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We consider the problem of approximating numerically the moments and the supports of measures which are invariant with respect to the dynamics of continuous- and discrete-time polynomial systems, under semialgebraic set constraints. First,…

Dynamical Systems · Mathematics 2018-07-03 Victor Magron , Marcelo Forets , Didier Henrion

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin

Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance…

Optimization and Control · Mathematics 2015-09-15 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Motivated by the need for formal guarantees on the stability and safety of controllers for challenging robot control tasks, we present a control design procedure that explicitly seeks to maximize the size of an invariant "funnel" that leads…

Robotics · Computer Science 2012-10-09 Anirudha Majumdar , Amir Ali Ahmadi , Russ Tedrake

This paper considers the problem of controlling a dynamical system when the state cannot be directly measured and the control performance metrics are unknown or partially known. In particular, we focus on the design of data-driven…

Optimization and Control · Mathematics 2023-09-01 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese

This paper presents a pseudo-spectral method for Dynamic Optimization Problems (DOPs) that allows for tight polynomial bounds to be achieved via flexible sub-intervals. The proposed method not only rigorously enforces inequality…

Optimization and Control · Mathematics 2026-04-08 Eduardo M. G. Vila , Eric C. Kerrigan , Paul Bruce

We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control con- straints and cost are all described by polynomials, and more generally for OCPs with smooth…

Optimization and Control · Mathematics 2016-08-14 Jean-Bernard Lasserre , Didier Henrion , Christophe Prieur , Emmanuel Trélat

Finding the minimum of a multivariate real polynomial is a well-known hard problem with various applications. We present a polynomial time algorithm to approximate such lower bounds via sums of nonnegative circuit polynomials (SONC). As a…

Optimization and Control · Mathematics 2018-08-28 Henning Seidler , Timo de Wolff

This paper studies the polynomial optimization problem whose feasible set is a union of several basic closed semialgebraic sets. We propose a unified hierarchy of Moment-SOS relaxations to solve it globally. Under some assumptions, we prove…

Optimization and Control · Mathematics 2024-05-21 Jiawang Nie , Linghao Zhang

This work proposes and analyzes a compressed sensing approach to polynomial approximation of complex-valued functions in high dimensions. Of particular interest is the setting where the target function is smooth, characterized by a rapidly…

Numerical Analysis · Mathematics 2020-01-22 Abdellah Chkifa , Nick Dexter , Hoang Tran , Clayton G. Webster

We study the problem of designing a controller that satisfies an arbitrary number of affine inequalities at every point in the state space. This is motivated by the fact that a variety of key control objectives, such as stability, safety,…

Optimization and Control · Mathematics 2026-04-20 Pol Mestres , Jorge Cortés , Eduardo D. Sontag

We describe an elementary algorithm to build convex inner approximations of nonconvex sets. Both input and output sets are basic semialgebraic sets given as lists of defining multivariate polynomials. Even though no optimality guarantees…

Optimization and Control · Mathematics 2012-08-28 Didier Henrion , Christophe Louembet

We investigate the numerical approximation of an elliptic optimal control problem which involves a nonconvex local regularization of the $L^q$-quasinorm penalization (with $q\in(0,1)$) in the cost function. Our approach is based on the…

Optimization and Control · Mathematics 2022-09-26 Pedro Merino , Alexander Nenjer

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…

Data Structures and Algorithms · Computer Science 2017-04-25 Vijay Bhattiprolu , Mrinalkanti Ghosh , Venkatesan Guruswami , Euiwoong Lee , Madhur Tulsiani

In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…

Optimization and Control · Mathematics 2022-08-17 Jianfeng Luo , Xiaojun Chen

In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…

Optimization and Control · Mathematics 2022-07-15 Simone Cacace , Fabio Camilli

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

It is well-known that any sum of squares (SOS) program can be cast as a semidefinite program (SDP) of a particular structure and that therein lies the computational bottleneck for SOS programs, as the SDPs generated by this procedure are…

Optimization and Control · Mathematics 2017-10-05 Amir Ali Ahmadi , Georgina Hall , Antonis Papachristodoulou , James Saunderson , Yang Zheng