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In complex industrial and chemical process control rooms, effective decision-making is crucial for safety and efficiency. The experiments in this paper evaluate the impact and applications of an AI-based decision support system integrated…

This paper investigates backdoor attack planning in stochastic control systems modeled as Markov Decision Processes (MDPs). A backdoor attack involves an adversary deploying a policy that performs well in the original MDP to pass testing,…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Xinyi Wei , Shuo Han , Ahmed H. Hemida , Charles A. Kamhoua , Jie Fu

This paper studies stochastic control problems motivated by optimal consumption with wealth benchmark tracking. The benchmark process is modeled by a combination of a geometric Brownian motion and a running maximum process, indicating its…

Optimization and Control · Mathematics 2024-04-26 Lijun Bo , Yijie Huang , Xiang Yu

We consider the problem of security-aware planning in an unknown stochastic environment, in the presence of attacks on control signals (i.e., actuators) of the robot. We model the attacker as an agent who has the full knowledge of the…

Robotics · Computer Science 2026-04-07 Alper Kamil Bozkurt , Yu Wang , Miroslav Pajic

We consider the problem of learning the optimal policy for Markov decision processes with safety constraints. We formulate the problem in a reach-avoid setup. Our goal is to design online reinforcement learning algorithms that ensure safety…

Machine Learning · Computer Science 2026-01-21 Abhijit Mazumdar , Rafal Wisniewski , Manuela L. Bujorianu

The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…

Systems and Control · Computer Science 2014-12-19 Ali Heydari

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper studies an attacker against a cyber-physical system (CPS) whose goal is to move the state of a CPS to a target state while ensuring that his or her probability of being detected does not exceed a given bound. The attacker's…

Optimization and Control · Mathematics 2017-03-31 Yuan Chen , Soummya Kar , José M. F. Moura

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

Real-time cyber-physical systems depend on deterministic task execution to guarantee safety and correctness. Unfortunately, this determinism can unintentionally expose timing information that enables adversaries to infer task execution…

Systems and Control · Electrical Eng. & Systems 2026-02-04 Arkaprava Sain , Sunandan Adhikary , Soumyajit Dey

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

Recent non-asymptotic analyses have substantially advanced the theory of distributional policy evaluation, but they largely concern synchronous full-state updates under a generative model, model-based estimators, accelerated variants, or…

Machine Learning · Computer Science 2026-05-11 Ege C. Kaya , Abolfazl Hashemi

Covert planning refers to a class of constrained planning problems where an agent aims to accomplish a task with minimal information leaked to a passive observer to avoid detection. However, existing methods of covert planning often…

Multiagent Systems · Computer Science 2023-11-02 Haoxiang Ma , Chongyang Shi , Shuo Han , Michael R. Dorothy , Jie Fu

The convex analytic method has proved to be a very versatile method for the study of infinite horizon average cost optimal stochastic control problems. In this paper, we revisit the convex analytic method and make three primary…

Optimization and Control · Mathematics 2022-08-04 Ari Arapostathis , Serdar Yüksel

We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…

Optimization and Control · Mathematics 2025-10-27 Somnath Pradhan , Serdar Yuksel

In this paper, we formulate cyber risk management and mitigation as a stochastic optimal control problem under a stochastic Susceptible-Infected-Susceptible (SIS) epidemic model. To capture the dynamics and interplay of management and…

Optimization and Control · Mathematics 2026-01-29 Shize Na , Zhuo Jin , Ran Xu , Hailiang Yang

We investigate the problem of designing optimal stealthy poisoning attacks on the control channel of Markov decision processes (MDPs). This research is motivated by the recent interest of the research community for adversarial and poisoning…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Alessio Russo , Alexandre Proutiere

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

This paper discusses the problem of estimating the state of a linear time-invariant system when some of its sensors and actuators are compromised by an adversarial agent. In the model considered in this paper, the malicious agent attacks an…

Optimization and Control · Mathematics 2019-04-04 Mehrdad Showkatbakhsh , Yasser Shoukry , Suhas Diggavi , Paulo Tabuada

In this paper, we propose an adaptive event-triggered reinforcement learning control for continuous-time nonlinear systems, subject to bounded uncertainties, characterized by complex interactions. Specifically, the proposed method is…

Machine Learning · Computer Science 2024-10-01 Umer Siddique , Abhinav Sinha , Yongcan Cao