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We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

Optimization and Control · Mathematics 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

Optimization and Control · Mathematics 2014-02-17 Ather Gattami

A new proof is given for the mathematical equivalence among three $k$-sparse controllability problems of a networked system, which plays key roles in Olshevsky,2014, in the establishment of the NP-hardness of the associated minimal…

Optimization and Control · Mathematics 2016-10-12 Tong Zhou

We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…

Optimization and Control · Mathematics 2024-01-17 Regina S. Burachik , C. Yalçın Kaya , Walaa M. Moursi

In robust optimization, the general aim is to find a solution that performs well over a set of possible parameter outcomes, the so-called uncertainty set. In this paper, we assume that the uncertainty size is not fixed, and instead aim at…

Optimization and Control · Mathematics 2016-06-24 André Chassein , Marc Goerigk

In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…

Optimization and Control · Mathematics 2024-09-17 Kazuya Echigo , Abhishek Cauligi , Behçet Açıkmeşe

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

In this paper, we consider a control synthesis problem for a class of polynomial dynamical systems subject to bounded disturbances and with input constraints. More precisely, we aim at synthesizing at the same time a controller and an…

Optimization and Control · Mathematics 2011-07-11 Mohamed Amin Ben Sassi , Antoine Girard

Consider a multi-user multi-carrier communication system where multiple users share multiple discrete subcarriers. To achieve high spectrum efficiency, the users in the system must choose their transmit power dynamically in response to fast…

Information Theory · Computer Science 2016-11-01 Ya-Feng Liu

This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…

Optimization and Control · Mathematics 2024-09-23 Kai Wang , Kiet Tuan Hoang , Sébastien Gros

Network control refers to a very large and diverse set of problems including controllability of linear time-invariant dynamical systems, where the objective is to select an appropriate input to steer the network to a desired state. There…

Data Structures and Algorithms · Computer Science 2016-03-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

This paper is devoted to the partial null controllability issue of parabolic linear systems with n equations. Given a bounded domain in R N, we study the effect of m localized controls in a nonempty open subset only controlling p components…

Analysis of PDEs · Mathematics 2017-01-20 Farid Ammar Khodja , Franz Chouly , Michel Duprez

Shaping the reachable set of a dynamical system is a fundamental challenge in control design, with direct implications for both performance and safety. This paper considers the problem of selecting the optimal input matrix for a linear…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Hrishav Das , Melkior Ornik

This article studies two problems related to observability and efficient constrained sensor placement in linear time-invariant discrete-time systems with partial state observations. (i) We impose the condition that both the set of outputs…

Optimization and Control · Mathematics 2021-05-21 Priyanka Dey , Niranjan Balachandran , Debasish Chatterjee

We explore a multiple-stage variant of the min-max robust selection problem with budgeted uncertainty that includes queries. First, one queries a subset of items and gets the exact values of their uncertain parameters. Given this…

Optimization and Control · Mathematics 2025-01-07 Xiaoyu Chen , Marc Goerigk , Michael Poss

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

In optimization routines used for on-line Model Predictive Control (MPC), linear systems of equations are usually solved in each iteration. This is true both for Active Set (AS) methods as well as for Interior Point (IP) methods, and for…

Optimization and Control · Mathematics 2014-01-08 Daniel Axehill
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