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This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

The main goal of this paper is to discuss the construction of distributionally robust counterparts of stochastic optimal control problems. Randomized and non-randomized policies are considered. In particular, necessary and sufficient…

Optimization and Control · Mathematics 2024-10-15 Alexander Shapiro , Yan Li

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

Voltage control plays an important role in the operation of electricity distribution networks, especially with high penetration of distributed energy resources. These resources introduce significant and fast varying uncertainties. In this…

Optimization and Control · Mathematics 2018-11-07 Pan Li , Baihong Jin , Dai Wang , Baosen Zhang

The convergence of policy gradient algorithms hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of linear quadratic control.…

Optimization and Control · Mathematics 2023-11-02 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…

Optimization and Control · Mathematics 2024-08-02 Dongping Qi , Adam Dhillon , Alexander Vladimirsky

A novel distributed algorithm is proposed for finite-time converging to a feasible consensus solution satisfying global optimality to a certain accuracy of the distributed robust convex optimization problem (DRCO) subject to bounded…

Optimization and Control · Mathematics 2023-09-06 Xunhao Wu , Jun Fu

We consider optimal control of decentralized LQG problems for plants controlled by two players having asymmetric information sharing patterns between them. In one scenario, players are assumed to have a bidirectional error-free, unlimited…

Optimization and Control · Mathematics 2016-12-01 Naumaan Nayyar , Dileep Kalathil , Rahul Jain

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

A generalized strategy for the design of intelligent robust control systems based on quantum / soft computing technologies is described. The reliability of hybrid intelligent controllers increase by providing the ability to self-organize of…

Quantum Physics · Physics 2023-05-22 Sergey V. Ulyanov , Viktor S. Ulyanov , Takakhide Hagiwara

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

Direct policy gradient methods for reinforcement learning and continuous control problems are a popular approach for a variety of reasons: 1) they are easy to implement without explicit knowledge of the underlying model 2) they are an…

Machine Learning · Computer Science 2019-03-26 Maryam Fazel , Rong Ge , Sham M. Kakade , Mehran Mesbahi

In this paper, we propose a distributed voltage control in power distribution networks through reactive power compensation. The proposed control can (i) operate in a distributed fashion where each bus makes its decision based on local…

Optimization and Control · Mathematics 2020-06-02 Guannan Qu , Na Li

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

Current research on robust trajectory planning for autonomous agents aims to mitigate uncertainties arising from disturbances and modeling errors while ensuring guaranteed safety. Existing methods primarily utilize stochastic optimal…

Systems and Control · Electrical Eng. & Systems 2025-02-13 Christian Vitale , Savvas Papaioannou , Panayiotis Kolios , Georgios Ellinas

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

This article introduces a decentralized robust optimization framework for safe multi-agent control under uncertainty. Although stochastic noise has been the primary form of modeling uncertainty in such systems, these formulations might fall…

Optimization and Control · Mathematics 2025-08-19 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

This paper studies a constrained optimization problem over networked systems with an undirected and connected communication topology. The algorithm proposed in this work utilizes singular perturbation, dynamic average consensus, and saddle…

Optimization and Control · Mathematics 2017-10-24 Phuong Huu Hoang , Hyo-Sung Ahn

Classical linear quadratic (LQ) control centers around linear time-invariant (LTI) systems, where the control-state pairs introduce a quadratic cost with time-invariant parameters. Recent advancement in online optimization and control has…

Optimization and Control · Mathematics 2020-09-30 Ting-Jui Chang , Shahin Shahrampour