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This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

Optimization and Control · Mathematics 2026-02-05 Chung-Han Hsieh

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…

Optimization and Control · Mathematics 2025-07-25 Takuya Ikeda , Masaaki Nagahara

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

Optimization and Control · Mathematics 2014-02-17 Ather Gattami

We address the problem of designing optimal linear time-invariant (LTI) sparse controllers for LTI systems, which corresponds to minimizing a norm of the closed-loop system subject to sparsity constraints on the controller structure. This…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Luca Furieri , Yang Zheng , Antonis Papachristodoulou , Maryam Kamgarpour

We investigate the optimal model reduction problem for large-scale quadratic-bilinear (QB) control systems. Our contributions are threefold. First, we discuss the variational analysis and the Volterra series formulation for QB systems. We…

Numerical Analysis · Mathematics 2017-05-17 Peter Benner , Pawan Goyal , Serkan Gugercin

We consider distributed control of double-integrator networks, where agents are subject to stochastic disturbances. We study performance of such networks in terms of coherence, defined through an H2 norm metric that represents the variance…

Optimization and Control · Mathematics 2017-05-19 Emma Tegling , Henrik Sandberg

This paper investigates the performance of networked control systems subject to multiplicative routing transformations that alter measurement pathways without directly injecting signals. Such transformations, arising from faults or…

Systems and Control · Electrical Eng. & Systems 2025-12-16 Ruslan Seifullaev , André M. H. Teixeira

In this paper, the synchronizability problem of dynamical networks is addressed, where better synchronizability means that the network synchronizes faster with lower-overshoot. The L2 norm of the error vector e is taken as a performance…

Networking and Internet Architecture · Computer Science 2007-10-16 Chao Liu , Zhisheng Duan , Guanrong Chen , Lin Huang

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

This paper studies the problem of controlling linear dynamical systems subject to point-wise-in-time constraints. We present an algorithm similar to online gradient descent, that can handle time-varying and a priori unknown convex cost…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

Control of network systems with uncertain local dynamics has remained an open problem for a long time. In this paper, a distributed minimax adaptive control algorithm is proposed for such networks whose local dynamics has an uncertain…

Systems and Control · Electrical Eng. & Systems 2023-11-03 Venkatraman Renganathan , Anders Rantzer , Olle Kjellqvist

This paper investigates the robustness of strong structural controllability for linear time-invariant and linear time-varying directed networks with respect to structural perturbations, including edge deletions and additions. In this…

Dynamical Systems · Mathematics 2020-05-26 Shima Sadat Mousavi , Mohammad Haeri , Mehran Mesbahi

The H2 guaranteed cost decentralized control problem is investigated in this work. More specifically, on the basis of an appropriate H2 re-formulation that we put in place, the optimal control problem in the presence of parameter…

Optimization and Control · Mathematics 2021-01-13 Jun Ma , Zilong Cheng , Xiaoxue Zhang , Masayoshi Tomizuka , Tong Heng Lee

Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…

Optimization and Control · Mathematics 2017-02-27 Christian Clason , Kazufumi Ito , Karl Kunisch

The relaxation systems are an important subclass of the passive systems that arise naturally in applications. We exploit the fact that they have highly structured state-space realisations to derive analytical solutions to some simple…

Optimization and Control · Mathematics 2019-09-17 Richard Pates , Carolina Bergeling , Anders Rantzer

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

We introduce the concept of a control contraction metric, extending contraction analysis to constructive nonlinear control design. We derive sufficient conditions for exponential stabilizability of all trajectories of a nonlinear control…

Systems and Control · Computer Science 2017-02-09 Ian R. Manchester , Jean-Jacques E. Slotine

In this paper, we present a geometric approach for computing controlled invariant sets for hybrid control systems. While the problem is well studied in the ellipsoidal case, this family is quite conservative for constrained or switched…

Optimization and Control · Mathematics 2021-12-08 Benoît Legat , Raphaël M. Jungers
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