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相关论文: Policy iteration for discrete-time systems with di…

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Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…

最优化与控制 · 数学 2025-07-15 Tobias Ehring , Behzad Azmi , Bernard Haasdonk

Sufficient conditions for global stabilization of nonlinear systems with delayed input by means of approximate predictors are presented. An approximate predictor is a mapping which approximates the exact values of the stabilizing input for…

最优化与控制 · 数学 2009-10-21 Iasson Karafyllis

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

机器学习 · 计算机科学 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

The control of large-scale cyber-physical systems requires optimal distributed policies relying solely on limited communication with neighboring agents. However, computing stabilizing controllers for nonlinear systems while optimizing…

系统与控制 · 电气工程与系统科学 2024-11-26 Muhammad Zakwan , Giancarlo Ferrari-Trecate

This paper is concerned with the problem of distributed estimation for time-varying interconnected dynamic systems with arbitrary coupling structures. To guarantee the robustness of the designed estimators, novel distributed stability…

系统与控制 · 电气工程与系统科学 2022-06-02 Yuchen Zhang , Bo Chen , Li Yu , Daniel W. C. Ho

This paper proposes a procedure to control an uncertain discrete-time networked control system through a limited stabilizing input information. The system is primarily affected by the time-varying, norm bounded, mismatched parametric…

最优化与控制 · 数学 2015-12-23 Niladri Sekhar Tripathy , I. N. Kar , Kolin Paul

This paper proposes a resilient state estimator for LTI discrete-time systems. The dynamic equation of the system is assumed to be affected by a bounded process noise. As to the available measurements, they are potentially corrupted by a…

系统与控制 · 电气工程与系统科学 2024-09-23 Alexandre Kircher , Laurent Bako , Eric Blanco , Mohamed Benallouch

This work deals with the stability analysis of nonlinear sampled-data systems under nonuniform sampling. It establishes novel relationships between the stability property of the exact discrete-time model for a given sequence of (aperiodic)…

系统与控制 · 电气工程与系统科学 2022-09-28 Alexis J. Vallarella , Hernan Haimovich

The ability to compute reward-optimal policies for given and known finite Markov decision processes (MDPs) underpins a variety of applications across planning, controller synthesis, and verification. However, we often want policies (1) to…

计算机科学中的逻辑 · 计算机科学 2025-11-18 Linus Heck , Filip Macák , Milan Češka , Sebastian Junges

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

系统与控制 · 电气工程与系统科学 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

A new definition of discrete-time negative imaginary (NI) systems is provided. This definition characterizes the dissipative property of a zero-order hold sampled continuous-time NI system. Under some assumptions, asymptotic stability can…

系统与控制 · 电气工程与系统科学 2024-06-12 Kanghong Shi , Ian R. Petersen , Igor G. Vladimirov

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

系统与控制 · 电气工程与系统科学 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

系统与控制 · 电气工程与系统科学 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

系统与控制 · 电气工程与系统科学 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We study the convergence rates of policy iteration (PI) for nonconvex viscous Hamilton--Jacobi equations using a discrete space-time scheme, where both space and time variables are discretized. We analyze the case with an uncontrolled…

数值分析 · 数学 2025-03-05 Xiaoqin Guo , Hung Vinh Tran , Yuming Paul Zhang

We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…

最优化与控制 · 数学 2019-07-24 Jussi Keppo , Max Reppen , H. Mete Soner

In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…

最优化与控制 · 数学 2016-06-16 Pantelis Sopasakis , Haralambos Sarimveis

We study discrete-time Markov Decision Processes (MDPs) on finite state-action spaces and analyze the stability of optimal policies and value functions in the long-run discounted risk-sensitive objective setting. Our analysis addresses…

最优化与控制 · 数学 2026-01-13 Nicole Bäuerle , Marcin Pitera , Łukasz Stettner

The deployment of autonomous systems in safety-critical environments requires control policies that guarantee satisfaction of complex control specifications. These systems are commonly modeled as nonlinear discrete-time stochastic systems.…

系统与控制 · 电气工程与系统科学 2026-04-07 Alessandro Riccardi , Thom Badings , Luca Laurenti , Alessandro Abate , Bart De Schutter

To provide robustness of distributed model predictive control (DMPC), this work proposes a robust DMPC formulation for discrete-time linear systems subject to unknown-but-bounded disturbances. Taking advantage of the structure of certain…

系统与控制 · 电气工程与系统科学 2021-03-10 Ye Wang , Chris Manzie