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One of the desirable objectives in feedback control design is to formulate and solve the design problem as an optimisation problem that is convex, so that an optimal solution can be found efficiently. Unfortunately many control design…

Optimization and Control · Mathematics 2025-11-25 Matthew Newton , Zuxun Xiong , Han Wang , Antonis Papachristodoulou

Sums-of-squares (SOS) optimization is a promising tool to synthesize certifiable controllers for nonlinear dynamical systems. Building upon prior works, we demonstrate that SOS can synthesize dynamic controllers with bounded suboptimal…

Robotics · Computer Science 2023-08-01 Lujie Yang , Hongkai Dai , Alexandre Amice , Russ Tedrake

For any suitable Optimal Control Problem (OCP) there exists a value function, defined as the unique viscosity solution to the Hamilton-Jacobi-Bellman (HJB) Partial-Differential-Equation (PDE), and which can be used to design an optimal…

Optimization and Control · Mathematics 2023-01-31 Morgan Jones , Matthew M. Peet

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

We describe an approximate dynamic programming method for stochastic control problems on infinite state and input spaces. The optimal value function is approximated by a linear combination of basis functions with coefficients as decision…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , Konstantin Kunz , Nikolaos Kariotoglou , Maryam Kamgarpour , Sean Summers , John Lygeros

This work presents a method to obtain inner and outer approximations of the region of attraction of a given target set as well as an admissible controller generating the inner approximation. The method is applicable to constrained…

Optimization and Control · Mathematics 2014-03-21 Milan Korda , Didier Henrion , Colin N. Jones

This work proposes a method for solving linear stochastic optimal control (SOC) problems using sum of squares and semidefinite programming. Previous work had used polynomial optimization to approximate the value function, requiring a high…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Ivan Papusha , Joel W. Burdick

We characterize the maximum controlled invariant (MCI) set for discrete- as well as continuous-time nonlinear dynamical systems as the solution of an infinite-dimensional linear programming problem. For systems with polynomial dynamics and…

Optimization and Control · Mathematics 2013-03-27 Milan Korda , Didier Henrion , Colin N. Jones

The two main contributions of this paper are a proof of concept of the recent novel idea in the area of long-time average cost control, and a new method of overcoming the well-known difficulty of non-convexity of simultaneous optimization…

Optimization and Control · Mathematics 2015-04-02 Deqing Huang , Sergei Chernyshenko

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams

Bernstein polynomial approximation to a continuous function has a slower rate of convergence as compared to other approximation methods. "The fact seems to have precluded any numerical application of Bernstein polynomials from having been…

Optimization and Control · Mathematics 2018-12-18 Venanzio Cichella , Isaac Kaminer , Claire Walton , Naira Hovakimyan , Antonio Pascoal

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

In the context of data-driven control of nonlinear systems, many approaches lack of rigorous guarantees, call for nonconvex optimization, or require knowledge of a function basis containing the system dynamics. To tackle these drawbacks, we…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Tim Martin , Frank Allgöwer

The behaviour of the moment-sums-of-squares (moment-SOS) hierarchy for polynomial optimal control problems on compact sets has been explored to a large extent. Our contribution focuses on the case of non-compact control sets. We describe a…

Optimization and Control · Mathematics 2025-07-08 Karolına Sehnalová , Didier Henrion , Milan Korda , Martin Kružík

A novel nonlinear feedback control design methodology for incompressible fluid flows aiming at the optimisation of long-time averages of flow quantities is presented. It applies to reduced-order finite-dimensional models of fluid flows,…

Fluid Dynamics · Physics 2016-12-21 Davide Lasagna , Deqing Huang , Owen R. Tutty , Sergei Chernyshenko

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

We consider the optimal regulation problem for nonlinear control-affine dynamical systems. Whereas the linear-quadratic regulator (LQR) considers optimal control of a linear system with quadratic cost function, we study polynomial systems…

Optimization and Control · Mathematics 2024-10-30 Nicholas A. Corbin , Boris Kramer

This paper presents a method to verify closed-loop properties of optimization-based controllers for deterministic and stochastic constrained polynomial discrete-time dynamical systems. The closed-loop properties amenable to the proposed…

Optimization and Control · Mathematics 2016-11-16 Milan Korda , Colin N. Jones
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