Related papers: Stochastic Control with Delayed Information and Re…

In this paper, we deal with a minimum time problem in presence of a time delay $\tau.$ The value function of the considered optimal control problem is no longer defined in a subset of $\mathbb{R}^{n}$, as it happens in the undelayed case,…

We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…

The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

We consider sequences-indexed by time (discrete stages)-of families of multistage stochastic optimization problems. At each time, the optimization problems in a family are parameterized by some quantities (initial states, constraint…

Delay-coordinate maps have been widely used recently to study nonlinear dynamical systems, where there is only access to the time series of one of their variables. Here, we show how the partial control method can be applied in this kind of…

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of…

In this paper, a multi-agent coordination problem with steady-state regulation constraints is investigated for a class of nonlinear systems. Unlike existing leader-following coordination formulations, the reference signal is not given by a…

Delays and stochasticity have both served as crucially valuable ingredients in mathematical descriptions of control, physical, and biological systems. In this work, we investigate how explicitly dynamical stochasticity in delays modulates…

In this paper we consider a control problem for a Partially Observable Piecewise Deterministic Markov Process of the following type: After the jump of the process the controller receives a noisy signal about the state and the aim is to…

Mathematical modeling based on time-delay differential equations is an important tool to study the role of delay in biological systems and to evaluate its impact on the asymptotic behavior of their dynamics. Delays are indeed found in many…

We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…

This article is concerned with an optimal control problem derived by mean-field forward-backward stochastic differential equation with noisy observation, where the drift coefficients of the state equation and the observation equation are…

A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

We consider a wireless system with a small number of delay constrained users and a larger number of users without delay constraints. We develop a scheduling algorithm that reacts to time varying channels and maximizes throughput utility (to…

This paper first makes an attempt to investigate the partial information near optimal control of systems governed by forward-backward stochastic differential equations with observation noise under the assumption of a convex control domain.…

Decentralized stochastic control refers to the multi-stage optimization of a dynamical system by multiple controllers that have access to different information. Decentralization of information gives rise to new conceptual challenges that…

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…