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We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…

Numerical Analysis · Mathematics 2018-03-13 Roxana Dumitrescu , Christoph Reisinger , Yufei Zhang

We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…

Systems and Control · Computer Science 2015-09-14 Antonio Cicone , Alessandro D'Innocenzo , Nicola Guglielmi , Linda Laglia

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense…

Systems and Control · Computer Science 2014-11-19 Ali Heydari

Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…

Systems and Control · Electrical Eng. & Systems 2020-11-05 Moad Abudia , Michael Harlan , Ryan Self , Rushikesh Kamalapurkar

Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…

Optimization and Control · Mathematics 2015-03-25 Hua Chen , Wei Zhang

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

In this paper, approximation schemes are proposed for handling load uncertainty in compliance-based topology optimization problems, where the uncertainty is described in the form of a set of finitely many loading scenarios. Efficient…

Computational Engineering, Finance, and Science · Computer Science 2022-05-03 Mohamed Tarek , Tapabrata Ray

We propose a new LMI approach to the design of optimal switching sequences for polynomial dynamical systems with state constraints. We formulate the switching design problem as an optimal control problem which is then relaxed to a linear…

Optimization and Control · Mathematics 2013-03-11 Didier Henrion , Jamal Daafouz , Mathieu Claeys

Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…

Optimization and Control · Mathematics 2022-09-01 Peng Chen , Johannes O. Royset

We consider an optimal switching problem with random lag and possibility of component failure. The random lag is modeled by letting the operation mode follow a regime switching Markov-model with transition intensities that depend on the…

Optimization and Control · Mathematics 2019-08-22 Magnus Perninge

This paper considers the problem of computing the schedule of modes in a switched dynamical system, that minimizes a cost functional defined on the trajectory of the system's continuous state variable. A recent approach to such optimal…

Systems and Control · Computer Science 2011-07-18 Yorai Wardi , Magnus Egerstedt

Optimal tracking in switched systems with controlled subsystem and Discrete-time (DT) dynamics is investigated. A feedback control policy is generated such that a) the system tracks the desired reference signal, and b) the optimal switching…

Systems and Control · Electrical Eng. & Systems 2019-07-30 Tohid Sardarmehni , Xingyong Song

This paper considers an opportunistic scheduling problem over a renewal system. A controller observes a random event at the beginning of each renewal frame and then chooses an action in response to the event, which affects the duration of…

Optimization and Control · Mathematics 2019-06-10 Xiaohan Wei , Michael J. Neely

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

Optimization and Control · Mathematics 2021-03-25 Jared Miller , Didier Henrion , Mario Sznaier , Milan Korda

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

Many embedded real-time control systems suffer from resource constraints and dynamic workload variations. Although optimal feedback scheduling schemes are in principle capable of maximizing the overall control performance of multitasking…

Other Computer Science · Computer Science 2008-12-18 Feng Xia , Yu-Chu Tian , Youxian Sun , Jinxiang Dong

In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is…

Optimization and Control · Mathematics 2024-01-17 Maria do Rosário de Pinho , Maria Margarida Amorim Ferreira , Georgi Smirnov
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