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The aim of this article is to study the asymptotic behaviour of some low-cost control problems. These problems motivate the study of H-convergence with weakly convergingdata. An improved lower bound for the limit of energy functionals…

Optimization and Control · Mathematics 2009-10-16 Rajesh Mahadevan , T. Muthukumar

The robust adaptive beamforming (RAB) problem for general-rank signal model with an additional positive semi-definite constraint is considered. Using the principle of the worst-case performance optimization, such RAB problem leads to a…

Information Theory · Computer Science 2015-06-12 Arash Khabbazibasmenj , Sergiy A. Vorobyov

We present a novel nonlinear model predictive control (MPC) scheme with relaxed stability criteria, based on the idea of generalized discrete-time control Lyapunov functions. These functions need to satisfy an average descent over a finite…

Optimization and Control · Mathematics 2024-04-11 Annika Fürnsinn , Christian Ebenbauer , Bahman Gharesifard

We consider the class of control systems where the differential equation, state and control system are described by polynomials. Given a set of trajectories and a class of Lagrangians, we are interested to find a Lagrangian in this class…

Optimization and Control · Mathematics 2017-03-22 Jérémy Rouot , Jean-Bernard Lasserre

We use Lyapunov-like functions and convex optimization to propagate uncertainty in the initial condition of nonlinear systems governed by ordinary differential equations. We consider the full nonlinear dynamics without approximation,…

Optimization and Control · Mathematics 2023-08-04 Francesca Covella , Giovanni Fantuzzi

In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…

Probability · Mathematics 2019-10-07 Kaitong Hu , Anna Kazeykina , Zhenjie Ren

We consider the problem of designing a stabilizing and optimal static controller with a pre-specified sparsity pattern. Since this problem is NP-hard in general, it is necessary to resort to approximation approaches. In this paper, we…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Yang Zheng , Antonis Papachristodoulou , Maryam Kamgarpour

We study the asymptotic behavior of the solutions to a family of discounted Hamilton Jacobi equations, posed in the Euclidean N dimensional space, when the discount factor goes to zero. The ambient space being noncompact, we introduce an…

Analysis of PDEs · Mathematics 2019-08-05 Hitoshi Ishii , Antonio Siconolfi

In the article$^a$, the authors introduced a time-varying Lyapunov function for the stability analysis of nonlinear systems whose motion is governed by standard Newton-Euler equations. The authors established asymptotic stability with the…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Lekan Molu

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

We prove that if a homogeneous, continuously differentiable vector field is asymptotically stable, then it admits a Lyapunov function which is the ratio of two polynomials (i.e., a rational function). We further show that when the vector…

Optimization and Control · Mathematics 2018-08-17 Amir Ali Ahmadi , Bachir El Khadir

We describe a reformulation (following Hales (2017)) of a 1934 conjecture of Reinhardt on pessimal packings of convex domains in the plane as a problem in optimal control theory. Several structural results of this problem including its…

Optimization and Control · Mathematics 2022-08-10 Koundinya Vajjha

We consider the stochastic Landau-Lifshitz-Gilbert equation, perturbed by a real-valued Wiener process. We add an external control to the effective field as an attempt to drive the magnetization to a desired state and also to control…

Optimization and Control · Mathematics 2024-06-25 Soham Gokhale

This paper develops a new approach to small time local attainability of smooth manifolds of any dimension, possibly with boundary and to prove H\"older continuity of the minimum time function. We give explicit pointwise conditions of any…

Optimization and Control · Mathematics 2023-04-21 Pierpaolo Soravia

A Deterministic affine quadratic optimal control problem is considered. Due to the nature of the problem, optimal controls exist under some very mild conditions. Further, it is shown that under some assumptions, the value function is…

Optimization and Control · Mathematics 2019-02-20 Yuanchang Wang , Jiongmin Yong

A classical problem in ergodic continuous time control consists of studying the limit behavior of the optimal value of a discounted cost functional with infinite horizon as the discount factor $\lambda$ tends to zero. In the literature,…

Optimization and Control · Mathematics 2024-01-23 Piermarco Cannarsa , Stephane Gaubert , Cristian Mendico , Marc Quincampoix

We study the problem of non-convex optimization using Stochastic Gradient Langevin Dynamics (SGLD). SGLD is a natural and popular variation of stochastic gradient descent where at each step, appropriately scaled Gaussian noise is added. To…

Machine Learning · Computer Science 2024-07-08 August Y. Chen , Ayush Sekhari , Karthik Sridharan

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

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