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We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Optimization and Control · Mathematics 2009-09-28 Debasish Chatterjee , Eugenio Cinquemani , Giorgos Chaloulos , John Lygeros

We address the multi-agent persistent monitoring problem defined on a set of nodes (targets) interconnected over a network topology. A measure of mean overall node state uncertainty evaluated over a finite period is to be minimized by…

Systems and Control · Electrical Eng. & Systems 2020-10-06 Shirantha Welikala , Christos G. Cassandras

We investigate the problem of practical output regulation, i.e., to design a controller that brings the system output in the vicinity of a desired target value while keeping the other variables bounded. We consider uncertain systems that…

Optimization and Control · Mathematics 2021-07-19 Mohammad Saeed Sarafraz , Anton V. Proskurnikov , Mohammad Saleh Tavazoei , Peyman Mohajerin Esfahani

This article is concerned with stability and performance of controlled stochastic processes under receding horizon policies. We carry out a systematic study of methods to guarantee stability under receding horizon policies via appropriate…

Systems and Control · Computer Science 2017-11-27 Debasish Chatterjee , John Lygeros

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

We consider a finite-horizon linear-quadratic optimal control problem where only a limited number of control messages are allowed for sending from the controller to the actuator. To restrict the number of control actions computed and…

Systems and Control · Computer Science 2017-01-19 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo , Mikael Johansson

We propose novel iterative learning control algorithms to track a reference trajectory in resource-constrained control systems. In many applications, there are constraints on the number of control actions, delivered to the actuator from the…

Optimization and Control · Mathematics 2017-09-29 Burak Demirel , Euhanna Ghadimi , Daniel E. Quevedo

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

We present a stochastic model predictive control framework for nonlinear systems subject to unbounded process noise with closed-loop guarantees. First, we provide a conceptual shrinking-horizon framework that utilizes general probabilistic…

Systems and Control · Electrical Eng. & Systems 2025-06-06 Johannes Köhler , Melanie N. Zeilinger

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

We consider the problem of output feedback controller sparsification for systems with parametric uncertainties. We develop an optimization scheme that minimizes the performance deterioration caused by the sparsification process, while…

Optimization and Control · Mathematics 2018-05-16 Reza Arastoo , MirSaleh Bahavarnia

This paper proposes a novel method for designing finite-horizon discrete-valued switching signals in linear switched systems based on discreteness-promoting regularization. The inherent combinatorial optimization problem is reformulated as…

Optimization and Control · Mathematics 2025-05-06 Masaaki Nagahara , Takuya Ikeda , Ritsuki Hoshimoto

Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Lukas Beckenbach , Stefan Streif

We propose a self-triggered control algorithm to reduce onboard processor usage, communication bandwidth, and energy consumption across a linear time-invariant networked control system. We formulate an optimal control problem by penalizing…

Systems and Control · Computer Science 2018-12-24 MirSaleh Bahavarnia , Hossein K. Mousavi , Nader Motee

This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Simone Mariano , Paolo Frasca

Optimal control is a popular approach to synthesize highly dynamic motion. Commonly, $L_2$ regularization is used on the control inputs in order to minimize energy used and to ensure smoothness of the control inputs. However, for some…

Robotics · Computer Science 2022-07-18 Traiko Dinev , Wolfgang Merkt , Vladimir Ivan , Ioannis Havoutis , Sethu Vijayakumar

We consider a stochastic linear system and address the design of a finite horizon control policy that is optimal according to some average cost criterion and accounts also for probabilistic constraints on both the input and state variables.…

Optimization and Control · Mathematics 2016-10-21 Luca Deori , Simone Garatti , Maria Prandini

Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

Optimization and Control · Mathematics 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi
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