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We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

Stabilization of linear control systems with parameter-dependent system matrices is investigated. A Riccati based feedback mechanism is proposed and analyzed. It is constructed by means of an ensemble of parameters from a training set. This…

Optimization and Control · Mathematics 2023-06-05 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

The increase in renewable energy sources (RESs), like wind or solar power, results in growing uncertainty also in transmission grids. This affects grid stability through fluctuating energy supply and an increased probability of overloaded…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Rebecca Bauer , Tillmann Mühlpfordt , Nicole Ludwig , Veit Hagenmeyer

We study a finite-dimensional continuous-time optimal control problem on finite horizon for a controlled diffusion driven by Brownian motion, in the linear-quadratic case. We admit stochastic coefficients, possibly depending on an…

Optimization and Control · Mathematics 2016-09-19 Fulvia Confortola , Marco Fuhrman , Giuseppina Guatteri , Gianmario Tessitore

The stability of the cosmic ray modified shock (CRMS) is studied by means of numerical simulations. Owing to the nonlinear feedback of cosmic-ray (CR) acceleration, a downstream state of the modified shock can no longer be uniquely…

High Energy Astrophysical Phenomena · Physics 2015-06-16 Tatsuhiko Saito , Masahiro Hoshino , Takanobu Amano

Optimal power management of battery energy storage systems (BESS) is crucial for their safe and efficient operation. Numerical optimization techniques are frequently utilized to solve the optimal power management problems. However, these…

Systems and Control · Electrical Eng. & Systems 2025-07-15 Amir Farakhor , Iman Askari , Di Wu , Huazhen Fang

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

In networked control systems, communication resource constraints often necessitate the use of \emph{sparse} control input vectors. A prototypical problem is how to ensure controllability of a linear dynamical system when only a limited…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Krishna Praveen V. S. Kondapi , Chandrasekhar Sriram , Geethu Joseph , Chandra R. Murthy

In this paper, we present a new analytical framework for determining the well-posedness of constrained optimization problems that arise in the study of optimal control device design and placement within the context of infinite dimensional…

Numerical Analysis · Mathematics 2025-09-30 James Cheung

We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…

Optimization and Control · Mathematics 2017-09-18 Bin Zhou

From a mathematical point of view self-organization can be described as patterns to which certain dynamical systems modeling social dynamics tend spontaneously to be attracted. In this paper we explore situations beyond self-organization,…

Optimization and Control · Mathematics 2014-03-24 Marco Caponigro , Massimo Fornasier , Benedetto Piccoli , Emmanuel Trélat

In this paper we provide a set of stability conditions for linear time-varying networked control systems with arbitrary topologies using a piecewise quadratic switching stabilization approach with multiple quadratic Lyapunov functions. We…

Optimization and Control · Mathematics 2018-04-04 Mohammad Razeghi-Jahromi , Saeed Manaffam , Alireza Seyedi , Azadeh Vosoughi

Many real-world datasets, such as healthcare, climate, and economics, are often collected as irregular time series, which poses challenges for accurate modeling. In this paper, we propose the Amortized Control of continuous State Space…

Machine Learning · Statistics 2025-03-03 Byoungwoo Park , Hyungi Lee , Juho Lee

Dynamical systems with a distributed yet interconnected structure, like multi-rigid-body robots or large-scale multi-agent systems, introduce valuable sparsity into the system dynamics that can be exploited in an optimal control setting for…

Robotics · Computer Science 2021-04-08 Roshan Pradhan , Shuo Yang , Frank Dellaert , Howie Choset , Matthew Travers

This study proposes an efficient Newton-type method for the optimal control of switched systems under a given mode sequence. A mesh-refinement-based approach is utilized to discretize continuous-time optimal control problems (OCPs) and…

Optimization and Control · Mathematics 2021-12-21 Sotaro Katayama , Toshiyuki Ohtsuka

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

We develop data-driven reinforcement learning (RL) control designs for input-affine nonlinear systems. We use Carleman linearization to express the state-space representation of the nonlinear dynamical model in the Carleman space, and…

Systems and Control · Electrical Eng. & Systems 2024-08-09 Jishnudeep Kar , He Bai , Aranya Chakrabortty

We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, motivated by demand response in renewable energy systems. We…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Leo Seugnet , Shuang Gao

A novel approach to efficiently treat pure-state equality constraints in optimal control problems (OCPs) using a Riccati recursion algorithm is proposed. The proposed method transforms a pure-state equality constraint into a mixed…

Optimization and Control · Mathematics 2022-10-25 Sotaro Katayama , Toshiyuki Ohtsuka
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