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The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…

Optimization and Control · Mathematics 2007-05-23 Igor Borovikov

Without exact knowledge of the true system dynamics, optimal control of non-linear continuous-time systems requires careful treatment under epistemic uncertainty. In this work, we translate a probabilistic interpretation of the Pontryagin…

Machine Learning · Computer Science 2025-09-03 David Leeftink , Çağatay Yıldız , Steffen Ridderbusch , Max Hinne , Marcel van Gerven

A gauge independent method of obtaining the reduced space of constrained dynamical systems is discussed in a purely lagrangian formalism. Implications of gauge fixing are also considered.

High Energy Physics - Theory · Physics 2007-05-23 R. Banerjee

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

We propose a neural network approach to model general interaction dynamics and an adjoint based stochastic gradient descent algorithm to calibrate its parameters. The parameter calibration problem is considered as optimal control problem…

Optimization and Control · Mathematics 2021-02-01 Simone Göttlich , Claudia Totzeck

In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…

Optimization and Control · Mathematics 2026-05-05 V. Cerone , S. M. Fosson , S. Pirrera , A. Re , D. Regruto

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

Kernel embeddings of distributions have recently gained significant attention in the machine learning community as a data-driven technique for representing probability distributions. Broadly, these techniques enable efficient computation of…

Optimization and Control · Mathematics 2021-03-25 Adam J. Thorpe , Meeko M. K. Oishi

The Rusk-Skinner formalism was developed in order to give a geometrical unified formalism for describing mechanical systems. It incorporates all the characteristics of Lagrangian and Hamiltonian descriptions of these systems (including…

Mathematical Physics · Physics 2016-08-16 A. Echeverría-Enríquez , C. López , J. Marín-Solano , M. C. Muñoz-Lecanda , N. Román-Roy

We discuss the use of Dirac structures to obtain a better understanding of the geometry of a class of optimal control problems and their reduction by symmetries. In particular we will show how to extend the reduction of Dirac structures…

Optimization and Control · Mathematics 2010-04-12 Alberto Ibort , Thalia Rodriguez De La Peña , Rebecca Salmoni

This paper presents, using dynamical system theory, a framework for investigating the turnpike property in nonlinear optimal control. First, it is shown that a turnpike-like property appears in general dynamical systems with hyperbolic…

Optimization and Control · Mathematics 2021-02-10 Noboru Sakamoto , Enrique Zuazua

This paper proposes an adaptive modular geometric control framework for robotic manipulators. The proposed methodology decomposes the overall manipulator dynamics into individual modules, enabling the design of local geometric control laws…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Mahdi Hejrati , Amir Hossein Barjini , Gokhan Alcan , Jouni Mattila

We derive necessary conditions for optimality in control problems governed by hyperbolic partial differential equations in Goursat-Darboux form. The conditions consist of a set of Hamiltonian equations in Goursat form, side conditions for…

Optimization and Control · Mathematics 2007-05-23 S. A. Belbas

This paper investigates optimal control problems formulated over a class of piecewise-smooth vector fields. Instead of optimizing over the discontinuous system directly, we instead formulate optimal control problems over a family of…

Dynamical Systems · Mathematics 2019-04-02 Tyler Westenbroek , Xiaobin Xiong , Aaron D Ames , S Shankar Sastry

In this paper, we present a geometric approach for computing controlled invariant sets for hybrid control systems. While the problem is well studied in the ellipsoidal case, this family is quite conservative for constrained or switched…

Optimization and Control · Mathematics 2021-12-08 Benoît Legat , Raphaël M. Jungers

A theoretical framework and numerical techniques to solve optimal control problems with a spatial trace term in the terminal cost and governed by regularized nonlinear hyperbolic conservation laws are provided. Depending on the spatial…

Optimization and Control · Mathematics 2018-01-23 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…

Optimization and Control · Mathematics 2026-05-26 Simone Pirrera , Francesco Ripa , Daniele Astolfi , Vito Cerone , Sophie M. Fosson , Diego Regruto
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