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Related papers: Linearly Solvable Stochastic Control Lyapunov Func…

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This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle…

Optimization and Control · Mathematics 2007-05-23 Annalisa Cesaroni

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…

Optimization and Control · Mathematics 2025-09-03 Hoang Huy Nguyen , Siva Theja Maguluri

We give a new perspective on the existence of viscosity solutions for a stationary and a time-dependent first-order Hamilton-Jacobi equation. Following recent comparison principles, we work in a framework in which we consider a subsolution…

Analysis of PDEs · Mathematics 2025-11-25 Serena Della Corte , Richard C. Kraaij

A controller synthesis method for state- and input-constrained nonlinear systems is presented that seeks continuous piecewise affine (CPA) Lyapunov-like functions and controllers simultaneously. Non-convex optimization problems are…

Systems and Control · Electrical Eng. & Systems 2022-03-08 Reza Lavaei , Leila Bridgeman

This paper studies the problem of constructing control Lyapunov functions (CLFs) and feedback stabilization strategies for deterministic nonlinear control systems described by ordinary differential equations. Many numerical methods for…

Optimization and Control · Mathematics 2024-09-23 Ivan Yegorov , Peter M. Dower , Lars Grüne

While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…

Machine Learning · Computer Science 2023-12-27 Junlin Wu , Andrew Clark , Yiannis Kantaros , Yevgeniy Vorobeychik

A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…

Optimization and Control · Mathematics 2021-11-22 Taouba Jouini , Anders Rantzer

We introduce High-Relative Degree Stochastic Control Lyapunov functions and Barrier Functions as a means to ensure asymptotic stability of the system and incorporate state dependent high relative degree safety constraints on a non-linear…

Systems and Control · Electrical Eng. & Systems 2020-04-09 Meenakshi Sarkar , Debasish Ghose , Evangelos A. Theodorou

Control Lyapunov function is a central tool in stabilization. It generalizes an abstract energy function -- a Lyapunov function -- to the case of controlled systems. It is a known fact that most control Lyapunov functions are non-smooth --…

Optimization and Control · Mathematics 2022-11-08 Pavel Osinenko , Grigory Yaremenko , Georgiy Malaniya

Control Lyapunov functions are a central tool in the design and analysis of stabilizing controllers for nonlinear systems. Constructing such functions, however, remains a significant challenge. In this paper, we investigate physics-informed…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Jun Liu , Maxwell Fitzsimmons , Ruikun Zhou , Yiming Meng

In this paper, we focus on the problem about direct way to design a stable controller for nonlinear system. A framework of learning controller with Lyapunov-based constraint is proposed, which is intended to transform designing and analyis…

Systems and Control · Computer Science 2019-03-11 Me Le , Chi Yanxun , Li Zhiwei , Xu Dongfu , Zhang Yulong

We present a technique for learning control Lyapunov-like functions, which are used in turn to synthesize controllers for nonlinear dynamical systems that can stabilize the system, or satisfy specifications such as remaining inside a safe…

Systems and Control · Computer Science 2019-06-06 Hadi Ravanbakhsh , Sriram Sankaranarayanan

We introduce a novel Lyapunov function for stabilization of linear Vlasov--Fokker--Planck type equations with stiff source term. Contrary to existing results relying on transport properties to obtain stabilization, we present results based…

Optimization and Control · Mathematics 2020-02-12 Michael Herty , Shi Jin , Yuhua Zhu

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

Optimization and Control · Mathematics 2020-12-22 Andrzej Ruszczynski

This paper proposes a line integral Lyapunov function approach to stability analysis and stabilization for It\^o stochastic T-S models. Unlike the deterministic case, stability analysis of this model needs the information of Hessian matrix…

Systems and Control · Electrical Eng. & Systems 2020-04-02 Shaosheng Zhou , Yingying Han , Baoyong Zhang

This paper introduces the concept of parameter-dependent (PD) control Lyapunov functions (CLFs) for gain-scheduled stabilization of nonlinear parameter-varying (NPV) systems. It shows that given a PD-CLF, a min-norm control law can be…

Optimization and Control · Mathematics 2025-03-06 Pan Zhao

This paper proposes novel approaches for designing control Lyapunov functions (CLFs) for constrained linear systems. We leverage recent configuration-constrained polyhedral computing techniques to devise piecewise affine convex CLFs.…

Optimization and Control · Mathematics 2025-03-21 Boris Houska , Matthias A. Müller , Mario E. Villanueva

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

Probability · Mathematics 2024-06-27 Wilhelm Stannat , Lukas Wessels
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