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This paper addresses, for the first time in the literature, optimal control problems for dynamic systems governed by a novel class of sweeping processes with time delay. We establish well-posedness of such processes, in the sense of the…

Optimization and Control · Mathematics 2024-10-01 Boris Mordukhovich , Dao Nguyen , Trang Nguyen , Norma Ortiz-Robinson , Vinicio Ríos

We propose novel quadratic performance tests for linear discrete-time impulsive systems based on viewing these systems as feedback interconnections of some non-impulsive linear system with an impulsive operator. In order to systematically…

Optimization and Control · Mathematics 2022-12-20 Tobias Holicki , Carsten W. Scherer

The discrete-time robust repetitive control (RC, or repetitive controller, also designated RC) problem for nonlinear systems is both challenging and practical. This paper proposes a discrete-time output-feedback RC design for a class of…

Systems and Control · Computer Science 2014-01-09 Quan Quan , Lu Jiang , Kai-Yuan Cai

The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…

Pricing of Securities · Quantitative Finance 2013-02-18 Dylan Possamaï , Guillaume Royer , Nizar Touzi

This paper introduces a new framework for analyzing the stability of discrete-time model predictive controllers acting on continuous-time systems. The proposed framework introduces the distinction between discretization time (used to…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Yaashia Gautam , Marco M. Nicotra

This paper assesses the transient stability of a synchronous machine connected to an infinite bus through the notion of invariant sets. The problem of computing a conservative approximation of the maximal positive invariant set is…

Optimization and Control · Mathematics 2018-11-22 Antoine Oustry , Carmen Cardozo , Patrick Panciatici , Didier Henrion

We consider the problem of optimizing the steady state of a dynamical system in closed loop. Conventionally, the design of feedback optimization control laws assumes that the system is stationary. However, in reality, the dynamics of the…

Optimization and Control · Mathematics 2020-05-11 Sandeep Menta , Adrian Hauswirth , Saverio Bolognani , Gabriela Hug , Florian Dörfler

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We consider the problem of computing the maximal invariant set of discrete-time black-box nonlinear systems without analytic dynamical models. Under the assumption that the system is asymptotically stable, the maximal invariant set…

Systems and Control · Electrical Eng. & Systems 2021-05-31 Zheming Wang , Raphaël M. Jungers

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We study a continuous-time primal-dual algorithm for distributed optimization with nonconvex local cost functions over weight-unbalanced digraphs, and analyze its performance from a dissipativity-based perspective. We first reformulate the…

Optimization and Control · Mathematics 2026-02-10 Weijian Li , Panos J. Antsaklis , Hai Lin

This paper is concerned with networks of interacting linear systems at sites of a multidimensional lattice. The systems are governed by linear ODEs with constant coefficients driven by external inputs, and their internal dynamics and…

Systems and Control · Computer Science 2018-02-02 Igor G. Vladimirov , Ian R. Petersen

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

In this work, we introduce a compositional framework for the construction of finite abstractions (a.k.a. symbolic models) of interconnected discrete-time control systems. The compositional scheme is based on the joint dissipativity-type…

Systems and Control · Computer Science 2017-10-17 Abdalla Swikir , Antoine Girard , Majid Zamani

We consider the general class of time-homogeneous stochastic dynamical systems, both discrete and continuous, and study the problem of learning a representation of the state that faithfully captures its dynamics. This is instrumental to…

Machine Learning · Computer Science 2024-03-15 Vladimir R. Kostic , Pietro Novelli , Riccardo Grazzi , Karim Lounici , Massimiliano Pontil

We investigate the computational potential and limitations of a passive linear optical reservoir with a photodetector at the optical-to-electrical interface as the sole source of nonlinearity. In contrast to conventional nonlinear…

Chaotic Dynamics · Physics 2026-05-06 Elias R. Koch , Julien Javaloyes , Svetlana V. Gurevich , Lina Jaurigue

Dissipativity is an essential concept of systems theory. The paper provides an extension of dissipativity, named differential dissipativity, by lifting storage functions and supply rates to the tangent bundle. Differential dissipativity is…

Systems and Control · Computer Science 2013-05-17 Fulvio Forni , Rodolphe Sepulchre

Dynamical systems are often subject to forcing or changes in their governing parameters and it is of interest to study how this affects their statistical properties. A prominent real-life example of this class of problems is the…

Chaotic Dynamics · Physics 2020-03-18 Manuel Santos Gutiérrez , Valerio Lucarini

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

Traffic flows in a distributed computing network require both transmission and processing, and can be interdicted by removing either communication or computation resources. We study the robustness of a distributed computing network under…

Networking and Internet Architecture · Computer Science 2021-11-29 Jianan Zhang , Hyang-Won Lee , Eytan Modiano