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This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

In this paper, further extensions of the result of the paper "A successive approximation method in functional spaces for hierarchical optimal control problems and its application to learning, arXiv:2410.20617 [math.OC], 2024" concerning a…

Optimization and Control · Mathematics 2024-11-26 Getachew K. Befekadu

This paper deals with a hierarchical multi-objective control problem for forward stochastic parabolic equations with dynamic boundary conditions. The controls are divided into two classes: leaders and followers. The goal of the leaders is…

Optimization and Control · Mathematics 2024-05-27 Omar Oukdach , Said Boulite , Abdellatif Elgrou , Lahcen Maniar

We study the problem of data-driven, constrained control of unknown nonlinear dynamics from a single ongoing and finite-horizon trajectory. We consider a one-step optimal control problem with a smooth, black-box objective, typically a…

Optimization and Control · Mathematics 2022-06-23 Abraham P. Vinod , Arie Israel , Ufuk Topcu

Planning and control for autonomous vehicles usually are hierarchical separated. However, increasing performance demands and operating in highly dynamic environments requires an frequent re-evaluation of the planning and tight integration…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Markus Koegel , Mohamed Ibrahim , Christian Kallies , Rolf Findeisen

In this article, we investigate certain theoretical aspects of the hierarchical controllability problem in one-dimensional wave equations within a moving domain using Stackelberg strategy. The controls are applied along a portion of the…

Analysis of PDEs · Mathematics 2025-04-02 Pedro Paulo A. Oliveira , Isaías P. de Jesus , Gilcenio R. de Sousa-Neto

Robust control is a core approach for controlling systems with performance guarantees that are robust to modeling error, and is widely used in real-world systems. However, current robust control approaches can only handle small system…

Optimization and Control · Mathematics 2021-06-08 Dimitar Ho , Hoang M. Le , John C. Doyle , Yisong Yue

In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which there are two risk-averse decision makers (i.e., {\it leader} and {\it follower}) with different risk-averse…

Optimization and Control · Mathematics 2016-10-25 Getachew K. Befekadu , Eduardo L. Pasiliao

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

Probability · Mathematics 2020-04-16 Mingshang Hu , Falei Wang

Planning, scheduling, and control typically constitute separate decision-making units within chemical companies. Traditionally, their integration is modelled sequentially, but recent efforts prioritize lower-level feasibility and…

Optimization and Control · Mathematics 2023-10-13 Damien van de Berg , Nilay Shah , Ehecatl Antonio del Rio-Chanona

An optimal control problem for the continuity equation is considered. The aim of a "controller" is to maximize the total mass within a target set at a given time moment. The existence of optimal controls is established. For a particular…

Optimization and Control · Mathematics 2015-07-01 Nikolay Pogodaev

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

Model Predictive Control is an extremely effective control method for systems with input and state constraints. Model Predictive Control performance heavily depends on the accuracy of the open-loop prediction. For systems with uncertainty…

Optimization and Control · Mathematics 2022-07-27 Francesco Micheli , John Lygeros

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

This paper studies continuous-time optimal contracting in a hierarchy problem which generalises the model of Sung (2015). The hierarchy is modeled by a series of interlinked principal-agent problems, leading to a sequence of Stackelberg…

Optimization and Control · Mathematics 2020-07-22 Emma Hubert

We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…

Optimization and Control · Mathematics 2021-09-15 Jacob Carruth , Maximilian F. Eggl , Charles Fefferman , Clarence W. Rowley , Melanie Weber

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

Most interesting problems in robotics (e.g., locomotion and manipulation) are realized through intermittent contact with the environment. Due to the perception and modeling errors, assuming an exact time for establishing contact with the…

Robotics · Computer Science 2024-10-21 Haizhou Zhao , Majid Khadiv

In this paper, we explore the interplay between Predictive Control and closed-loop optimality, spanning from Model Predictive Control to Data-Driven Predictive Control. Predictive Control in general relies on some form of prediction scheme…

Optimization and Control · Mathematics 2024-05-29 Akhil S Anand , Shambhuraj Sawant , Dirk Reinhardt , Sebastien Gros