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In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…

Systems and Control · Electrical Eng. & Systems 2026-03-06 Menno van Zutphen , Giannis Delimpaltadakis , Duarte J. Antunes

In this paper, we present a control synthesis framework for a general class of nonlinear, control-affine systems under spatiotemporal and input constraints. First, we study the problem of fixed-time convergence in the presence of input…

Optimization and Control · Mathematics 2022-04-27 Kunal Garg , Ehsan Arabi , Dimitra Panagou

This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic…

Optimization and Control · Mathematics 2024-01-01 Juanjuan Xu , Huanshui Zhang

In this paper a novel discrete-time realization of the super-twisting controller is proposed. The closed-loop system is proven to converge to an invariant set around the origin in finite time. Furthermore, the steady-state error is shown to…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Benedikt Andritsch , Lars Watermann , Stefan Koch , Markus Reichhartinger , Johann Reger , Martin Horn

Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…

Statistical Mechanics · Physics 2023-01-31 David Guéry-Odelin , Christopher Jarzynski , Carlos A. Plata , Antonio Prados , Emmanuel Trizac

The fundamental lemma by Jan C. Willems and co-authors enables the representation of all input-output trajectories of a linear time-invariant system by measured input-output data. This result has proven to be pivotal for data-driven…

Systems and Control · Electrical Eng. & Systems 2024-11-06 Guanru Pan , Ruchuan Ou , Timm Faulwasser

This paper presents a novel approach for steering the state of a stochastic control-affine system to a desired target within a finite time horizon. Our method leverages the time-reversal of diffusion processes to construct the required…

Optimization and Control · Mathematics 2025-09-11 Yuhang Mei , Amirhossein Taghvaei , Ali Pakniyat

In recent years, event and self-triggered control have been proposed as energy-aware control strategies to expand the life-time of battery powered devices in Networked Control Systems (NCSs). In contrast to the previous works in which their…

Optimization and Control · Mathematics 2018-03-21 Kazumune Hashimoto , Shuichi Adachi , Dimos V. Dimarogonas

The optimal control of epidemic-like stochastic processes is important both historically and for emerging applications today, where it can be especially important to include time-varying parameters that impact viral epidemic-like…

Optimization and Control · Mathematics 2017-10-02 Yingdong Lu , Mark S. Squillante , Chai Wah Wu

The finite-time control problem of quantum systems is investigated in this paper. We first define finite-time stability and present a finite-time Lyapunov stability criterion for finite-dimensional quantum systems in coherence vector…

Quantum Physics · Physics 2020-05-27 Sen Kuang , Xiaoke Guan , Daoyi Dong

In this paper, we discuss the relationships between capacity of control in entropy theory and intrinsic properties in control theory for a class of finite dimensional stochastic dynamical systems described by a linear stochastic…

Optimization and Control · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…

Optimization and Control · Mathematics 2020-04-22 Yuk-Loong Chow , Xiang Yu , Chao Zhou

Control problems frequently arise in scientific and industrial applications, where the objective is to steer a dynamical system from an initial state to a desired target state. Recent advances in deep learning and automatic differentiation…

Systems and Control · Electrical Eng. & Systems 2026-01-09 Lucas Böttcher

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi

This paper presents a new theory, known as robust dynamic pro- gramming, for a class of continuous-time dynamical systems. Different from traditional dynamic programming (DP) methods, this new theory serves as a fundamental tool to analyze…

Optimization and Control · Mathematics 2018-09-18 Tao Bian , Zhong-Ping Jiang

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

Optimal sensor scheduling with applications to networked estimation and control systems is considered. We model sensor measurement and transmission instances using jumps between states of a continuous-time Markov chain. We introduce a cost…

Optimization and Control · Mathematics 2014-05-07 Farhad Farokhi , Karl H. Johansson

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold