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In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…

Optimization and Control · Mathematics 2019-05-02 Liangquan Zhang , Xun Li

A stochastic Model Predictive Control strategy for control systems with communication networks between the sensor node and the controller and between the controller and the actuator node is proposed. Data packets are subject to random…

Systems and Control · Electrical Eng. & Systems 2025-01-30 Marijan Palmisano , Martin Steinberger , Martin Horn

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

Statistical Finance · Quantitative Finance 2011-10-13 Tomáš Tokár , Denis Horváth , Michal Hnatich

In this paper, a multi-agent coordination problem with steady-state regulation constraints is investigated for a class of nonlinear systems. Unlike existing leader-following coordination formulations, the reference signal is not given by a…

Systems and Control · Computer Science 2017-08-15 Yutao Tang , Peng Yi

In this paper, we consider the problem of stochastic optimization, where the objective function is in terms of the expectation of a (possibly non-convex) cost function that is parametrized by a random variable. While the convergence speed…

Information Theory · Computer Science 2019-10-23 Naeimeh Omidvar , An Liu , Vincent Lau , Danny H. K. Tsang , Mohammad Reza Pakravan

In this paper, the formation control of multi-agent systems in random switching communication topology is studied, and the problem of excessive bandwidth and low control efficiency among multi-agents is solved. For nonlinear multi-agent…

Systems and Control · Electrical Eng. & Systems 2024-06-25 Ouyang Lingcong , Yang Kaijun

A mean-field selective optimal control problem of multipopulation dynamics via transient leadership is considered. The agents in the system are described by their spatial position and their probability of belonging to a certain population.…

Optimization and Control · Mathematics 2021-06-15 Giacomo Albi , Stefano Almi , Marco Morandotti , Francesco Solombrino

Model predictive control allows solving complex control tasks with control and state constraints. However, an optimal control problem must be solved in real-time to predict the future system behavior, which is hardly possible on embedded…

Systems and Control · Electrical Eng. & Systems 2023-04-13 Jan Olucak , Walter Fichter , Torbjørn Cunis

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

In this paper, a self-triggered adaptive model predictive control (MPC) algorithm is proposed for constrained discrete-time nonlinear systems subject to parametric uncertainties and additive disturbances. To bound the parametric…

Optimization and Control · Mathematics 2019-12-17 Kunwu Zhang , Changxin Liu , Yang Shi

This paper proposes an adaptive tracking control with prescribed performance function for distributive cooperative control of highly nonlinear multi-agent systems. The use of such approach confines the tracking error within a large…

Optimization and Control · Mathematics 2018-10-30 Hashim A. Hashim , Sami El-Ferik , Frank L. Lewis

This paper proposes a new convex model predictive control strategy for dynamic optimal power flow between battery energy storage systems distributed in an AC microgrid. The proposed control strategy uses a new problem formulation, based on…

Systems and Control · Computer Science 2017-05-16 Thomas Morstyn , Branislav Hredzak , Ricardo P. Aguilera , Vassilios G. Agelidis

In this paper, adaptive set-point regulation controllers for discrete-time nonlinear systems are constructed. The system to be controlled is assumed to have a parametric uncertainty, and an excitation signal is used in order to obtain the…

Optimization and Control · Mathematics 2015-05-25 Shigeru Hanba

Consider the problem of minimizing the expected value of a (possibly nonconvex) cost function parameterized by a random (vector) variable, when the expectation cannot be computed accurately (e.g., because the statistics of the random…

Multiagent Systems · Computer Science 2017-12-12 Yang Yang , Gesualdo Scutari , Daniel P. Palomar , Marius Pesavento

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

We consider the synthesis of control policies from temporal logic specifications for robots that interact with multiple dynamic environment agents. Each environment agent is modeled by a Markov chain whereas the robot is modeled by a finite…

Robotics · Computer Science 2012-03-07 Tichakorn Wongpiromsarn , Alphan Ulusoy , Calin Belta , Emilio Frazzoli , Daniela Rus

Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…

Statistical Mechanics · Physics 2016-08-23 David Schnoerr , Ramon Grima , Guido Sanguinetti

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu
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