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This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

This paper considers the optimal distributed control problem for a linear stochastic multi-agent system (MAS). Due to the distributed nature of MAS network, the information available to an individual agent is limited to its vicinity. From…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Hojin Lee , Cheolhyeon Kwon

This paper presents an algorithm to apply nonlinear control design approaches in the case of stochastic systems with partial state observation. Deterministic nonlinear control approaches are formulated under the assumption of full state…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Mohammad S. Ramadan , Mohammad Alsuwaidan , Ahmed Atallah , Sylvia Herbert

In this paper the connection between stochastic optimal control and reinforcement learning is investigated. Our main motivation is to apply importance sampling to sampling rare events which can be reformulated as an optimal control problem.…

Optimization and Control · Mathematics 2024-02-16 Jannes Quer , Enric Ribera Borrell

This paper studies the performance and resilience of a cyber-physical control system (CPCS) with attack detection and reactive attack mitigation. It addresses the problem of deriving an optimal sequence of false data injection attacks that…

Cryptography and Security · Computer Science 2017-06-07 Subhash Lakshminarayana , Teo Zhan Teng , David K. Y. Yau , Rui Tan

This paper investigates the optimal formation control problem of a class of nonlinear multi-agent systems(MASs) under Denial-of-Service(DoS) attacks. We design the optimal formation control law using an event-triggered control scheme to…

Systems and Control · Electrical Eng. & Systems 2025-04-22 Jianqiang Zhang , Kaijun Yang

The state estimation of continuous-time nonlinear systems in which a subset of sensor outputs can be maliciously controlled through injecting a potentially unbounded additive signal is considered in this paper. Analogous to our earlier work…

Optimization and Control · Mathematics 2020-08-31 Michelle S. Chong , Henrik Sandberg , Joao P. Hespanha

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

We explore an optimal impulse control problem wherein an electronic device owner strategically calibrates protection levels against cyber attacks. Utilizing epidemiological compartment models, we qualitatively characterize the dynamics of…

Optimization and Control · Mathematics 2024-10-24 Caroline Hillairet , Thibaut Mastrolia , Wissal Sabbagh

In this paper, we investigate the impact of denial-of-service attacks on the status updating of a cyber-physical system with one or more sensors connected to a remote monitor via unreliable channels. We approach the problem from the…

Information Theory · Computer Science 2024-11-19 Saad Kriouile , Mohamad Assaad , Amira Alloum , Touraj Soleymani

In this work we seek for an approach to integrate safety in the learning process that relies on a partly known state-space model of the system and regards the unknown dynamics as an additive bounded disturbance. We introduce a framework for…

Machine Learning · Computer Science 2018-11-12 Stanislav Fedorov , Antonio Candelieri

This paper firstly addresses the problem of risk assessment under false data injection attacks on uncertain control systems. We consider an adversary with complete system knowledge, injecting stealthy false data into an uncertain control…

Systems and Control · Electrical Eng. & Systems 2022-12-12 Sribalaji C. Anand , André M. H. Teixeira , Anders Ahlén

The resource management of a phase array system capable of multiple target tracking and surveillance is critical for the realization of its full potential. Present work aims to improve the performance of an existing method, time-balance…

Signal Processing · Electrical Eng. & Systems 2025-12-03 Ömer Çayır , Çağatay Candan

The optimal control for mobile agents is an important and challenging issue. Recent work shows that using randomized mechanism in agents' control can make the state unpredictable, and thus improve the security of agents. However, the…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Chendi Qu , Jianping He , Jialun Li

Finding optimal adversarial attack strategies is an important topic in reinforcement learning and the Markov decision process. Previous studies usually assume one all-knowing coordinator (attacker) for whom attacking different recipient…

Machine Learning · Computer Science 2024-03-05 Ziqing Lu , Guanlin Liu , Lifeng Lai , Weiyu Xu

This paper studies the continuous-time reinforcement learning for stochastic singular control with the application to an infinite-horizon irreversible reinsurance problems. The singular control is equivalently characterized as a pair of…

Optimization and Control · Mathematics 2025-12-03 Zongxia Liang , Xiaodong Luo , Xiang Yu

This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…

Optimization and Control · Mathematics 2018-08-22 Tom Lefebvre , Frederik De Belie , Guillaume Crevecoeur

This paper deals with discrete-time Markov control processes on a general state space. A long-run risk-sensitive average cost criterion is used as a performance measure. The one-step cost function is nonnegative and possibly unbounded.…

Risk Management · Quantitative Finance 2016-08-14 Anna Jaśkiewicz

This article considers the problem of risk-optimal allocation of security measures when the actuators of an uncertain control system are under attack. We consider an adversary injecting false data into the actuator channels. The attack…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Sribalaji C. Anand , André M. H. Teixeira