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In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control…

Optimization and Control · Mathematics 2024-09-05 Jin Shi , Shuzhen Yang

This paper considers the control of uncertain systems that are operated under limited resource factors, such as battery life or hardware longevity. We consider here resource-aware self-triggered control techniques that schedule system…

Systems and Control · Electrical Eng. & Systems 2021-03-11 Yingzhao Lian , Yuning Jiang , Naomi Stricker , Lothar Thiele , Colin N. Jones

In a paper by Willems and coauthors it was shown that persistently exciting data can be used to represent the input-output behavior of a linear system. Based on this fundamental result, we derive a parametrization of linear feedback systems…

Systems and Control · Computer Science 2019-09-10 Claudio De Persis , Pietro Tesi

In this paper, we discuss the relationships between capacity of control in entropy theory and intrinsic properties in control theory for a class of finite dimensional stochastic dynamical systems described by a linear stochastic…

Optimization and Control · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

We propose a stability analysis method for sampled-data switched linear systems with finite-level static quantizers. In the closed-loop system, information on the active mode of the plant is transmitted to the controller only at each…

Systems and Control · Computer Science 2015-09-03 Masashi Wakaiki , Yutaka Yamamoto

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

Optimization and Control · Mathematics 2022-09-13 Erhan Bayraktar , Tao Chen

This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…

Methodology · Statistics 2014-10-16 Giles Hooker , Kevin K. Lin , Bruce Rogers

The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…

Optimization and Control · Mathematics 2016-08-12 Vladimir Gaitsgory , Sergey Rossomakhine

In this chapter, we study the consistency of the value of information$\unicode{x2014}$a semantic metric that claims to determine the right piece of information in networked control systems tasks$\unicode{x2014}$in a lossy and delayed…

Information Theory · Computer Science 2024-03-19 Touraj Soleymani , John S. Baras , Siyi Wang , Sandra Hirche , Karl H. Johansson

We study a stabilization problem of linear uncertain systems with parametric uncertainties via feedback control over data-rate-constrained channels. The objective is to find the limitation on the amount of information that must be conveyed…

Systems and Control · Computer Science 2014-05-26 Kunihisa Okano , Hideaki Ishii

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

Optimization and Control · Mathematics 2023-04-04 Aditya Dave , Ioannis Faros , Nishanth Venkatesh , Andreas A. Malikopoulos

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

We adapt tools from information theory to analyze how an observer comes to synchronize with the hidden states of a finitary, stationary stochastic process. We show that synchronization is determined by both the process's internal…

Statistical Mechanics · Physics 2015-05-19 James P. Crutchfield , Christopher J. Ellison , Ryan G. James , John R. Mahoney

This paper develops a data-driven framework for stabilization of discrete-time infinite-dimensional systems. We investigate informativity for stabilization, defined as the existence of a feedback gain that stabilizes all systems compatible…

Optimization and Control · Mathematics 2025-11-21 Masashi Wakaiki

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We present a methodology for determining the relationship between the optimal control points of a power storage facility and a number of different factors including storage level and temperature. The interaction between different factors is…

Optimization and Control · Mathematics 2024-07-04 Fraser J W O'Brien , Timothy C Johnson

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…

Optimization and Control · Mathematics 2024-11-21 Ziyue Chen , Qi Zhang

This paper studies the optimal output-feedback control of a linear time-invariant system where a stochastic event-based scheduler triggers the communication between the sensor and the controller. The primary goal of the use of this type of…

Systems and Control · Computer Science 2017-08-10 Burak Demirel , Alex S. Leong , Vijay Gupta , Daniel E. Quevedo

Feedback control actively dissipates uncertainty from a dynamical system by means of actuation. We develop a notion of "control capacity" that gives a fundamental limit (in bits) on the rate at which a controller can dissipate the…

Information Theory · Computer Science 2017-01-17 Gireeja Ranade , Anant Sahai