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We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop

Periodic splines are a special kind of splines that are defined over a set of knots over a circle and are adequate for solving interpolation problems related to closed curves. This paper presents a method of implementing the objects…

Numerical Analysis · Mathematics 2023-02-16 Hiba Nassar , Krzysztof Podgórski

In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

Optimization and Control · Mathematics 2023-09-19 Somnath Pradhan , Serdar Yuksel

Continuous formulations of trajectory planning problems have two main benefits. First, constraints are guaranteed to be satisfied at all times. Secondly, dynamic obstacles can be naturally considered with time. This paper introduces a novel…

Robotics · Computer Science 2022-12-21 Changhao Wang , Ting Xu , Masayoshi Tomizuka

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

This paper revisits a classical challenge in the design of stabilizing controllers for nonlinear systems with a norm-bounded input constraint. By extending Lin-Sontag's universal formula and introducing a generic (state-dependent) scaling…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Ming Li , Zhiyong Sun , Siep Weiland

This study proposes a methodology to utilize machine learning (ML) for topology optimization of periodic lattice structures. In particular, we investigate data representation of lattice structures used as input data for ML models to improve…

Optimization and Control · Mathematics 2024-11-22 Tomoya Matsuoka , Makoto Ohsaki , Kazuki Hayashi

In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…

Optimization and Control · Mathematics 2025-09-04 Umberto Casti , Nicola Bastianello , Ruggero Carli , Sandro Zampieri

This paper studies the finite-horizon robust optimal control of constrained linear systems subject to model mismatch and additive stochastic disturbances. Utilizing the system level synthesis (SLS) parameterization, we propose a novel SLS…

Optimization and Control · Mathematics 2025-10-09 Yun Li , Jicheng Shi , Colin N. Jones , Neil Yorke-Smith , Tamas Keviczky

We consider an elliptic optimal control problem where the objective functional contains evaluations of the state at a finite number of points. In particular, we use a fidelity term that encourages the state to take certain values at these…

Numerical Analysis · Mathematics 2014-11-19 C. Brett , A. S. Dedner , C. M. Elliott

We adapt the quasi-monotone method from [2] for composite convex minimization in the stochastic setting. For the proposed numerical scheme we derive the optimal convergence rate in terms of the last iterate, rather than on average as it is…

Optimization and Control · Mathematics 2021-07-09 Vyacheslav Kungurtsev , Vladimir Shikhman

This work proposes an adaptive trace lasso regularized L1-norm based graph cut method for dimensionality reduction of Hyperspectral images, called as `Trace Lasso-L1 Graph Cut' (TL-L1GC). The underlying idea of this method is to generate…

Computer Vision and Pattern Recognition · Computer Science 2018-07-30 Ramanarayan Mohanty , S L Happy , Nilesh Suthar , Aurobinda Routray

The goal of this paper is to design compact support basis spline functions that best approximate a given filter (e.g., an ideal Lowpass filter). The optimum function is found by minimizing the least square problem ($\ell$2 norm of the…

Multimedia · Computer Science 2015-03-17 Ramtin Madani , Ali Ayremlou , Arash Amini , Farrokh Marvasti

This paper addresses the planning and control problem for nonlinear systems under Signal Temporal Logic (STL) specifications. We first decompose an STL task into finite local tasks. A sampling-based method generates sequences of local…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Zuodong Pan , Xu Fang , Wei Ren

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…

Machine Learning · Computer Science 2023-12-05 Xinyi Chen , Elad Hazan

Smoothing splines are twice differentiable by construction, so they cannot capture potential discontinuities in the underlying signal. In this work, we consider a special case of the weak rod model of Blake and Zisserman (1987) that allows…

Numerical Analysis · Mathematics 2023-12-27 Martin Storath , Andreas Weinmann

We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…

Optimization and Control · Mathematics 2016-11-04 Ulisse Stefanelli , Gerd Wachsmuth , Daniel Wachsmuth

This paper introduces a drift optimization model of stochastic optimization problems driven by regulated stochastic processes. A broad range of problems across operations research, machine learning, and statistics can be viewed as…

Optimization and Control · Mathematics 2025-06-10 Zihe Zhou , Harsha Honnappa , Raghu Pasupathy

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Methodology · Statistics 2017-10-11 Qiuyi Han , Jie Ding , Edoardo Airoldi , Vahid Tarokh

Recent work in imitation learning has shown that having an expert controller that is both suitably smooth and stable enables stronger guarantees on the performance of the learned controller. However, constructing such smoothed expert…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Daniel Pfrommer , Swati Padmanabhan , Kwangjun Ahn , Jack Umenberger , Tobia Marcucci , Zakaria Mhammedi , Ali Jadbabaie