Related papers: Fundamental Limits of Controlled Stochastic Dynami…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
We study a stabilization problem of linear uncertain systems with parametric uncertainties via feedback control over data-rate-constrained channels. The objective is to find the limitation on the amount of information that must be conveyed…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
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…
We find evidence for a continuum limit of a particular causal set dynamics which depends on only a single ``coupling constant'' $p$ and is easy to simulate on a computer. The model in question is a stochastic process that can also be…
We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…
We investigate control of a non-linear process when communication and processing capabilities are limited. The sensor communicates with a controller node through an erasure channel which introduces i.i.d. packet dropouts. Processor…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
The stability of stochastic Model Predictive Control (MPC) subject to additive disturbances is often demonstrated in the literature by constructing Lyapunov-like inequalities that ensure closed-loop performance bounds and boundedness of the…
This paper addresses a structural design problem in control systems, and explicitly takes into consideration the possible application to large-scale systems. More precisely, we aim to determine and characterize the minimum number of…
In this paper we derive fundamental limitations on the levels of $H_2$ and $H_\infty{}$ performance that can be achieved when controlling lossless systems. The results are applied to the swing equation power system model, where it is shown…
The paper is concerned with the boundary controllability of entropy weak solutions to hyperbolic systems of conservation laws. We prove a general result on the asymptotic stabilization of a system near a constant state. On the other hand,…
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
This paper considers data rate limitations for mean square stabilization of uncertain discrete-time linear systems via finite data rate and lossy channels. For a plant having parametric uncertainties, a necessary condition and a sufficient…
This paper studies stochastic aperiodic stabilization of a networked control system (NCS) consisting of a continuous-time plant and a discrete-time controller. The plant and the controller are assumed to be connected by communication…
Dynamical systems can be prone to severe fluctuations due to the presence of chaotic dynamics. This paper explains for a toy chaotic economic model how such a system can be regulated by the application of relatively weak control to keep the…
In this article, we focus on the global stabilizability problem for a class of second order uncertain stochastic control systems, where both the drift term and the diffusion term are nonlinear functions of the state variables and the…