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Related papers: Rethinking Strict Dissipativity for Economic MPC

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We derive sufficient conditions for strict dissipativity for optimal control of linear evolution equations on Hilbert spaces with a cost functional including linear and quadratic terms. We show that strict dissipativity with a particular…

Optimization and Control · Mathematics 2021-07-27 Lars Grüne , David Muff , Manuel Schaller

To address feasibility issues in model predictive control (MPC), most implementations relax state constraints by using slack variables and adding a penalty to the cost. We propose an alternative strategy: relaxing the initial state…

Optimization and Control · Mathematics 2026-02-18 Johannes Köhler , Melanie N. Zeilinger

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter

Deep learning methods have demonstrated significant potential for addressing complex nonlinear control problems. For real-world safety-critical tasks, however, it is crucial to provide formal stability guarantees for the designed…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Han Wang , Keyan Miao , Diego Madeira , Antonis Papachristodoulou

Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Michael Ruderman

There are two main challenges in control of hybrid systems which are to guarantee the closed-loop stability and reduce computational complexity. In this paper, we propose the exponential stability conditions of hybrid systems which are…

Systems and Control · Computer Science 2018-08-21 Alireza Olama , Mokhtar Shasadeghi , Amin Ramezani

We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…

Optimization and Control · Mathematics 2022-02-21 Lev Lokutsievskiy , Alexander Ovseevich

An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…

Optimization and Control · Mathematics 2020-04-24 Hongwei Mei , Qingmeng Wei , Jiongmin Yong

While wind and solar power contribute to sustainability, their intermittent nature poses challenges when integrated into the grid. To mitigate these issues, renewable energy can be combined with coal fired power and hydropower sources to…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Manling Hu , Manqi Xu , Dunnan Liu

In this paper we present an influence of discontinuous coupling on the dynamics of multistable systems. Our model consists of two periodically forced oscillators that can interact via soft impacts. The controlling parameters are the…

Chaotic Dynamics · Physics 2017-01-19 P. Brzeski , E. Pavlovskaia , T. Kapitaniak , P. Perlikowski

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 studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…

Logic in Computer Science · Computer Science 2017-06-30 Mahmoud A. A. Mousa , Sven Schewe , Dominik Wojtczak

This paper is the first part of a project devoted to studying the interconnection between controllability properties of a dynamical system and the large-time asymptotics of trajectories for the associated stochastic system. It is proved…

Classical Analysis and ODEs · Mathematics 2018-03-07 Armen Shirikyan

This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael H. Baumann , Lars Grüne

A well known result states that stability criterion for matchings in two-sided markets doesn't ensure uniqueness. This opens the door for a moral question with regard to the optimal stable matching from a social point of view. Here, a new…

Computer Science and Game Theory · Computer Science 2016-12-30 Royi Jacobovic

This paper considers a stochastic production planning problem with regime switching. There are two regimes corresponding to different economic cycles. A factory is planning its production so as to minimize production costs. We analyze this…

Optimization and Control · Mathematics 2021-01-26 Elena Cristina Canepa , Dragos-Patru Covei , Traian A. Pirvu

We study finite-horizon budget allocation as a closed-loop economic control problem and evaluate receding-horizon Model Predictive Control (MPC) relative to reactive budgeting policies. Budgets are allocated periodically under execution…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Nilavra Pathak , Smriti Shyamal , Prasant Mhasker , Christopher Swartz

We introduce and investigate properties of a variant of the semi-discrete optimal transport problem. In this problem, one is given an absolutely continuous source measure and cost function, along with a finite set which will be the support…

Analysis of PDEs · Mathematics 2019-09-13 Mohit Bansil , Jun Kitagawa

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

This paper proposes an alternative to the classical price-adjustment mechanism (called "t\^{a}tonnement" after Walras) that is second-order in time. The proposed mechanism, an analogue to the damped harmonic oscillator, provides a dynamic…

General Finance · Quantitative Finance 2011-08-25 Eric Kemp-Benedict
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