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We propose an {\em implementable} numerical scheme for the discretization of linear-quadratic optimal control problems involving SDEs in higher dimensions with {\em control constraint}. For time discretization, we employ the implicit Euler…

Analysis of PDEs · Mathematics 2024-12-12 Abhishek Chaudhary

This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…

Systems and Control · Computer Science 2017-11-27 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

This technical note studies the distributed optimization problem of a sum of nonsmooth convex cost functions with local constraints. At first, we propose a novel distributed continuous-time projected algorithm, in which each agent knows its…

Optimization and Control · Mathematics 2016-11-29 Xianlin Zeng , Peng Yi , Yiguang Hong

This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…

Optimization and Control · Mathematics 2024-07-31 Nerito Oliveira Aminde , Tiago Roux Oliveira , Liu Hsu

The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…

Optimization and Control · Mathematics 2016-08-05 Myong-Song Ho , Kwang-Nam Oh , Chol-Jun Hwang

We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…

Optimization and Control · Mathematics 2018-09-05 Gunther Reissig , Matthias Rungger

This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…

Optimization and Control · Mathematics 2016-09-01 Yinan Li , Jun Liu

We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…

Optimization and Control · Mathematics 2025-10-27 Somnath Pradhan , Serdar Yuksel

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

We propose a fully distributed control system architecture, amenable to in-vehicle implementation, that aims to safely coordinate connected and automated vehicles (CAVs) at road intersections. For control purposes, we build upon a fully…

Optimization and Control · Mathematics 2022-03-25 Alexander Katriniok , Benedikt Rosarius , Petri Mähönen

In this paper, a novel distributed optimization framework has been proposed. The key idea is to convert optimization problems into optimal control problems where the objective of each agent is to design the current control input minimizing…

Optimization and Control · Mathematics 2025-04-01 Ziyuan Guo , Yue Sun , Yeming Xu , Liping Zhang , Huanshui Zhang

Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…

Optimization and Control · Mathematics 2026-03-19 Lida Lamakani , Efstratios N. Pistikopoulos

This paper presents a novel dynamic coverage control algorithm allowing a group of robots to track an optimal-deployment configuration for arbitrary time-varying density functions. Building on singular perturbation theory, the proposed…

Optimization and Control · Mathematics 2025-12-03 Brandon Bao , Jorge Cortes , Sonia Martinez

In this paper, we present the methodology and results for a real-time velocity trajectory optimization for a solar-powered autonomous surface vessel (ASV), where we combine indirect optimal control techniques with iterative learning. The…

Robotics · Computer Science 2025-03-17 Kavin M. Govindarajan , Devansh R Agrawal , Dimitra Panagou , Chris Vermillion

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

We propose a new algorithm to simplify the controller development for distributed robotic systems subject to external observations, disturbances, and communication delays. Unlike prior approaches that propose specialized solutions to…

Robotics · Computer Science 2021-04-15 Jiayi Wei , Tongrui Li , Swarat Chaudhuri , Isil Dillig , Joydeep Biswas

In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…

Optimization and Control · Mathematics 2025-02-25 Arash Fahim , Md. Arafatur Rahman

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…

Optimization and Control · Mathematics 2019-04-26 Salvatore Federico , Giorgio Ferrari , Frank Riedel , Michael Röckner

We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…

Optimization and Control · Mathematics 2026-02-05 Léa Ninite , Adrien Banse , Guillaume O. Berger , Raphaël M. Jungers
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