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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 consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control con- straints and cost are all described by polynomials, and more generally for OCPs with smooth…

Optimization and Control · Mathematics 2016-08-14 Jean-Bernard Lasserre , Didier Henrion , Christophe Prieur , Emmanuel Trélat

We present a numerical method for generating the state-feedback control policy associated with general undiscounted, constant-setpoint, infinite-horizon, nonlinear optimal control problems with continuous state variables. The method is…

Optimization and Control · Mathematics 2021-04-23 Jonathan Lock , Tomas McKelvey

This article presents a scalable implementation of nonlinear Gramian-based control synthesis for control-affine systems, including a minimum energy control construction. These synthesis advances are achieved by addressing key computational…

Optimization and Control · Mathematics 2026-05-20 Zongxi Yu , Cyprien Tamekue , Ruiqi Chen , ShiNung Ching

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

Probabilistic model checking aims to prove whether a Markov decision process (MDP) satisfies a temporal logic specification. The underlying methods rely on an often unrealistic assumption that the MDP is precisely known. Consequently,…

Optimization and Control · Mathematics 2021-07-02 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Modern nonlinear control theory seeks to endow systems with properties such as stability and safety, and has been deployed successfully across various domains. Despite this success, model uncertainty remains a significant challenge in…

Systems and Control · Electrical Eng. & Systems 2021-04-02 Andrew J. Taylor , Victor D. Dorobantu , Sarah Dean , Benjamin Recht , Yisong Yue , Aaron D. Ames

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

Networked control systems (NCS) are widely used in safety-critical applications, but they are often analyzed under the assumption of ideal communication channels. This work focuses on the synthesis of safety controllers for discrete-time…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Yihan Liu , Meiqi Tian , Teng Yan , Bingzhuo Zhong

Bernstein polynomial approximation to a continuous function has a slower rate of convergence as compared to other approximation methods. "The fact seems to have precluded any numerical application of Bernstein polynomials from having been…

Optimization and Control · Mathematics 2018-12-18 Venanzio Cichella , Isaac Kaminer , Claire Walton , Naira Hovakimyan , Antonio Pascoal

When designing controllers for large-scale systems, the architectural aspects of the controller such as the placement of actuators, sensors, and the communication links between them can no longer be taken as given. The task of designing…

Optimization and Control · Mathematics 2015-08-04 Nikolai Matni , Venkat Chandrasekaran

We examine a multi-stage stochastic optimization problem characterized by stagewise-independent, decision-dependent noises with strict constraints. The problem assumes convexity in that, following a specific relaxation, it transforms into a…

Optimization and Control · Mathematics 2023-08-28 Chen Yan , Alexandre Reiffers-Masson

Very high dimensional nonlinear systems arise in many engineering problems due to semi-discretization of the governing partial differential equations, e.g. through finite element methods. The complexity of these systems present…

Optimization and Control · Mathematics 2022-09-15 Florian Mahlknecht , John Irvin Alora , Shobhit Jain , Edward Schmerling , Riccardo Bonalli , George Haller , Marco Pavone

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

Optimization and Control · Mathematics 2014-07-08 Didier Henrion , Edouard Pauwels

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP algorithm for solving nonlinear optimization…

Optimization and Control · Mathematics 2011-08-01 Tran Dinh Quoc , Moritz Diehl

We show that given a desired closed-loop response for a system, there exists an affine subspace of controllers that achieve this response. By leveraging the existence of this subspace, we are able to separate controller design from…

Systems and Control · Electrical Eng. & Systems 2020-06-11 Jing Shuang Li , Dimitar Ho

This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

This paper introduces an approach for synthesizing feasible safety indices to derive safe control laws under state-dependent control spaces. The problem, referred to as Safety Index Synthesis (SIS), is challenging because it requires the…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Rui Chen , Weiye Zhao , Changliu Liu

This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…

Optimization and Control · Mathematics 2013-07-09 Tyler H. Summers , Paul J. Goulart