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We consider the problem of nonlinear stochastic optimal control. This problem is thought to be fundamentally intractable owing to Bellman's "curse of dimensionality". We present a result that shows that repeatedly solving an open-loop…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Raman Goyal , Ran Wang

This paper studies the robustness of observability of a linear time-invariant system under sensor failures from a computational perspective. To be precise, the problem of determining the minimum number of sensors whose removal can destroy…

Optimization and Control · Mathematics 2023-07-18 Yuan Zhang , Yuanqing Xia , Kun Liu

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…

Optimization and Control · Mathematics 2017-03-07 Xun Li , Yuan-Hua Ni , Ji-Feng Zhang

The stability of linear dynamic systems with hysteresis in feedback is considered. While the absolute stability for memoryless nonlinearities (known as Lure's problem) can be proved by the well-known circle criterion, the multivalued…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Michael Ruderman

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros

Feedback loops are known as a versatile tool for controlling transport in small systems, which usually have large intrinsic fluctuations. Here we investigate the control of a temporal correlation function, the waiting time distribution,…

Mesoscale and Nanoscale Physics · Physics 2016-04-13 Tobias Brandes , Clive Emary

This paper proposes a novel control framework for handling (potentially coupled) multiple time-varying output constraints for uncertain nonlinear systems. First, it is shown that the satisfaction of multiple output constraints boils down to…

Systems and Control · Electrical Eng. & Systems 2025-01-08 Farhad Mehdifar , Lars Lindemann , Charalampos P. Bechlioulis , Dimos V. Dimarogonas

We present an output feedback stochastic model predictive controller (SMPC) for constrained linear time-invariant systems. The system is perturbed by additive Gaussian disturbances on state and additive Gaussian measurement noise on output.…

Systems and Control · Electrical Eng. & Systems 2023-11-29 Eunhyek Joa , Monimoy Bujarbaruah , Francesco Borrelli

Using a new implicit discretization scheme, we study in this paper the existence and uniqueness of strong solutions for a class of Lur'e dynamical systems where the set-valued feedback depends on both time and state. This work is a…

Optimization and Control · Mathematics 2019-03-06 Ba Khiet Le

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

This paper introduces and solves a structural controllability problem for ensembles of switched linear systems. All individual systems in the ensemble are sparse and governed by the same sparsity pattern, and undergo switching among…

Optimization and Control · Mathematics 2026-03-18 Haoyu Yin , Yi Li , Ouyang Du , Bruno Sinopoli , Xudong Chen

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…

Systems and Control · Computer Science 2019-12-20 Sebastian Bernhard , Jürgen Adamy

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

We develop an optimization-based framework for joint real-time trajectory planning and feedback control of feedback-linearizable systems. To achieve this goal, we define a target trajectory as the optimal solution of a time-varying…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Tianqi Zheng , John Simpson-Porco , Enrique Mallada

In this paper, we study feedback linearization problems for nonlinear differential-algebraic control systems (DACSs). We consider two kinds of feedback equivalences, namely, the external feedback equivalence, which is defined (locally) on…

Optimization and Control · Mathematics 2021-12-02 Yahao Chen

Stability and control of a non-linear system represent an important system configuration that frequently arises in practical engineering. Stability covers a vast range of systems that do not obey the superposition principle and applies to…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Asifa Yousaf

This paper considers the problem of identifying the parameters of an uncertain linear system by means of feedback control. The problem is approached by considering time-varying controllers. It is shown that even when the uncertainty set is…

Systems and Control · Computer Science 2015-04-17 G. Battistelli , P. Tesi
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