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We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

Cascading failures are a common phenomenon in complex networked systems where failures at only a few nodes may trigger a process of sequential failure. We applied a flow redistribution model to investigate the robustness against cascading…

Networking and Internet Architecture · Computer Science 2022-03-03 I-Cheng Lin , Carlee Joe-Wong , Osman Yagan

In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…

Systems and Control · Electrical Eng. & Systems 2021-01-01 Yunhan Huang , Quanyan Zhu

We consider the problem of distributing a control policy across a network of interconnected units. Distributing controllers in this way has a number of potential advantages, especially in terms of robustness, as the failure of a single unit…

Systems and Control · Electrical Eng. & Systems 2025-04-11 Sruti Mallik , ShiNung Ching

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…

Optimization and Control · Mathematics 2023-09-12 Yeming Xu , Ziyuan Guo , Hongxia Wang , Huanshui Zhang

This paper deals with the infinite-horizon optimal control problem for Boolean control networks (BCNs) with a discounted-cost criterion. This problem has been investigated in existing studies with algorithms characterized by high…

Systems and Control · Electrical Eng. & Systems 2020-03-16 Shuhua Gao , Cheng Xiang , Tong Heng Lee

We study an optimal control problem on infinite time horizon with semimartingale strategies, random coefficients and regime switching. The value function and the optimal strategy can be characterized in terms of three systems of backward…

Optimization and Control · Mathematics 2026-02-27 Xinman Cheng , Guanxing Fu , Xiaonyu Xia

This paper presents a convex reformulation of a nonlinear constrained optimization problem for Markov decision processes, and applies the technical findings to optimal control problems for an ensemble of thermostatically controlled loads…

Systems and Control · Electrical Eng. & Systems 2019-08-27 Emilio Benenati , Marcello Colombino , Emiliano Dall'Anese

An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…

Optimization and Control · Mathematics 2015-07-01 Nikolay Pogodaev

We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws to investigate the impact of transient dynamics caused by the rebalancing of loads after an initial network failure…

Physics and Society · Physics 2010-05-04 Ingve Simonsen , Lubos Buzna , Karsten Peters , Stefan Bornholdt , Dirk Helbing

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…

Optimization and Control · Mathematics 2023-12-13 Johannes J. Brust , Mihai Anitescu

Complex systems are challenging to control because the system responds to the controller in a nonlinear fashion, often incorporating feedback mechanisms. Interdependence of systems poses additional difficulties, as cross-system connections…

Adaptation and Self-Organizing Systems · Physics 2020-04-07 Malgorzata Turalska , Ananthram Swami

In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…

Optimization and Control · Mathematics 2024-09-04 Mengzhen Li , Tianyang Nie , Zhen Wu

We consider deterministic finite-horizon optimal control problems with a fixed initial state. We introduce an on-line policy iteration method, which, starting from a given policy, however obtained, generates a sequence of cost-improving…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Yuchao Li , Fei Chen , Yingke Li , Chuchu Fan , Dimitri Bertsekas

Next-generation distributed computing networks (e.g., edge and fog computing) enable the efficient delivery of delay-sensitive, compute-intensive applications by facilitating access to computation resources in close proximity to end users.…

Networking and Internet Architecture · Computer Science 2022-05-31 Yang Cai , Jaime Llorca , Antonia M. Tulino , Andreas F. Molisch

Networks with a given degree distribution may be very resilient to one type of failure or attack but not to another. The goal of this work is to determine network design guidelines which maximize the robustness of networks to both random…

Other Condensed Matter · Physics 2009-11-10 G. Paul , T. Tanizawa , S. Havlin , H. E. Stanley

This paper aims to identify and analyze the initial contingencies or disturbances that could lead to the worst-case cascading failures of power grids. An optimal control approach is proposed to determine the most disruptive disturbances on…

Systems and Control · Computer Science 2019-04-01 Chao Zhai , Gaoxi Xiao , Hehong Zhang

In distributed model predictive control (MPC), the control input at each sampling time is computed by solving a large-scale optimal control problem (OCP) over a finite horizon using distributed algorithms. Typically, such algorithms require…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Giuseppe Belgioioso , Dominic Liao-McPherson , Mathias Hudoba de Badyn , Nicolas Pelzmann , John Lygeros , Florian Dörfler

Model predictive control (MPC) is a popular strategy for urban traffic management that is able to incorporate physical and user defined constraints. However, the current MPC methods rely on finite horizon predictions that are unable to…

Systems and Control · Computer Science 2016-02-03 Sadra Sadraddini , Calin Belta