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In this paper, we consider a network of processors aiming at cooperatively solving mixed-integer convex programs subject to uncertainty. Each node only knows a common cost function and its local uncertain constraint set. We propose a…

Optimization and Control · Mathematics 2022-07-19 Mohammadreza Chamanbaz , Giuseppe Notarstefano , Francesco Sasso , Roland Bouffanais

This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…

Optimization and Control · Mathematics 2025-10-21 Wenjing Yang , Zhaorong Zhang , Juanjuan Xu

This paper is concerned with a kind of risk-sensitive optimal control problem for fully coupled forward-backward stochastic systems. The control variable enters the diffusion term of the state equation and the control domain is not…

Optimization and Control · Mathematics 2023-04-11 Jingtao Lin , Jingtao Shi

We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Ricardo Gutierrez , Jesse B. Hoagg

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…

Optimization and Control · Mathematics 2016-10-18 Jingrui Sun , Jiongmin Yong

It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite…

Optimization and Control · Mathematics 2019-10-15 Qi Lu , Xu Zhang

Neural network controllers (NNCs) have shown great promise in autonomous and cyber-physical systems. Despite the various verification approaches for neural networks, the safety analysis of NNCs remains an open problem. Existing verification…

Machine Learning · Computer Science 2023-01-31 Chi Zhang , Wenjie Ruan , Peipei Xu

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

Optimization and Control · Mathematics 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

It is desirable but challenging to fulfill system constraints and reach optimal performance in consensus protocol design for practical multi-agent systems (MASs). This paper investigates the optimal consensus problem for general linear MASs…

Optimization and Control · Mathematics 2016-02-01 Huiping Li , Weisheng Yan , Yang Shi , Fuqiang Liu

An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…

Optimization and Control · Mathematics 2016-03-08 Valery Y. Glizer , Oleg Kelis

A disturbance-aware predictive control policy is proposed for DC-AC power inverters with the receding horizon optimization approach. First, a discrete event-driven hybrid automaton model has been constructed for the nonlinear inverter…

Systems and Control · Electrical Eng. & Systems 2020-12-23 Zhengxi Chen , Xun Shen

We consider the decentralized control of radial distribution systems with controllable photovoltaic inverters and energy storage resources. For such systems, we investigate the problem of designing fully decentralized controllers that…

Optimization and Control · Mathematics 2017-05-03 Weixuan Lin , Eilyan Bitar

For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower…

Optimization and Control · Mathematics 2021-12-22 Berk Altın , Ricardo G. Sanfelice

In this paper, we consider networked systems comprised of interconnected sets of linear subsystems and propose a decentralized and compositional approach to stabilize or dissipativate such linear networked systems via optimally modifying…

Systems and Control · Electrical Eng. & Systems 2023-05-05 Shirantha Welikala , Hai Lin , Panos J. Antsaklis

Optimal control deals with optimization problems in which variables steer a dynamical system, and its outcome contributes to the objective function. Two classical approaches to solving these problems are Dynamic Programming and the…

Optimization and Control · Mathematics 2023-12-18 Alessandro Betti , Michele Casoni , Marco Gori , Simone Marullo , Stefano Melacci , Matteo Tiezzi

We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential…

Optimization and Control · Mathematics 2012-02-28 Paolo Acquistapace , Francesca Bucci , Irena Lasiecka

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu

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

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

This paper studies the consensus problem of heterogeneous multi-agent systems by the feedforward control and linear quadratic (LQ) optimal control theory. Different from the existing consensus control algorithms, which require to design an…

Optimization and Control · Mathematics 2024-03-19 Liping Zhang , Huanshui Zhang