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We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…

Optimization and Control · Mathematics 2023-05-22 Jodi Dianetti , Giorgio Ferrari

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, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

In this paper, we consider the dynamic power control for delay-aware D2D communications. The stochastic optimization problem is formulated as an infinite horizon average cost Markov decision process. To deal with the curse of…

Information Theory · Computer Science 2015-04-09 Wei Wang , Fan Zhang , Vincent K. N. Lau

This paper explores the fundamental properties of distributed minimization of a sum of functions with each function only known to one node, and a pre-specified level of node knowledge and computational capacity. We define the optimization…

Systems and Control · Computer Science 2012-10-26 Guodong Shi , Alexandre Proutiere , Karl Henrik Johansson

We consider a networked control system consisting of a remote controller and a collection of linear plants, each associated with a local controller. Each local controller directly observes the state of its co-located plant and can inform…

Systems and Control · Computer Science 2018-06-19 Seyed Mohammad Asghari , Yi Ouyang , Ashutosh Nayyar

In this paper we propose an original distributed control framework for DC mcirogrids. We first formulate the (optimal) control objectives as an aggregative game suitable for the energy trading market. Then, based on the dual theory, we…

Systems and Control · Electrical Eng. & Systems 2023-01-12 Zao Fu , Michele Cucuzzella , Carlo Cenedese , Wenwu Yu , Jacquelien M. A. Scherpen

In this paper, a novel distributed control strategy addressing a (feasible) psycho-social-physical welfare problem in islanded Direct Current (DC) smart grids is proposed. Firstly, we formulate a (convex) optimization problem that allows…

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

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

In this paper, we analyze the impact of communication failures on the performance of optimal distributed frequency control. We consider a consensus-based control scheme, and show that it does not converge to the optimal solution when the…

Systems and Control · Computer Science 2016-05-04 Marzieh Parandehgheibi , Konstantin Turitsyn , Eytan Modiano

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

In this article, we consider transport networks with uncertain demands. Network dynamics are given by linear hyperbolic partial differential equations and suitable coupling conditions, while demands are incorporated as solutions to…

Optimization and Control · Mathematics 2022-08-16 Simone Göttlich , Thomas Schillinger

Cascading failures typically occur following a large disturbance in power systems, such as tripping of a generating unit or a transmission line. Such failures can propagate and destabilize the entire power system, potentially leading to…

Optimization and Control · Mathematics 2018-03-15 Zhipeng Liu , Andrew Clark , Linda Bushnell , Daniel Kirschen , Radha Poovendran

This paper studies the problem of controlling complex networks, that is, the joint problem of selecting a set of control nodes and of designing a control input to steer a network to a target state. For this problem (i) we propose a metric…

Systems and Control · Computer Science 2014-03-04 Fabio Pasqualetti , Sandro Zampieri , Francesco Bullo

The minimum number of inputs needed to control a network is frequently used to quantify its controllability. Control of linear dynamics through a minimum set of inputs, however, often has prohibitively large energy requirements and there is…

Computational Engineering, Finance, and Science · Computer Science 2022-12-12 Samie Alizadeh , Márton Pósfai , Abdorasoul Ghasemi

In this paper, we present algorithms for designing networks that are robust to node failures with minimal or limited number of links. We present algorithms for both the static network setting and the dynamic network setting; setting where…

Data Structures and Algorithms · Computer Science 2022-11-09 Deepan Muthirayan , Pramod P. Khargonekar

This paper presents an optimization-based receding horizon trajectory planning algorithm for dynamical systems operating in unstructured and cluttered environments. The proposed approach is a two-step procedure that uses a motion planning…

Optimization and Control · Mathematics 2019-12-12 Kristoffer Bergman , Oskar Ljungqvist , Torkel Glad , Daniel Axehill

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

We study how large functional networks can grow stably under possible cascading overload failures and evaluated the maximum stable network size above which even a small-scale failure would cause a fatal breakdown of the network. Employing a…

Physics and Society · Physics 2017-11-01 Shogo Mizutaka , Kousuke Yakubo