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In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

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

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang

The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

Optimization and Control · Mathematics 2025-11-07 Christian Fiedler , Alessandro Scagliotti

In this paper, we consider a time-optimal control problem with uncertainties. Dynamics of controlled object is expressed by crisp linear system of differential equations with fuzzy initial and final states. We introduce a notion of fuzzy…

Numerical Analysis · Computer Science 2011-03-18 Şahin Emrah Amrahov , Nizami Gasilov , Afet Golayoglu Fatullayev

In this paper, we study the conditions to be satisfied by a discrete-time linear system to ensure output controllability using sparse control inputs. A set of necessary and sufficient conditions can be directly obtained by extending the…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Geethu Joseph

This paper studies the problem of selecting a minimum-size set of input nodes to guarantee stability of a networked system in the presence of uncertainties and time delays. Current approaches to input selection in networked dynamical…

Optimization and Control · Mathematics 2017-12-13 Zhipeng Liu , Yao Long , Andrew Clark , Phillip Lee , Linda Bushnell , Daniel Kirschen , Radha Poovendran

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

We present a novel technique to drive a nonlinear system to reach a target state under input constraints. The proposed controller consists only of piecewise constant inputs, generated from a simple linear driftless approximation to the…

Optimization and Control · Mathematics 2025-09-09 Ram Padmanabhan , Melkior Ornik

In this paper, we provide optimal solutions to two different (but related) input/output design problems involving large-scale linear dynamical systems, where the cost associated to each directly actuated/measured state variable can take…

Optimization and Control · Mathematics 2015-02-02 Sergio Pequito , A. Pedro Aguiar , Soummya Kar

The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…

Numerical Analysis · Mathematics 2016-04-12 Enrico Bertolazzi , Marco Frego

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

We deal with algorithmic techniques for minimal cost input-connectivity while maintaining controllability of linear systems. The input matrix is assumed to be constrained in the sense that the set of states that each input (if present) can…

Optimization and Control · Mathematics 2019-08-27 Priyanka Dey , Niranjan Balachandran , Debasish Chatterjee

In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…

Optimization and Control · Mathematics 2022-06-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Problem of time-optimal control of linear systems with fractional dynamics is treated in the paper from the convex-analytic standpoint. A linear system of fractional differential equations involving Riemann--Liouville derivatives is…

Optimization and Control · Mathematics 2020-07-02 Ivan Matychyn

We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Murat Cubuktepe , Takashi Tanaka , Ufuk Topcu

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

The paper is concerned with a kind of minimal time control problem for the heat equation with impulse controls. The purpose of such a problem is to find an optimal impulse control (among certain control constraint set) steering the solution…

Optimization and Control · Mathematics 2018-06-19 Yueliang Duan , Lijuan Wang , Can Zhang

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