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We expose in a tutorial fashion the mechanisms which underlie the synthesis of optimization algorithms based on dynamic integral quadratic constraints. We reveal how these tools from robust control allow to design accelerated gradient…

Optimization and Control · Mathematics 2023-09-18 Carsten W. Scherer , Christian Ebenbauer , Tobias Holicki

Optimal portfolio allocation is often formulated as a constrained risk problem, where one aims to minimize a risk measure subject to some performance constraints. This paper presents new Bayesian Optimization algorithms for such constrained…

Portfolio Management · Quantitative Finance 2025-03-25 Robert Millar , Jinglai Li

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

Efficient tuning of building climate controllers to optimize occupant utility is essential for ensuring overall comfort and satisfaction. However, this is a challenging task since the latent utility are difficult to measure directly.…

Systems and Control · Electrical Eng. & Systems 2025-12-11 Wenbin Wang , Jicheng Shi , Colin N. Jones

A new method is developed to deal with the problem that a complex decentralized control system needs to keep centralized control performance. The systematic procedure emphasizes quickly finding the decentralized subcontrollers that matching…

Systems and Control · Computer Science 2018-09-05 Ying Huang , Jiyang Dai , Chen Peng

We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…

Systems and Control · Electrical Eng. & Systems 2023-08-25 Hongyu Zhou , Vasileios Tzoumas

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Verena Häberle , Adrian Hauswirth , Lukas Ortmann , Saverio Bolognani , Florian Dörfler

Ensuring robot safety can be challenging; user-defined constraints can miss edge cases, policies can become unsafe even when trained from safe data, and safety can be subjective. Thus, we learn about robot safety by showing policy…

Robotics · Computer Science 2025-01-10 Aaron O. Feldman , Joseph A. Vincent , Maximilian Adang , Jun En Low , Mac Schwager

Quantum Approximate Optimization Algorithm (QAOA) is a hybrid algorithm whose control parameters are classically optimized. In addition to the variational parameters, the right choice of hyperparameter is crucial for improving the…

Quantum Physics · Physics 2022-06-30 Yu Pan , Yifan Tong , Yi Yang

Combining efficient and safe control for safety-critical systems is challenging. Robust methods may be overly conservative, whereas probabilistic controllers require a trade-off between efficiency and safety. In this work, we propose a…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Tim Brüdigam , Robert Jacumet , Dirk Wollherr , Marion Leibold

As the complexity of control systems increases, the need for systematic methods to guarantee their efficacy grows as well. However, direct testing of these systems is oftentimes costly, difficult, or impractical. As a result, the test and…

Systems and Control · Electrical Eng. & Systems 2021-09-10 Prithvi Akella , Ugo Rosolia , Aaron D. Ames

We propose a method to optimise the parameters of a policy which will be used to safely perform a given task in a data-efficient manner. We train a Gaussian process model to capture the system dynamics, based on the PILCO framework. Our…

Machine Learning · Statistics 2019-12-03 Kyriakos Polymenakos , Alessandro Abate , Stephen Roberts

We consider a sequential decision making task, where the goal is to optimize an unknown function without evaluating parameters that violate an a~priori unknown (safety) constraint. A common approach is to place a Gaussian process prior on…

Machine Learning · Computer Science 2024-05-13 Alessandro G. Bottero , Carlos E. Luis , Julia Vinogradska , Felix Berkenkamp , Jan Peters

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

Safe operations of UAVs are of paramount importance for various mission-critical and safety-critical UAV applications. In context of airborne target tracking and following, UAVs need to track a flying target avoiding collision and also…

Robotics · Computer Science 2023-12-29 Promit Panja , Jesse B. Hoagg , Sabur Baidya

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

This paper studies the well-posedness and regularity of safe stabilizing optimization-based controllers for control-affine systems in the presence of model uncertainty. When the system dynamics contain unknown parameters, a finite set of…

Optimization and Control · Mathematics 2024-01-01 Pol Mestres , Kehan Long , Nikolay Atanasov , Jorge Cortés

This paper presents a novel approach for the safe control design of systems with parametric uncertainties in both drift terms and control-input matrices. The method combines control barrier functions and adaptive laws to generate a safe…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Yujie Wang , Xiangru Xu

This paper tackles the multi-objective optimization of the cost functional of a path-following model predictive control for vehicle longitudinal and lateral control. While the inherent optimal character of the model predictive control and…

Robotics · Computer Science 2021-04-09 Ali Gharib , David Stenger , Robert Ritschel , Rick Voßwinkel