Related papers: Stochastic control on networks: weak DPP, and veri…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
In this paper, we consider a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of related stochastic processes called…
A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…
Controlling complex networks is of paramount importance in science and engineering. Despite the recent development of structural-controllability theory, we continue to lack a framework to control undirected complex networks, especially…
Large dimensional least-squares and regularised least-squares problems are expensive to solve. There exist many approximate techniques, some deterministic (like conjugate gradient), some stochastic (like stochastic gradient descent). Among…
We propose formulating the finite-horizon stochastic optimal control problem for colloidal self-assembly in the space of probability density functions (PDFs) of the underlying state variables (namely, order parameters). The control…
The paper proposes a general framework to analyze control problems for conservation law models on a network. Namely we consider a general class of junction distribution controls and inflow controls and we establish the compactness in $L^1$…
Event-triggered networked control of a linear dynamical system is investigated. Specifically, the dynamical system and the controller are assumed to be connected through a communication channel. State and control input information packets…
Pinning control on complex dynamical networks has emerged as a very important topic in recent trends of control theory due to the extensive study of collective coupled behaviors and their role in physics, engineering and biology. In…
In this note, we study a class of indefinite stochastic McKean-Vlasov linear-quadratic (LQ in short) control problem under the control taking nonnegative values. In contrast to the conventional issue, both the classical dynamic programming…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation…
Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
We consider a stochastic differential game in the context of forward-backward stochastic differential equations, where one player implements an impulse control while the opponent controls the system continuously. Utilizing the notion of…
Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…
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…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
This paper studies a basic model of a dynamical distribution network, where the network topology is given by a directed graph with storage variables corresponding to the vertices and flow inputs corresponding to the edges. We aim at…
We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…