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Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Control systems that satisfy temporal logic specifications have become increasingly popular due to their applicability to robotic systems. Existing control methods, however, are computationally demanding, especially when the problem size…

Systems and Control · Computer Science 2019-01-16 Lars Lindemann , Dimos V. Dimarogonas

This chapter deals with the stabilization of a class of linear time-varying parabolic partial differential equations employing receding horizon control (RHC). Here, RHC is finite-dimensional, i.e., it enters as a time-depending linear…

Optimization and Control · Mathematics 2024-01-18 Behzad Azmi , Jan Rohleff , Stefan Volkwein

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Optimization and Control · Mathematics 2025-03-21 Chuanzhi Lv , Hongdan Li , Huanshui Zhang

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

This paper presents an iterative learning control (ILC) scheme for continuously operated repetitive systems for which no initial condition reset exists. To accomplish this, we develop a lifted system representation that accounts for the…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Maxwell Wu , Mitchell Cobb , James Reed , Kirti Mishra , Chris Vermillion , Kira Barton

Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Sleiman Safaoui , Lars Lindemann , Iman Shames , Tyler H. Summers

We present a numerically tractable formulation for computing the optimal control of the class of hybrid dynamical systems whose trajectories are continuous. Our formulation, an extension of existing relaxed-control techniques for switched…

Optimization and Control · Mathematics 2016-05-26 Tyler Westenbroek , Humberto Gonzalez

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu

We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

We study an explicit mirror-descent method for finite-horizon deterministic optimal control problems. The method is motivated by Pontryagin's maximum principle: at each iteration, one solves the state and adjoint equations and updates the…

Optimization and Control · Mathematics 2026-05-05 Ye Feng , Jianfeng Lu

In this paper, a deep structured tracking problem is introduced for a large number of decision-makers. The problem is formulated as a linear quadratic deep structured team, where the decision-makers wish to track a global target…

Systems and Control · Electrical Eng. & Systems 2021-10-22 Jalal Arabneydi , Amir G. Aghdam

We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…

Optimization and Control · Mathematics 2021-09-15 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley , Melanie Weber

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

Optimization and Control · Mathematics 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

The approximate nonlinear receding-horizon control law is used to treat the trajectory tracking control problem of rigid link robot manipulators. The derived nonlinear predictive law uses a quadratic performance index of the predicted…

Robotics · Computer Science 2007-05-23 R. Hedjar , P. Boucher

We propose a data-driven receding-horizon control method dealing with the chance-constrained output-tracking problem of unknown stochastic linear time-invariant (LTI) systems with partial state observation. The proposed method takes into…

Systems and Control · Electrical Eng. & Systems 2025-11-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

This paper studies the online optimal control problem with time-varying convex stage costs for a time-invariant linear dynamical system, where a finite lookahead window of accurate predictions of the stage costs are available at each time.…

Optimization and Control · Mathematics 2019-10-23 Yingying Li , Xin Chen , Na Li
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