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Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…

Optimization and Control · Mathematics 2022-07-20 Arvind U Raghunathan , Carlos Cardonha , David Bergman , Carlos J Nohra

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any arbitrarily assigned initial condition.…

Optimization and Control · Mathematics 2014-02-24 Lorenzo Ntogramatzidis , Jean-Francois Tregouet , Robert Schmid

An alternative approach for minimum and mode-dependent dwell-time characterization for switched systems is derived. The proposed technique is related to Lyapunov looped-functionals, a new type of functionals leading to stability conditions…

Optimization and Control · Mathematics 2012-09-05 Corentin Briat , Alexandre Seuret

We study the minimum-time damping of a physical pendulum by means of a bounded control. In the similar problem for a linear oscillator each optimal trajectory possesses a finite number of control switchings from the maximal to the minimal…

Optimization and Control · Mathematics 2015-03-31 Alexander Ovseevich

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

Achieving optimal steady-state performance in real-time is an increasingly necessary requirement of many critical infrastructure systems. In pursuit of this goal, this paper builds a systematic design framework of feedback controllers for…

Optimization and Control · Mathematics 2017-10-30 Zachary E. Nelson , Enrique Mallada

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

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

This paper studies stabilization of linear time-invariant (LTI) systems when control actions can only be realized in finitely many directions where it is possible to actuate uniformly or logarithmically extended positive scaling factors in…

Optimization and Control · Mathematics 2026-01-19 Muhammad Zaki Almuzakki , Bayu Jayawardhana , Aneel Tanwani , Antonis I. Vakis

We consider the problem of controlling a fully specified Markov decision process (MDP), also known as the planning problem, when the state space is very large and calculating the optimal policy is intractable. Instead, we pursue the more…

Optimization and Control · Mathematics 2019-01-09 Yasin Abbasi-Yadkori , Peter L. Bartlett , Xi Chen , Alan Malek

Periodic operation often emerges as the economically optimal mode in industrial processes, particularly under varying economic or environmental conditions. This paper proposes a robust model predictive control (MPC) framework for uncertain…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Filippo Badalamenti , Jose A. Borja-Conde , Sampath Kumar Mulagaleti , Boris Houska , Alberto Bemporad , Mario Eduardo Villanueva

We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…

Mathematical Finance · Quantitative Finance 2021-07-14 Yu-Jui Huang , Zhenhua Wang

We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…

Optimization and Control · Mathematics 2013-04-23 Falk M. Hante , Sebastian Sager

In this paper, we develop a systematic method for constructing a generalized discrete-time control Lyapunov function for the flexible-step Model Predictive Control (MPC) scheme, recently introduced in [2], when restricted to the class of…

Optimization and Control · Mathematics 2025-05-20 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…

Optimization and Control · Mathematics 2019-08-07 Marco Fuhrman , Marie-Amélie Morlais

In this paper we study the robust invariant sets generation problem for discrete-time switched polynomial systems subject to disturbance inputs within the optimal control framework. A robust invariant set of interest is a set of states such…

Discrete Mathematics · Computer Science 2021-03-22 Bai Xue , Naijun Zhan

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

This paper studies optimal motion planning subject to motion and environment uncertainties. By modeling the system as a probabilistic labeled Markov decision process (PL-MDP), the control objective is to synthesize a finite-memory policy,…

Robotics · Computer Science 2022-01-03 Mingyu Cai , Shaoping Xiao , Zhijun Li , Zhen Kan

Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…

Optimization and Control · Mathematics 2025-07-01 Madhu Dhiman , Veeraruna Kavitha , Nandyala Hemachandra

This paper considers the problem of computing the schedule of modes in a switched dynamical system, that minimizes a cost functional defined on the trajectory of the system's continuous state variable. A recent approach to such optimal…

Systems and Control · Computer Science 2011-07-18 Yorai Wardi , Magnus Egerstedt