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This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…

Optimization and Control · Mathematics 2017-02-06 Vladimir Gaitsgory , Alex Parkinson , I. Shvartsman

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

Optimization and Control · Mathematics 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

Motivated by the recent interest in formal methods-based control for dynamic robots, we discuss the applicability of prescribed performance control to nonlinear systems subject to signal temporal logic specifications. Prescribed performance…

Optimization and Control · Mathematics 2017-09-20 Lars Lindemann , Christos K. Verginis , Dimos V. Dimarogonas

In this paper we present a method for automatically planning optimal paths for a group of robots that satisfy a common high level mission specification. Each robot's motion in the environment is modeled as a weighted transition system. The…

Robotics · Computer Science 2015-03-13 Alphan Ulusoy , Stephen L. Smith , Xu Chu Ding , Calin Belta , Daniela Rus

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

Recently, there has been an increasing interest in the formal analysis and design of control systems. In this area, in order to reduce the complexity and scale of control systems, finite abstractions of control systems are introduced and…

Optimization and Control · Mathematics 2013-01-01 Jinjin Zhang , Zhaohui Zhu , Jianfei Yang

We consider the finite horizon continuous reinforcement learning problem. Our contribution is three-fold. First,we give a tractable algorithm based on optimistic value iteration for the problem. Next,we give a lower bound on regret of order…

Machine Learning · Computer Science 2019-08-05 Phanideep Gampa , Sairam Satwik Kondamudi , Lakshmanan Kailasam

In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…

Optimization and Control · Mathematics 2014-01-31 Giacomo Albi , Michael Herty , Lorenzo Pareschi

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

The problem of optimal stopping with finite horizon in discrete time is considered in view of maximizing the expected gain. The algorithm proposed in this paper is completely nonparametric in the sense that it uses observed data from the…

Statistics Theory · Mathematics 2013-07-24 Michael Kohler , Harro Walk

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

In this paper we present a method for automatically planning robust optimal paths for a group of robots that satisfy a common high level mission specification. Each robot's motion in the environment is modeled as a weighted transition…

Robotics · Computer Science 2015-03-13 Alphan Ulusoy , Stephen L. Smith , Xu Chu Ding , Calin Belta

We consider the optimal duration allocation in a decision making queue. Decision making tasks arrive at a given rate to a human operator. The correctness of the decision made by human evolves as a sigmoidal function of the duration…

Optimization and Control · Mathematics 2010-10-11 Vaibhav Srivastava , Ruggero Carli , Francesco Bullo , Cédric Langbort

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

We consider the nonlinear optimal control of bypass transition in a boundary layer flow subjected to a pair of free stream vortical perturbations using a receding horizon approach. The optimal control problem is solved using the Lagrange…

Fluid Dynamics · Physics 2018-09-25 Dandan Xiao , George Papadakis

A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

We develop a method to control discrete-time systems with constant but initially unknown parameters from linear temporal logic (LTL) specifications. We introduce the notions of (non-deterministic) parametric and adaptive transition systems…

Systems and Control · Computer Science 2017-03-23 Sadra Sadraddini , Calin Belta

A new formulation of Stochastic Model Predictive Output Feedback Control is presented and analyzed as a translation of Stochastic Optimal Output Feedback Control into a receding horizon setting. This requires lifting the design into a…

Optimization and Control · Mathematics 2020-05-01 Martin A Sehr , Robert R Bitmead