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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

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

We consider the decidability of state-to-state reachability in linear time-invariant control systems over discrete time. We analyse this problem with respect to the allowable control sets, which in general are assumed to be defined by…

Optimization and Control · Mathematics 2020-11-19 Nathanaël Fijalkow , Joël Ouaknine , Amaury Pouly , João Sousa-Pinto , James Worrell

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

Optimization and Control · Mathematics 2018-02-19 Vladimir Gaitsgory , Alex Parkinson , Ilya Shvartsman

In this thesis, we present a new method for designing multirate signal processing and digital communication systems via sampled-data H-infinity control theory. The difference between our method and conventional ones is in the signal spaces.…

Information Theory · Computer Science 2013-08-21 Masaaki Nagahara

In this paper we consider the computation of H-infinity norm of retarded time-delay systems with discrete pointwise state delays. It is well known that in the finite dimensional case H-infinity norm of a system is computed using the…

Systems and Control · Electrical Eng. & Systems 2020-03-09 Suat Gumussoy , Wim Michiels

This paper introduces a novel control framework to address the satisfaction of multiple time-varying output constraints in uncertain high-order MIMO nonlinear control systems. Unlike existing methods, which often assume that the constraints…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Farhad Mehdifar , Lars Lindemann , Charalampos P. Bechlioulis , Dimos V. Dimarogonas

A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…

Optimization and Control · Mathematics 2017-05-30 Yuan-Hua Ni , Cedric Ka-Fai Yiu , Huanshui Zhang , Ji-Feng Zhang

We investigate feedback control for infinite horizon optimal control problems for partial differential equations. The method is based on the coupling between Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is…

Optimization and Control · Mathematics 2016-07-11 Alessandro Alla , Andreas Schmidt , Bernard Haasdonk

The paper considers the generalization of the method proposed by I.B. Furtat, P.A. Gushchin in "Automation and Remote Control", 2021, No. 4 for systems with an arbitrary ratio of the number of input and output signals and with a guarantee…

Optimization and Control · Mathematics 2023-06-07 Igor Furtat , Pavel Gushchin , Nguyen Ba Huy

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

Output reference tracking of unknown nonlinear systems is considered. The control objective is exact tracking in predefined finite time, while in the transient phase the tracking error evolves within a prescribed boundary. To achieve this,…

Optimization and Control · Mathematics 2024-08-29 Lukas Lanza

A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…

Optimization and Control · Mathematics 2025-03-19 Paolo Acquistapace , Francesca Bucci

In this paper, we establish necessary and sufficient conditions for stable inversion, addressing challenges in non-minimum phase, non-square, and singular systems. An H-Infinity based algebraic approximation is introduced for near-perfect…

Optimization and Control · Mathematics 2025-09-01 Burak Kürkçü , Masayoshi Tomizuka

In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…

Optimization and Control · Mathematics 2023-09-06 Qingyuan Qi , Zhiqiang Liu , Qianqian Zhang , Xinbei Lv

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

Optimization and Control · Mathematics 2018-03-02 Lijuan Wang , Qishu Yan

A novel method for control of dynamical systems, proposed in the paper, ensures an output signal belonging to the given set at any time. The method is based on a special change of coordinates such that the initial problem with given…

Systems and Control · Electrical Eng. & Systems 2019-12-19 Igor Furtat

The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…

Optimization and Control · Mathematics 2022-01-19 Jorge Ortega , Omar Santos , Liliam Rodríguez , Sabine Mondié