratic costs is as…

Optimization and Control · Mathematics 2026-02-04 Berk Bozkurt , Aditya Mahajan , Ashutosh Nayyar , Yi Ouyang

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller