As the human civilization becomes more and more urban-centric with time, the vision of Smart Cities has been gaining increasing attention worldwide. The high-level goal of such Smart Cities is to provide better quality of services by optimally using the available resources and minimizing the operational cost. Some desirable key features of such Smart Cities are sustainability, safety and security, and efficiency. Motivated by this scenario, our research goal is to utilize control, learning theory, and modeling techniques in order to improve energy efficiency, tighten safety and security, and maintain sustainability of these Smart Cities.