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For any suitable Optimal Control Problem (OCP) there exists a value function, defined as the unique viscosity solution to the Hamilton-Jacobi-Bellman (HJB) Partial-Differential-Equation (PDE), and which can be used to design an optimal…

Optimization and Control · Mathematics 2023-01-31 Morgan Jones , Matthew M. Peet

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

Optimization and Control · Mathematics 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

This paper deals with Interior Point Methods (IPMs) for Optimal Control Problems (OCPs) with pure state and mixed constraints. This paper establishes a complete proof of convergence of IPMs for a general class of OCPs. Convergence results…

Optimization and Control · Mathematics 2024-06-19 Paul Malisani

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…

Systems and Control · Computer Science 2018-07-27 Weiqiao Han , Russ Tedrake

We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…

Optimization and Control · Mathematics 2022-03-17 Katerina V. Sklyar , Svetlana Yu. Ignatovich

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

We consider a nonlinear optimal control problem with dynamics described by a differential inclusion involving a maximal monotone map $A:\mathbb{R}^N\rightarrow2^{\mathbb{R}^N}$. We do not assume that $D(A)=\mathbb{R}^N$, incorporating in…

Analysis of PDEs · Mathematics 2020-05-26 Nikolaos S. Papageorgiou , Vicenţiu D. Rădulescu , Dušan D. Repovš

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

The maximum hands-off control is the optimal solution to the L0 optimal control problem. It has the minimum support length among all feasible control inputs. To avoid computational difficulties arising from its combinatorial nature, the…

Optimization and Control · Mathematics 2024-02-19 Takuya Ikeda

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

Probability · Mathematics 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei

Many robotics tasks, such as path planning or trajectory optimization, are formulated as optimal control problems (OCPs). The key to obtaining high performance lies in the design of the OCP's objective function. In practice, the objective…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Trevor Barron , Xiaojing Zhang

This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and…

Optimization and Control · Mathematics 2016-05-03 Lei Guo , Jane Ye

In this paper, we propose an online learning-based predictive control (LPC) approach designed for nonlinear systems that lack explicit system dynamics. Unlike traditional model predictive control (MPC) algorithms that rely on known system…

Optimization and Control · Mathematics 2025-03-17 Yuanqing Zhang , Huanshui Zhang

In this paper, the optimal consensus problem for general nonlinear multi-agent systems is studied, where both leaderless and leader-follower cases are considered in a unified framework. The key idea is to convert consensus problems into…

Optimization and Control · Mathematics 2026-04-07 Ziyuan Guo , Chuanzhi lv , Liping Zhang , Huanshui Zhang

Optimal control problems (OCPs) involve finding a control function for a dynamical system such that a cost functional is optimized. It is central to physical systems in both academia and industry. In this paper, we propose a novel…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Mingquan Feng , Zhijie Chen , Yixin Huang , Yizhou Liu , Junchi Yan

This paper presents a Fourier integral pseudospectral (FIPS) method for a general class of nonlinear, periodic optimal control (OC) problems with equality and/or inequality constraints and sufficiently smooth solutions. In this scheme, the…

Optimization and Control · Mathematics 2023-11-14 Kareem T. Elgindy