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This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

Robustness analysis is very important in biology and neuroscience, to unravel behavioural patterns of systems that are conserved despite large parametric uncertainties. To make studies of probabilistic robustness more efficient and scalable…

Quantitative Methods · Quantitative Biology 2026-01-08 Uros Sutulovic , Daniele Proverbio , Rami Katz , Giulia Giordano

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under…

Optimization and Control · Mathematics 2020-01-17 Anna Scampicchio , Aleksandr Aravkin , Gianluigi Pillonetto

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…

Systems and Control · Computer Science 2019-05-20 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

In this paper we address the problem of designing receding horizon control algorithms for linear discrete-time systems with parametric uncertainty. We do not consider presence of stochastic forcing or process noise in the system. It is…

Optimization and Control · Mathematics 2014-02-20 Raktim Bhattacharya , James Fisher

Recently developed control methods with strong disturbance rejection capabilities provide a useful option for control design. The key lies in a general concept of disturbance and effective ways to estimate and compensate the disturbance.…

Optimization and Control · Mathematics 2018-01-19 Wuhua Hu , Eduardo F. Camacho , Lihua Xie

This paper develops a new control design for guaranteeing a vehicle's safety during lane change maneuvers in a complex traffic environment. The proposed method uses a finite state machine (FSM), where a quadratic program based optimization…

Systems and Control · Electrical Eng. & Systems 2021-03-24 Suiyi He , Jun Zeng , Bike Zhang , Koushil Sreenath

This paper tackles state feedback control of switched linear systems under arbitrary switching. We propose a data-driven control framework that allows to compute a stabilizing state feedback using only a finite set of observations of…

Optimization and Control · Mathematics 2022-05-05 Zheming Wang , Guillaume O. Berger , Raphaël M. Jungers

LPV systems with piecewise constant parameters subject to spontaneous Poissonian jumps are a class of systems that does not seem to have been thoroughly considered in the literature. We partially fill this gap here by providing sufficient…

Optimization and Control · Mathematics 2018-02-21 Corentin Briat

In this paper, we consider the mixed optimal control of a linear stochastic system with a quadratic cost functional, with two controllers-one can choose only deterministic time functions, called the deterministic controller, while the other…

Optimization and Control · Mathematics 2017-08-23 Ying Hu , Shanjian Tang

We consider the problem of steering, via output feedback, the state distribution of a discrete-time, linear stochastic system from an initial Gaussian distribution to a terminal Gaussian distribution with prescribed mean and maximum…

Optimization and Control · Mathematics 2020-09-11 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

Model-based safety analysis approaches aim at finding critical failure combinations by analysis of models of the whole system (i.e. software, hardware, failure modes and environment). The advantage of these methods compared to traditional…

Logic in Computer Science · Computer Science 2010-06-29 Matthias Güdemann , Frank Ortmeier

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

This paper studies data-driven stabilization of a class of unknown polynomial systems using data corrupted by bounded noise. Existing work addressing this problem has focused on designing a controller and a Lyapunov function so that a…

Optimization and Control · Mathematics 2025-09-26 Huayuan Huang , M. Kanat Camlibel , Raffaella Carloni , Henk J. van Waarde

In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…

Optimization and Control · Mathematics 2014-02-17 Ather Gattami

This paper proposes an adaptive sparse polynomial chaos expansion(PCE)-based method to quantify the impacts of uncertainties on critical clearing time (CCT) that is an important index in transient stability analysis. The proposed method can…

Systems and Control · Electrical Eng. & Systems 2022-06-10 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

This paper formulates a stochastic optimal control problem for linear networked control systems featuring stochastic packet disordering with a unique stabilizing solution certified. The problem is solved by proposing reinforcement learning…

Systems and Control · Electrical Eng. & Systems 2023-12-13 Wenqian Xue , Yi Jiang , Frank L. Lewis , Bosen Lian

This paper addresses problems on the structural design of control systems taking explicitly into consideration the possible application to large-scale systems. We provide an efficient and unified framework to solve the following major…

Optimization and Control · Mathematics 2014-09-23 Sergio Pequito , Soummya Kar , A. Pedro Aguiar
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