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We consider a general linear control system and a general quadratic cost, where the state evolves continuously in time and the control is sampled, i.e., is piecewise constant over a subdivision of the time interval. This is the framework of…

Optimization and Control · Mathematics 2016-04-22 Loïc Bourdin , Emmanuel Trélat

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

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This paper discusses a new approximation method for operators which are solution to an operational Riccati equation (ORE). The latter is derived from the theory of optimal control of linear problems posed in Hilbert spaces. The…

Numerical Analysis · Mathematics 2013-10-29 Youssef Yakoubi , Michel Lenczner

This paper investigates the optimal control problem for a class of nonlinear fully coupled forward-backward stochastic difference equations (FBS$\Delta$Es). Under the convexity assumption of the control domain, we establish a variational…

Optimization and Control · Mathematics 2025-12-02 Zhipeng Niu , Jun Moon , Qingxin Meng

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

This paper gives a new solution to the output feedback H_2 model matching problem for a large class of delayed information sharing patterns. Existing methods for such problems typically reduce the decentralized problem to a centralized…

Systems and Control · Computer Science 2012-09-18 Andrew Lamperski , John C. Doyle

This paper studies the trade-off between the degree of decentralization and the performance of a distributed controller in a linear-quadratic control setting. We study a system of interconnected agents over a graph and a distributed…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , Yiheng Lin , Guannan Qu , Adam Wierman , Mihai Anitescu

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

Optimization and Control · Mathematics 2024-12-31 Lander Vanroye , Joris De Schutter , Wilm Decré

Networked Control Systems (NCS) are distributed systems where plants, sensors, actuators and controllers communicate over shared networks. Non-ideal behaviors of the communication network include variable sampling/transmission intervals and…

Systems and Control · Computer Science 2017-08-11 Alessandro Borri , Giordano Pola , Maria Domenica Di Benedetto

We consider discrete-time dynamics, for cascading failure in DC networks, whose map is composition of failure rule with control actions. Supply-demand at the nodes is monotonically non-increasing under admissible control. Under the failure…

Systems and Control · Computer Science 2018-03-21 Qin Ba , Ketan Savla

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen

The consensus control with optimal cost remains major challenging although consensus control problems have been well studied in recent years. In this paper, we study the consensus control of multi-agent system associated with a given cost…

Optimization and Control · Mathematics 2018-03-28 Juanjuan Xu , Huanshui Zhang

This paper investigates the problem of consensus-based distributed control of linear time-invariant multi-channel systems subject to unknown inputs. A distributed observer-based control framework is proposed, within which observer nodes and…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Ganghui Cao , Xunyuan Yin

In this note, a novel observer-based output feedback control approach is proposed to address the distributed optimal output consensus problem of uncertain nonlinear multi-agent systems in the normal form over unbalanced directed graphs. The…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Jin Zhang , Lu Liu , Xinghu Wang , Haibo Ji

We study the performance of the certainty equivalent controller on Linear Quadratic (LQ) control problems with unknown transition dynamics. We show that for both the fully and partially observed settings, the sub-optimality gap between the…

Optimization and Control · Mathematics 2019-06-25 Horia Mania , Stephen Tu , Benjamin Recht

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

Optimization and Control · Mathematics 2024-04-10 Siming Liang , Ruoyu Hu , Feng Bao , Richard Archibald , Guannan Zhang

This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…

Optimization and Control · Mathematics 2023-07-19 Jia Hui , Yuan-Hua Ni

This paper addresses the security allocation problem within networked control systems, which consist of multiple interconnected control systems under the influence of two opposing agents: a defender and a malicious adversary. The adversary…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Anh Tung Nguyen , Andreas Hertzberg , André MH Teixeira

In this paper, we investigate optimal control of network-coupled subsystems where the dynamics and the cost couplings depend on an underlying undirected weighted graph. The graph coupling matrix in the dynamics may be the adjacency matrix,…

Systems and Control · Electrical Eng. & Systems 2021-11-05 Shuang Gao , Aditya Mahajan