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This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun

Recently, a model of a decentralized control system with local and remote controllers connected over unreliable channels was presented in [1]. The model has a non-classical information structure that is not partially nested. Nonetheless, it…

Systems and Control · Electrical Eng. & Systems 2019-11-06 Mohammad Afshari , Aditya Mahajan

In this paper, a nonlinear system aiming at reducing the signal transmission rate in a networked control system is constructed by adding nonlinear constraints to a linear feedback control system. Its stability is investigated in detail. It…

Chaotic Dynamics · Physics 2015-06-19 Guofeng Zhang , Tongwen Chen

In Networked Control Systems (NCS), the absence of physical communication links in the loop leads to relevant issues, such as measurement delays and asynchronous execution of the control commands. These issues may lead to unwanted control…

Systems and Control · Electrical Eng. & Systems 2022-11-16 Luca Nanu , Carlos Perez Montenegro , Luigi Colangelo , Carlo Novara

In this paper, we study a wireless networked control system (WNCS) with $N \ge 2$ sub-systems sharing a common wireless channel. Each sub-system consists of a plant and a controller and the control message must be delivered from the…

Information Theory · Computer Science 2018-11-13 Lei Deng , Cheng Tan , Wing Shing Wong

The communication channels used to convey information between the components of wireless networked control systems (WNCSs) are subject to packet losses due to time-varying fading and interference. The WNCSs with missing packets can be…

Systems and Control · Electrical Eng. & Systems 2021-03-22 Yuriy Zacchia Lun , Alessandro D'Innocenzo

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…

Probability · Mathematics 2017-11-28 Matteo Basei , Huyên Pham

This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…

Optimization and Control · Mathematics 2023-07-19 Jia Hui , Yuan-Hua Ni

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

A recurring theme in optimal controller design for wireless networked control systems (WNCS) is the reliance on real-time channel state information (CSI). However, acquiring accurate CSI a priori is notoriously challenging due to the…

Systems and Control · Electrical Eng. & Systems 2026-02-26 Minjie Tang , Zunqi Li , Photios A. Stavrou , Marios Kountouris

Networked control systems (NCS) have attracted considerable attention in recent years. While the stabilizability and optimal control of NCS for a given communication system has already been studied extensively, the design of the…

Systems and Control · Computer Science 2018-10-12 Ben W. Carabelli , Rainer Blind , Frank Dürr , Kurt Rothermel

%!TEX root = LCSS_main_max.tex The widespread adoption of nonlinear Receding Horizon Control (RHC) strategies by industry has led to more than 30 years of intense research efforts to provide stability guarantees for these methods. However,…

Optimization and Control · Mathematics 2024-01-29 Tyler Westenbroek , Max Simchowitz , Michael I. Jordan , S. Shankar Sastry

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 study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…

Optimization and Control · Mathematics 2016-09-19 Fulvia Confortola , Marco Fuhrman , Giuseppina Guatteri , Gianmario Tessitore

In the past couple of decades, non-quadratic convex penalties have reshaped signal processing and machine learning; in robust control, however, general convex costs break the Riccati and storage function structure that make the design…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Joudi Hajar , Reza Ghane , Babak Hassibi

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

This paper aims at the study of controllability properties and induced controllability metrics on complex networks governed by a class of (discrete time) linear decision processes with mul-tiplicative noise. The dynamics are given by a…

Optimization and Control · Mathematics 2016-12-15 Tidiane Diallo , Dan Goreac

This paper studies the emulation-based stabilization of nonlinear networked control systems with two time scales. We address the challenge of using a single communication channel for transmitting both fast and slow variables between the…

Optimization and Control · Mathematics 2025-02-27 Weixuan Wang , Alejandro I. Maass , Dragan Nešić , Ying Tan , Romain Postoyan , W. P. M. H. Heemels

A mixed linear quadratic (MLQ, for short) optimal control problem is considered. The controlled stochastic system consists of two diffusion processes which are in different time horizons. There are two control actions: a standard control…

Optimization and Control · Mathematics 2012-12-05 Jianhui Huang , Xun Li , Jiongmin Yong

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

Systems and Control · Computer Science 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi