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In this paper, we analyse control affine optimal control problems with a cost functional involving the absolute value of the control. The Pontryagin extremals associated with such systems are given by (possible) concatenations of bang arcs…

Optimization and Control · Mathematics 2018-07-04 Francesca Chittaro , Laura Poggiolini

While many techniques have been developed for chance constrained stochastic optimal control with Gaussian disturbance processes, far less is known about computationally efficient methods to handle non-Gaussian processes. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2023-03-23 Shawn Priore , Meeko Oishi

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

This paper addresses the optimal control problem known as the Linear Quadratic Regulator in the case when the dynamics are unknown. We propose a multi-stage procedure, called Coarse-ID control, that estimates a model from a few experimental…

Optimization and Control · Mathematics 2018-12-17 Sarah Dean , Horia Mania , Nikolai Matni , Benjamin Recht , Stephen Tu

Constraint satisfaction problems (CSPs) consist of a set of variables taking values from some finite domain and a set of local constraints on these variables. The objective is to find an assignment to the variables that maximizes the…

Computational Complexity · Computer Science 2026-05-12 Amey Bhangale , Yezhou Zhang

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

A major challenge faced in the design of large-scale cyber-physical systems, such as power systems, the Internet of Things or intelligent transportation systems, is that traditional distributed optimal control methods do not scale…

Optimization and Control · Mathematics 2017-01-23 Yuh-Shyang Wang , Nikolai Matni , John C. Doyle

We propose an open loop control scheme for linear time invariant systems perturbed by multivariate $t$ disturbances through the use of quantile reformulations. The multivariate $t$ disturbance is motivated by heavy tailed phenomena that…

Systems and Control · Electrical Eng. & Systems 2022-10-19 Shawn Priore , Christopher Petersen , Meeko Oishi

We present an approach for accelerating nonlinear model predictive control. If the current optimal input signal is saturated, also the optimal signals in subsequent time steps often are. We propose to use the open-loop optimal input signals…

Optimization and Control · Mathematics 2020-09-15 Raphael Dyrska , Ruth Mitze , Martin Mönnigmann

This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…

Optimization and Control · Mathematics 2014-02-26 Oswaldo Costa , François Dufour

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

Optimization and Control · Mathematics 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

Optimization and Control · Mathematics 2014-11-18 Pedro Martín Merino Rosero

While the design of optimal peak-to-peak controllers/observers for linear systems is known to be a difficult problem, this problem becomes interestingly much easier in the context of interval observers because of the positive nature of the…

Optimization and Control · Mathematics 2016-08-01 Corentin Briat , Mustafa Khammash

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

We study a control system resembling a singularly perturbed system whose variables are decomposed into groups that change their values with rates of different orders of magnitude. We establish that the slow trajectories of this system are…

Optimization and Control · Mathematics 2023-09-07 Vladimir Gaitsgory , Ilya Shvartsman

This paper addresses a new class of optimal control problems for perturbed sweeping processes with measurable controls in additive perturbations of the dynamics and smooth controls in polyhedral moving sets. We develop a constructive…

Optimization and Control · Mathematics 2020-02-14 Tan H. Cao , Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…

Systems and Control · Computer Science 2015-09-14 Antonio Cicone , Alessandro D'Innocenzo , Nicola Guglielmi , Linda Laglia

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…

Optimization and Control · Mathematics 2022-09-01 Peng Chen , Johannes O. Royset

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay