Control Theory, Especially Distributed and Decentralized Control

H. J. Kappen, "A linear theory for control of non-linear stochastic systems", physics/0411119 = Physical Review Letters 95 (2005): 200201 ["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 temperature. The path integral displays symmetry breaking and there exist a critical noise value that separates regimes where optimal control yields qualitatively different solutions. The path integral can be computed efficiently by Monte Carlo integration or by Laplace approximation, and can therefore be used to solve high dimensional stochastic control problems."]
Rudolf Kulhavy, Recursive Nonlinear Estimation: A Geometric Approach [Includes, explicitly, estimation in systems subject to external control]
Stengel, Optimal Control and Estimation
Mathukumalli Vidyasagar, A Theory of Learning and Generalization: With Applications to Neural Networks and Control Systems [Control problems only arise in the last chapter, but the previous chapters really are needed to build up to that one. Mini-review]
Norbert Wiener, Cybernetics: Or Control and Communication in the Animal and the Machine

Karl Astrom, Pedro Albertos, Mogens Blanke, Alberto Isidori, Walter Schaufelberger and Ricardo Sanz (eds.), Control of Complex Systems
John Bechhoefer, "Feedback for physicists: A tutorial essay on control", Review of Modern Physics 77 (2005): 783
A. Bensoussan, Stochastic Control of Partially Observable Systems
Ruslan K. Chornei, Hans Daduna and Pavel S. Knopov, Control of Spatially Structured Random Processes and Random Fields with Applications [Blurb]
J. H. Davis, Foundations of Deterministic and Stochastic Control
Randa Herzallah and David Lowe, "Robust Control of Nonlinear Stochastic Systems by Modelling Conditional Distributions of Control Signals" [Link to downloads]
Pablo A. Iglesias and Brian P. Ingalls (eds.), Control Theory and Systems Biology [blurb]
Brian P. Ingalls, Eduardo D. Sontag and Yuan Wang, "Measurement to Error Stability: a Notion of Partial Detectability for Nonlinear Systems," math.OC/0202098
H. J. Kappen, "Path integrals and symmetry breaking for optimal control theory", physics/0505066
Mikhail Krichman, Eduardo D. Sontag and Yuan Wang, "Input-Output-to-State Stability," math.OC/9911233
Harold J. Kushner and Paul G. Dupuis, Numerical Methods for Stochastic Control Problems in Continuous Time
Winfried Lohmiller and Jean-Jacques E. Slotine, "Contraction Analysis of Nonlinear Distributed Systems", math-ph/0403027
D. McFadden, "On the Controllability of Decentralized Microeconomic Systems," in H. W. Kuhn and G. P. Szego (eds.), Mathematical Systems Theory and Economics (Springer-Verlag, 1967), pp. 221--239
Andrew Newman, Modeling and Reduction [Ph.D. thesis, UMCP, 1999]
Gilles Pages, Huyen Pham and Jacques Printems, "An Optimal Markovian Quantization Algorithm for Multi-Dimensional Stochastic Control Problems", Stochastics and Dynamics 4 (2004): 501--545 [From the abstract: "We propose a probabilistic numerical method based on optimal quantization to solve some multi-dimensional stochastic control problems.... [C]ontrolled diffusions with most components control free. The Euler scheme of the uncontrolled diffusion part is approximated by a discrete time process obtained by a nearest neighbor projection on some grids optimally fitted to its dynamics. The result process is also designed to preserve the Markov property with respect to the filtration of the Euler scheme."]
Huyen PHam, "On some recent aspects of stochastic control and their applications", math.PR/0509711 [Review paper. Looks quite nice.]
Aude Rondepierre and Jean-Guillaume Dumas, "Algorithms for Hybrid Optimal Control", math.OC/0502172 ["We consider a non linear ordinary differential equation and want to control its behavior so that it reaches a target by minimizing a cost function. Our approach is to use hybrid systems to solve this problem: the complex dynamic is replaced by piecewise affine approximations which allow an analytical resolution. The sequence of affine models then forms a sequence of states of a hybrid automaton. Given an optimal sequence of states, we are then able to traverse the automaton till the target, locally insuring the optimality."]
M. M. Seron, J. H. Braslavsky and G. C. Goodwin, Fundamental Limitations in Filtering and Control [Website, with full-text PDF and errata]
Dragoslav D. Siljak, Decentralized Control of Complex Systems

Notebooks

Control Theory, Especially Distributed and Decentralized Control