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This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Consider the global optimisation of a function $U$ defined on a finite set $V$ endowed with an irreducible and reversible Markov generator.By integration, we extend $U$ to the set $\mathcal{P}(V)$ of probability distributions on $V$ and we…

Functional Analysis · Mathematics 2024-04-16 Laurent Miclo , Nhat-Thang Le

This paper studies the approximation of optimal control policies by quantized (discretized) policies for a very general class of Markov decision processes (MDPs). The problem is motivated by applications in networked control systems,…

Optimization and Control · Mathematics 2015-05-14 Naci Saldi , Serdar Yüksel , Tamás Linder

We develop a switched nonlinear predictor-feedback control law to achieve global asymptotic stabilization for nonlinear systems with arbitrarily long input delay, under state quantization. The proposed design generalizes the nonlinear…

Optimization and Control · Mathematics 2025-01-27 Florent Koudohode , Nikolaos Bekiaris-Liberis

Given a proper convex lower semicontinuous function defined on a Hilbert space and whose solution set is supposed nonempty. For attaining a global minimizer when this convex function is continuously differentiable, we approach it by a…

Optimization and Control · Mathematics 2024-04-02 A. C. Bagy , Z. Chbani , H. Riahi

We consider the problem of output feedback stabilization in linear systems when the measured outputs and control inputs are subject to event-triggered sampling and dynamic quantization. A new sampling algorithm is proposed for outputs which…

Dynamical Systems · Mathematics 2016-09-26 Aneel Tanwani , Christophe Prieur , Mirko Fiacchini

In mathematical psychology, decision makers are modeled using the Lindbladian equations from quantum mechanics to capture important human-centric features such as order effects and violation of the sure thing principle. We consider…

Systems and Control · Electrical Eng. & Systems 2022-05-26 Luke Snow , Shashwat Jain , Vikram Krishnamurthy

In this paper, we study the almost sure boundedness and the convergence of the stochastic approximation (SA) algorithm. At present, most available convergence proofs are based on the ODE method, and the almost sure boundedness of the…

Machine Learning · Statistics 2023-01-10 M. Vidyasagar

This paper is concerned with the output feedback stabilization of a reaction-diffusion equation by means of bounded control inputs in the presence of saturations. Using a finite-dimensional controller composed of an observer coupled with a…

Optimization and Control · Mathematics 2022-02-02 Hugo Lhachemi , Christophe Prieur

We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal controls. This property is proven via a quasi-tangency…

Optimization and Control · Mathematics 2022-01-24 Ioana Ciotir , Dan Goreac , Ionut Munteanu

In this paper we study time semi-discrete approximations of a class of exponentially stable infinite dimensional systems with unbounded feedbacks. It has recently been proved that for time semi-discrete systems, due to high frequency…

Optimization and Control · Mathematics 2013-06-18 Zayd Hajjej , Mohamed Balegh

We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…

Optimization and Control · Mathematics 2014-08-25 Matthew M. Peet , Alexandre Seuret

A learning approach for optimal feedback gains for nonlinear continuous time control systems is proposed and analysed. The goal is to establish a rigorous framework for computing approximating optimal feedback gains using neural networks.…

Optimization and Control · Mathematics 2020-08-27 Karl Kunisch , Daniel Walter

We study the almost sure convergence of the Stochastic Approximation algorithm to the fixed point $x^\star$ of a nonlinear operator under a negative drift condition and a general noise sequence with finite $p$-th moment for some $p > 1$.…

Optimization and Control · Mathematics 2026-02-23 Quang Dinh Thien Nguyen , Duc Anh Nguyen , Hoang Huy Nguyen , Siva Theja Maguluri

We provide a solution to the problem of determining whether a target pure state can be asymptotically prepared using dissipative Markovian dynamics under fixed locality constraints. Beside recovering existing results for a large class of…

Quantum Physics · Physics 2012-10-25 Francesco Ticozzi , Lorenza Viola

In this paper we study the state-feedback stabilization of a discrete-time Markov jump linear system when the observation of the Markov chain of the system, called the Markov state, is time-randomized by another Markov chain. Embedding the…

Optimization and Control · Mathematics 2016-11-04 Masaki Ogura , Ahmet Cetinkaya

In this paper, we focus on providing convergence guarantees for stochastic subgradient methods in minimizing nonsmooth nonconvex functions. We first investigate the global stability of a general framework for stochastic subgradient methods,…

Optimization and Control · Mathematics 2024-10-15 Nachuan Xiao , Xiaoyin Hu , Kim-Chuan Toh

We construct a generic, simple, and efficient scheduling policy for stochastic processing networks, and provide a general framework to establish its stability. Our policy is randomized and prioritized: with high probability it prioritizes…

Probability · Mathematics 2012-10-02 Antonius B. Dieker , Jinwoo Shin

We propose a time-delayed feedback control scheme for open quantum systems that can dramatically reduce the time to reach steady state. No measurement is performed in the feedback loop, and we suggest a simple all-optical implementation for…

Quantum Physics · Physics 2014-08-27 A L Grimsmo , A S Parkins , B-S Skagerstam

This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…

Optimization and Control · Mathematics 2011-10-04 Debasish Chatterjee , Daniel Liberzon
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