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An optimal control problem for the linear wave equation with control cost chosen as the BV semi-norm in time is analyzed. This formulation enhances piecewise constant optimal controls and penalizes the number of jumps. Existence of optimal…

Optimization and Control · Mathematics 2018-09-11 Sebastian Engel , Karl Kunisch

This paper is devoted to the distributed continuous-time optimization problem with time-varying objective functions and time-varying nonlinear inequality constraints. Different from most studied distributed optimization problems with…

Optimization and Control · Mathematics 2020-09-08 Shan Sun , Wei Ren

Connected and automated vehicles (CAVs) technologies promise to attenuate undesired traffic disturbances. However, in mixed traffic where human-driven vehicles (HDVs) also exist, the nonlinear human-driving behavior has brought critical…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Jie Li , Jiawei Wang , Shengbo Eben Li , Keqiang Li

Recently, a theory for stochastic optimal control in non-linear dynamical systems in continuous space-time has been developed (Kappen, 2005). We apply this theory to collaborative multi-agent systems. The agents evolve according to a given…

Multiagent Systems · Computer Science 2012-07-02 Wim Wiegerinck , Bart van den Broek , Hilbert Kappen

We consider optimal control of the scalar wave equation where the control enters as a coefficient in the principal part. Adding a total variation penalty allows showing existence of optimal controls, which requires continuity results for…

Optimization and Control · Mathematics 2021-09-28 Christian Clason , Karl Kunisch , Philip Trautmann

In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…

Optimization and Control · Mathematics 2023-03-15 Yushi Hamaguchi

An efficient and accurate computational approach is proposed for optimal attitude control of a rigid body. The problem is formulated directly as a discrete time optimization problem using a Lie group variational integrator. Discrete…

Optimization and Control · Mathematics 2007-05-23 Taeyoung Lee , Melvin Leok , N. Harris McClamroch

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

We study an optimal control problem on infinite time horizon with semimartingale strategies, random coefficients and regime switching. The value function and the optimal strategy can be characterized in terms of three systems of backward…

Optimization and Control · Mathematics 2026-02-27 Xinman Cheng , Guanxing Fu , Xiaonyu Xia

In this paper, a proportional-integral servo-control design method is developed for multi-input-multioutput linear time invariant systems with operational constraints imposed on the system control input and on an output of the same…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Eugene Lavretsky

A disturbance-aware predictive control policy is proposed for DC-AC power inverters with the receding horizon optimization approach. First, a discrete event-driven hybrid automaton model has been constructed for the nonlinear inverter…

Systems and Control · Electrical Eng. & Systems 2020-12-23 Zhengxi Chen , Xun Shen

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

Path Integral Control methods were developed for stochastic optimal control covering a wide class of finite horizon formulations with control affine nonlinear dynamics. Characteristic for this class is that the HJB equation is linear and…

Optimization and Control · Mathematics 2021-03-08 Tom Lefebvre , Guillaume Crevecoeur

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

Optimization and Control · Mathematics 2020-06-23 Jinghai Shao , Kun Zhao

In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system…

Systems and Control · Electrical Eng. & Systems 2020-06-19 Zexiang Liu , Liren Yang , Necmiye Ozay

Control systems that satisfy temporal logic specifications have become increasingly popular due to their applicability to robotic systems. Existing control methods, however, are computationally demanding, especially when the problem size…

Systems and Control · Computer Science 2019-01-16 Lars Lindemann , Dimos V. Dimarogonas

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

Distributed control algorithms are known to reduce overall computation time compared to centralized control algorithms. However, they can result in inconsistent solutions leading to the violation of safety-critical constraints. Inconsistent…

Systems and Control · Electrical Eng. & Systems 2024-11-26 Julius Beerwerth , Maximilian Kloock , Bassam Alrifaee

The problem of steering a particular class of $n$-dimensional continuous-time dynamical systems towards the minima of a function without gradient information is considered. We propose an hybrid controller, implementing a discrete-time…

Systems and Control · Electrical Eng. & Systems 2019-12-05 Alessandro Melis , Ricardo G. Sanfelice , Lorenzo Marconi