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Networked control systems (NCS) are spatially distributed systems where communication among plants, sensors, actuators and controllers occurs in a shared communication network. NCS have been studied for the last ten years and important…

Systems and Control · Computer Science 2015-03-20 Alessandro Borri , Giordano Pola , Maria Domenica Di Benedetto

In this paper we provide a set of stability conditions for linear time-invariant networked control systems with arbitrary topology, using a Lyapunov direct approach. We then use these stability conditions to provide a novel low-complexity…

Optimization and Control · Mathematics 2014-01-27 Mohammad Razeghi-Jahromi , Alireza Seyedi

Complementarity problems, a class of mathematical optimization problems with orthogonality constraints, are widely used in many robotics tasks, such as locomotion and manipulation, due to their ability to model non-smooth phenomena (e.g.,…

Systems and Control · Electrical Eng. & Systems 2020-11-17 Alp Aydinoglu , Mahyar Fazlyab , Manfred Morari , Michael Posa

The purpose of this paper is to investigate the role that the continuous-time generalised Riccati equation plays within the context of singular linear-quadratic optimal control. This equation has been defined following the analogy with the…

Dynamical Systems · Mathematics 2013-05-24 Augusto Ferrante , Lorenzo Ntogramatzidis

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Recent work by Mania et al. has proved that certainty equivalent control achieves nearly optimal regret for linear systems with quadratic costs. However, when parameter uncertainty is large, certainty equivalence cannot be relied upon to…

Optimization and Control · Mathematics 2020-01-01 Jack Umenberger , Thomas B. Schon

System level synthesis enables improved robust MPC formulations by allowing for joint optimization of the nominal trajectory and controller. This paper introduces a tailored algorithm for solving the corresponding disturbance feedback…

Optimization and Control · Mathematics 2024-09-05 Antoine P. Leeman , Johannes Köhler , Florian Messerer , Amon Lahr , Moritz Diehl , Melanie N. Zeilinger

We consider a discrete-time linear quadratic Gaussian networked control setting where the (full information) observer and controller are separated by a fixed-rate noiseless channel. The minimal rate required to stabilize such a system has…

Systems and Control · Computer Science 2018-09-14 Anatoly Khina , Yorie Nakahira , Yu Su , Hikmet Yıldız , Babak Hassibi

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…

Optimization and Control · Mathematics 2019-11-12 Jingrui Sun , Jie Xiong , Jiongmin Yong

The problem of stabilizing an unstable plant over a noisy communication link is an increasingly important one that arises in applications of networked control systems. Although the work of Schulman and Sahai over the past two decades, and…

Information Theory · Computer Science 2012-02-28 Ravi Teja Sukhavasi , Babak Hassibi

We present a systematic method for designing distributed generation and demand control schemes for secondary frequency regulation in power networks such that stability and an economically optimal power allocation can be guaranteed. A…

Optimization and Control · Mathematics 2017-03-03 Andreas Kasis , Nima Monshizadeh , Eoin Devane , Ioannis Lestas

An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.…

Optimization and Control · Mathematics 2016-02-26 Xun Li , Jingrui Sun , Jiongmin Yong

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

This paper mainly establishes the finite-horizon stochastic bounded real lemma, and then solves the $H_{\infty}$ control problem for discrete-time stochastic linear systems defined on the separable Hilbert spaces, thereby unifying the…

Optimization and Control · Mathematics 2026-01-12 Cheng'ao Li , Ting Hou , Weihai Zhang , Feiqi Deng

We study the closed-loop solvability of a stochastic linear quadratic optimal control problem for systems governed by stochastic evolution equations. This solvability is established by means of solvability of the corresponding Riccati…

Optimization and Control · Mathematics 2019-01-21 Qi Lü

In networked control systems, often the sensory signals are quantized before being transmitted to the controller. Consequently, performance is affected by the coarseness of this quantization process. Modern communication technologies allow…

Systems and Control · Electrical Eng. & Systems 2021-11-09 Dipankar Maity , Panagiotis Tsiotras

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong