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A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…

Optimization and Control · Mathematics 2017-05-30 Yuan-Hua Ni , Cedric Ka-Fai Yiu , Huanshui Zhang , Ji-Feng Zhang

The increasing penetration of distributed energy resources and power-electronics interfaces in DC microgrids, coupled with rising cyber threats, necessitates primary controllers that are provably safe, cyber-resilient, and practical. The…

Systems and Control · Electrical Eng. & Systems 2025-09-05 Muratkhan Abdirash , Xiaofan Cui

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 presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Andrea Iannelli , Mohammad Khosravi , Roy S. Smith

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

We present DMaC, a novel distributed, finite-time algorithm that guarantees max-consensus in directed networks with unreliable communication links experiencing packet drops. Unlike existing methods, DMaC ensures all nodes compute the exact…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Apostolos I. Rikos , Jiaqi Hu , Themistoklis Charalambous , Karl Henrik Johannson

The control of large-scale cyber-physical systems requires optimal distributed policies relying solely on limited communication with neighboring agents. However, computing stabilizing controllers for nonlinear systems while optimizing…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Muhammad Zakwan , Giancarlo Ferrari-Trecate

A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

Systems and Control · Electrical Eng. & Systems 2025-01-30 Marijan Palmisano , Martin Steinberger , Martin Horn

We address the problem of interference management and power control in terms of maximization of a general utility function. For the utility functions under consideration, we propose a power control algorithm based on a fixed-point…

Information Theory · Computer Science 2012-11-13 Ehsan Karamad , Raviraj Adve , Jerry Chow

We generalize the classical theory on algebraic Riccati equations and optimization to infinite-dimensional well-posed linear systems, thus completing the work of George Weiss, Olof Staffans and others. We show that the optimal control is…

Optimization and Control · Mathematics 2016-03-01 Kalle M. Mikkola

We establish a collection of closed-loop guarantees and propose a scalable optimization algorithm for distributionally robust model predictive control (DRMPC) applied to linear systems, convex constraints, and quadratic costs. Via standard…

Optimization and Control · Mathematics 2024-11-13 Robert D. McAllister , Peyman Mohajerin Esfahani

We revisit and extend the Riccati theory, unifying continuous-time linear-quadratic optimal permanent and sampled-data control problems, in finite and infinite time horizons. In a nutshell, we prove that:-- when the time horizon T tends to…

Optimization and Control · Mathematics 2020-02-12 Loïc Bourdin , Emmanuel Trélat

This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…

Optimization and Control · Mathematics 2022-09-16 Shichao Lv , Hongdan Li , Kai Peng , Huanshui Zhang

Optimal control of interdependent epidemics spreading over complex networks is a critical issue. We first establish a framework to capture the coupling between two epidemics, and then analyze the system's equilibrium states by categorizing…

Systems and Control · Computer Science 2017-10-19 Juntao Chen , Rui Zhang , Quanyan Zhu

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

The infinite horizon setting is widely adopted for problems of reinforcement learning (RL). These invariably result in stationary policies that are optimal. In many situations, finite horizon control problems are of interest and for such…

Machine Learning · Computer Science 2025-03-21 Soumyajit Guin , Shalabh Bhatnagar

This paper proposes a centralized predictive flow controller to handle multi-connectivity for ultra-reliable low latency communication (URLLC) services. The prediction is based on channel state information (CSI) and buffer state reports…

Information Theory · Computer Science 2019-07-03 David Guzman , Richard Schoeffauer , Gerhard Wunder

We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…

Optimization and Control · Mathematics 2017-11-15 Peter Bank , Moritz Voß

Decentralized optimization methods often entail information exchange between neighbors. Transmission failures can happen due to network congestion, hardware/software issues, communication outage, and other factors. In this paper, we…

Machine Learning · Computer Science 2024-01-05 Wenjing Yan , Xuanyu Cao

We propose a novel approach to solving input- and state-constrained parametric mixed-integer optimal control problems using Differentiable Predictive Control (DPC). Our approach follows the differentiable programming paradigm by learning an…

Systems and Control · Electrical Eng. & Systems 2025-06-25 Ján Boldocký , Shahriar Dadras Javan , Martin Gulan , Martin Mönnigmann , Ján Drgoňa
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