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The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…

Analysis of PDEs · Mathematics 2022-03-25 Renhai Wang , Tomas Caraballo , Nguyen Huy Tuan

A problem of computing time-fuel optimal control for state transfer of a single input linear time invariant (LTI) system to the origin is considered. The input is assumed to be bounded. Since, the optimal control is bang-off-bang in nature,…

Optimization and Control · Mathematics 2021-02-23 Rajasree Sarkar , Deepak U. Patil , Indra Narayan Kar

This paper addresses the end-to-end sample complexity bound for learning in closed loop the state estimator-based robust H2 controller for an unknown (possibly unstable) Linear Time Invariant (LTI) system, when given a fixed state-feedback…

Systems and Control · Electrical Eng. & Systems 2022-12-23 Yifei Zhang , Sourav Kumar Ukil , Andrei Sperila , Serban Sabau

We study the stability properties of a control system composed of a dynamical plant and a feedback controller, the latter generating control signals that can be compromised by a malicious attacker. We consider two classes of feedback…

Optimization and Control · Mathematics 2023-12-19 Felipe Galarza-Jimenez , Gianluca Bianchin , Jorge I. Poveda , Emiliano Dall'Anese

We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop…

Optimization and Control · Mathematics 2014-01-09 R. M. Jungers , A. D'Innocenzo , M. D. Di Benedetto

This paper designs a model predictive control (MPC) law for constrained linear systems with stochastic additive disturbances and noisy measurements, minimising a discounted cost subject to a discounted expectation constraint. It is assumed…

Systems and Control · Electrical Eng. & Systems 2022-04-22 Shuhao Yan , Mark Cannon , Paul J. Goulart

In this paper, we consider an integrated MSP-MDP framework which captures features of Markov decision process (MDP) and multistage stochastic programming (MSP). The integrated framework allows one to study a dynamic decision-making process…

Optimization and Control · Mathematics 2025-09-29 Zhiyao Yang , Zhiping Chen , Huifu Xu

In this contribution, we introduce a general class of car-following models with an input-state-output port-Hamiltonian structure. We derive stability conditions and long-term behavior of the finite system with periodic boundaries and…

Dynamical Systems · Mathematics 2025-02-04 Julia Ackermann , Matthias Ehrhardt , Thomas Kruse , Antoine Tordeux

Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…

Optimization and Control · Mathematics 2013-11-15 Corentin Briat

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead

We provide a comprehensive review and practical implementation of a recently developed model predictive control (MPC) framework for controlling unknown systems using only measured data and no explicit model knowledge. Our approach relies on…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Julian Berberich , Johannes Köhler , Matthias A. Müller , Frank Allgöwer

This paper considers the problem of robust stability and stabilization for linear fractional-order system with nonlinear uncertain parameters, with fractional order 0<a<2. A dynamic output feedback controller, with predetermined order, for…

Optimization and Control · Mathematics 2021-06-25 Pouya Badri , Mahdi Sojoodi , Elyar Zavvari

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…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

Laser frequency stabilization is conventionally analyzed using continuous-time control theory, which accurately models analog feedback but is insufficient for digital implementations where quantization, sampling, and stochastic noise shape…

Optics · Physics 2026-04-09 Swarnav Banik , Elliot Greenwald , Xing Pan

We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…

Optimization and Control · Mathematics 2018-05-18 Masashi Wakaiki , Masaki Ogura , Joao P. Hespanha

This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yiting Chen , Liliaokeawawa Cothren , Jorge Cortes , Emiliano Dall'Anese

This paper, the second of a two-part series, presents a method for mean-field feedback stabilization of a swarm of agents on a finite state space whose time evolution is modeled as a continuous time Markov chain (CTMC). The resulting…

Systems and Control · Computer Science 2017-03-29 Shiba Biswal , Karthik Elamvazhuthi , Spring Berman

Data-driven controllers design is an important research problem, in particular when data is corrupted by the noise. In this paper, we propose a data-driven min-max model predictive control (MPC) scheme using noisy input-state data for…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Yifan Xie , Julian Berberich , Frank Allgöwer

This work addresses the design of static output feedback control of discrete-time nonlinear systems satisfying a local Lipschitz continuity condition with time-varying uncertainties. The controller has also a guaranteed disturbance…

Systems and Control · Computer Science 2016-06-28 Masoud Abbaszadeh , Horacio J. Marquez

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…

Optimization and Control · Mathematics 2020-04-07 Diego Muñoz-Carpintero , Mark Cannon