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This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…

Optimization and Control · Mathematics 2025-06-19 David Ohlin , Richard Pates , Murat Arcak

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

Optimization and Control · Mathematics 2025-09-23 Liam Hallinan , Ioannis Lestas

This paper studies symmetric constrained linear-quadratic optimal control problems and their parametric solutions. The parametric solution of such a problem is a piecewise-affine feedback law that can be equivalently expressed as a set of…

Optimization and Control · Mathematics 2023-03-22 Ruth Mitze , Michal Kvasnica , Martin Mönnigmann

We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…

Optimization and Control · Mathematics 2024-12-12 Marc Lambert , Francis Bach , Silvère Bonnabel

This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…

Optimization and Control · Mathematics 2025-10-07 Yuexin Cao , Yibei Li , Zhuo Zou , Xiaoming Hu

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…

Optimization and Control · Mathematics 2026-02-17 David Ohlin , Anders Rantzer , Emma Tegling

We introduce a class of distributed control policies for networks of discrete-time linear systems with polytopic additive disturbances. The objective is to restrict the network-level state and controls to user-specified polyhedral sets for…

Systems and Control · Computer Science 2017-09-29 Sadra Sadraddini , Calin Belta

In this paper we address the problem of information-constrained optimal control for an interconnected system subject to one-step communication delays and power constraints. The goal is to minimize a finite-horizon quadratic cost by…

Systems and Control · Computer Science 2018-03-21 V. Causevic , P. Ugo Abara , S. Hirche

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

This paper develops a method to learn optimal controls from data for bilinear systems without a priori knowledge of the system dynamics. Given an unknown bilinear system, we first characterize when the available data is suitable to solve…

Optimization and Control · Mathematics 2023-10-13 Zhenyi Yuan , Jorge Cortes

We consider the problem of optimal sparse output feedback controller synthesis for continuous linear time invariant systems when the feedback gain is static and subject to specified structural constraints. Introducing an additional term…

Optimization and Control · Mathematics 2015-06-23 Reza Arastoo , Nader Motee , Mayuresh V. Kothare

We design nonlinear and adaptive linear model-predictive control (MPC) techniques to minimize operational costs of compressor-actuated dynamics in natural gas pipeline networks. We establish stability of the local linear system and derive…

Optimization and Control · Mathematics 2025-07-24 Luke S. Baker , Sachin Shivakumar , Dieter Armbruster , Rodrigo B. Platte , Anatoly Zlotnik

The performance of control systems with input packet losses on the controller to plant communication channel is analysed. The main contribution of this work is a proof that linear optimal control systems operating with UDP-like…

Systems and Control · Electrical Eng. & Systems 2021-05-07 William Casbolt , Bryn Jones , Iñaki Esnaola

We consider the problem of optimal reactive power compensation for the minimization of power distribution losses in a smart microgrid. We first propose an approximate model for the power distribution network, which allows us to cast the…

Optimization and Control · Mathematics 2013-12-17 Saverio Bolognani , Sandro Zampieri

In this paper, we investigate how to achieve the unpredictability against malicious inferences for linear systems. The key idea is to add stochastic control inputs, named as unpredictable control, to make the outputs irregular. The future…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Chendi Qu , Jianping He , Jialun Li , Xiaoming Duan

In this paper, we design an optimal energy cost controller for linear systems asymptotic consensus given the topology of the graph. The controller depends only on relative information of the agents. Since finding the control gain for such…

Optimization and Control · Mathematics 2017-10-26 Han Zhang , Xiaoming Hu

We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of…

Computational Physics · Physics 2009-11-10 H. J. Kappen

We present a stochastic optimal control problem for a tree network. The dynamics of the network are governed by transport equations with a special emphasis on the non-linear damping function. Demand profiles at the network sinks are…

Optimization and Control · Mathematics 2022-02-11 Simone Göttlich , Thomas Schillinger

In this paper, we provide a theoretical framework that separates the control and learning tasks in a linear system. This separation allows us to combine offline model-based control with online learning approaches and thus circumvent current…

Optimization and Control · Mathematics 2024-03-26 Andreas A. Malikopoulos
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