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We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…

Optimization and Control · Mathematics 2015-03-18 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In this paper, a new polynomial chaos based framework for analyzing linear systems with probabilistic parameters is presented. Stability analysis and synthesis of optimal quadratically stabilizing controllers for such systems are presented…

Systems and Control · Computer Science 2015-03-30 Raktim Bhattacharya

We design resilient sparse state-feedback controllers for a linear time-invariant (LTI) control system while attaining a pre-specified guarantee on ${\mathcal{H}}_\infty$ performance measure. We leverage a technique from non-fragile control…

Systems and Control · Computer Science 2019-09-30 MirSaleh Bahavarnia , Hossein K. Mousavi

In this paper, we study distributed estimation and control problems over graphs under partially nested information patterns. We show a duality result that is very similar to the classical duality result between state estimation and state…

Optimization and Control · Mathematics 2012-09-17 Ather Gattami , Sanjoy Mitter

We present an optimal control-based strategy to enhance the estimation of impulse-like disturbances in continuously monitored linear classical and quantum systems by exploiting non-equilibrium states. Using optimal estimation techniques for…

Quantum Physics · Physics 2026-05-13 Kaspar Schmerling , Andreas Kugi , Andreas Deutschmann-Olek

This study proposes a control strategy to ensure the safe operation of modern power systems with high penetration of inverter-based resources (IBRs) within an optimal operation framework. The objective is to obtain operating points that…

Systems and Control · Electrical Eng. & Systems 2026-01-26 Francesca Rossi , Juan Carlos Olives-Camps , Eduardo Prieto-Araujo , Oriol Gomis-Bellmunt

In Model Predictive Control (MPC) the control input is computed by solving a constrained finite-time optimal control (CFTOC) problem at each sample in the control loop. The main computational effort is often spent on computing the search…

Optimization and Control · Mathematics 2017-03-23 Isak Nielsen , Daniel Axehill

This paper thoroughly investigates stochastic linear-quadratic optimal control problems with the Markovian regime switching system, where the coefficients of the state equation and the weighting matrices of the cost functional are random.…

Optimization and Control · Mathematics 2022-08-03 Jiaqiang Wen , Xun Li , Jie Xiong , Xin Zhang

The main objective of this article is to present Bayesian optimal control over a class of non-autonomous linear stochastic discrete time systems with disturbances belonging to a family of the one parameter uniform distributions. It is…

Optimization and Control · Mathematics 2020-11-17 Ioannis K. Dassios , Krzysztof J. Szajowski

The differential Riccati equation appears in different fields of applied mathematics like control and system theory. Recently Galerkin methods based on Krylov subspaces were developed for the autonomous differential Riccati equation. These…

Numerical Analysis · Mathematics 2019-10-30 Maximilian Behr , Peter Benner , Jan Heiland

This paper investigates the stabilization and control problems for linear continuous-time mean-field systems (MFS). Under standard assumptions, necessary and sufficient conditions to stabilize the mean-field systems in the mean square sense…

Optimization and Control · Mathematics 2017-05-26 Qingyuan Qi , Huanshui Zhang

Stability and stabilization for linear state feedback control systems in the presence of sensor quantization are studied. As the closed-loop system is described by a discontinuous right-hand side differential equation, Krasovskii solutions…

Optimization and Control · Mathematics 2021-12-21 Francesco Ferrante , Frédéric Gouaisbaut , Sophie Tarbouriech

This work addresses the ecological-adaptive cruise control problem for connected electric vehicles by a computationally efficient robust control strategy. The problem is formulated in the space-domain with a realistic description of the…

Systems and Control · Electrical Eng. & Systems 2024-10-28 Sheng Yu , Xiao Pan , Anastasis Georgiou , Boli Chen , Imad M. Jaimoukha , Simos A. Evangelou

Differential algebraic Riccati equations are at the heart of many applications in control theory. They are time-depent, matrix-valued, and in particular nonlinear equations that require special methods for their solution. Low-rank methods…

Numerical Analysis · Mathematics 2019-12-17 Tobias Breiten , Sergey Dolgov , Martin Stoll

Ensuring the stability of wireless networked control systems (WNCS) with nonlinear and control-non-affine dynamics, where system behavior is nonlinear with respect to both states and control decisions, poses a significant challenge,…

Systems and Control · Electrical Eng. & Systems 2025-09-03 Rasika Vijithasena , Rafaela Scaciota , Mehdi Bennis , Sumudu Samarakoon

We propose an efficient way of solving optimal control problems for rigid-body systems on the basis of inverse dynamics and the multiple-shooting method. We treat all variables, including the state, acceleration, and control input torques,…

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

This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a…

Computation · Statistics 2022-05-20 Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…

Optimization and Control · Mathematics 2024-02-02 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

The existence of multiple irregular obstacles in the environment introduces nonconvex constraints into the optimization for motion planning, which makes the optimal control problem hard to handle. One efficient approach to address this…

Systems and Control · Electrical Eng. & Systems 2022-11-10 Xuda Ding , Han Wang , Jianping He , Cailian Chen , Kostas Margellos , Antonis Papachristodoulou