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This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Optimization and Control · Mathematics 2025-07-22 Shijie Huang , Sergio Grammatico

Solving partially observable Markov decision processes (POMDPs) is highly intractable in general, at least in part because the optimal policy may be infinitely large. In this paper, we explore the problem of finding the optimal policy from…

Artificial Intelligence · Computer Science 2013-01-30 Nicolas Meuleau , Kee-Eung Kim , Leslie Pack Kaelbling , Anthony R. Cassandra

The main objective of this article is to develop a matrix pencil approach for the study of the controllability and reachability of a class of linear singular discrete time systems. The description equation of a practical system may be…

Optimization and Control · Mathematics 2014-06-06 Charalambos P. Kontzalis , Grigoris Kalogeropoulos

This paper focuses on stochastic saddle point problems with decision-dependent distributions. These are problems whose objective is the expected value of a stochastic payoff function and whose data distribution drifts in response to…

Optimization and Control · Mathematics 2022-11-15 Killian Wood , Emiliano Dall'Anese

Many real-world optimisation problems involve dynamic and stochastic components. While problems with multiple interacting components are omnipresent in inherently dynamic domains like supply-chain optimisation and logistics, most research…

Neural and Evolutionary Computing · Computer Science 2020-09-16 Ragav Sachdeva , Frank Neumann , Markus Wagner

Considering uncertainties and disturbances is an important, yet challenging, step in successful decision making. The problem becomes more challenging in safety-constrained environments. In this paper, we propose a robust and safe trajectory…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Hassan Almubarak , Evangelos A. Theodorou , Nader Sadegh

The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

When optimizing real-time systems, designers often face a challenging problem where the schedulability constraints are non-convex, non-continuous, or lack an analytical form to understand their properties. Although the optimization…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Sen Wang , Dong Li , Shao-Yu Huang , Xuanliang Deng , Ashrarul H. Sifat , Changhee Jung , Ryan Williams , Haibo Zeng

We propose a solution to a time-varying variant of Markov Decision Processes which can be used to address decision-theoretic planning problems for autonomous systems operating in unstructured outdoor environments. We explore the time…

Robotics · Computer Science 2019-05-28 Junhong Xu , Kai Yin , Lantao Liu

Transient stability assessment of power systems needs to account for increased risk from uncertainties due to the integration of renewables and distributed generators. The uncertain operating condition of the power grid hinders reliable…

Dynamical Systems · Mathematics 2017-05-04 Dongchan Lee , Konstantin Turitsyn

We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…

Optimization and Control · Mathematics 2019-11-13 George I. Boutselis , Ziyi Wang , Evangelos A. Theodorou

Backward reachability (also termed controllability) has been extensively studied in control theory, and tools for a wide class of systems have been developed. Nevertheless, assessing a backward reachability analysis or synthesis remains…

Optimization and Control · Mathematics 2021-09-13 Davide Liuzza , Paolo Falcone , Massimo Tipaldi , Luigi Glielmo

The reachability problem for timed automata asks if there exists a path from an initial state to a target state. The standard solution to this problem involves computing the zone graph of the automaton, which in principle could be infinite.…

Logic in Computer Science · Computer Science 2011-12-30 Frédéric Herbreteau , Dileep Kini , B. Srivathsan , Igor Walukiewicz

Stochastic local search algorithms are frequently used to numerically solve hard combinatorial optimization or decision problems. We give numerical and approximate analytical descriptions of the dynamics of such algorithms applied to random…

Statistical Mechanics · Physics 2009-11-10 Wolfgang Barthel , Alexander K. Hartmann , Martin Weigt

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…

Optimization and Control · Mathematics 2024-08-30 Frank E. Curtis , Xin Jiang , Qi Wang

Hybrid dynamical systems with nonlinear dynamics are one of the most general modeling tools for representing robotic systems, especially contact-rich systems. However, providing guarantees regarding the safety or performance of nonlinear…

Robotics · Computer Science 2025-01-10 Javier Borquez , Shuang Peng , Yiyu Chen , Quan Nguyen , Somil Bansal

The reachable sets of nonlinear control systems can in general only be numerically approximated, and are often very expensive to calculate. In this paper, we propose an algorithm that tracks only the boundaries of the reachable sets and…

Numerical Analysis · Mathematics 2025-02-20 Janosch Rieger , Kyria Wawryk

Assessment of the degree of boundedness/stability of multidimensional nonlinear systems with time-dependent and nonperiodic coefficients is an important problem in various applied areas which has no adequate resolution yet. Most of the…

Dynamical Systems · Mathematics 2022-06-07 Mark A. Pinsky

We propose a method for evolving solutions that are robust with respect to variations of the environmental conditions (i.e. that can operate effectively in new conditions immediately, without the need to adapt to variations). The obtained…

Neural and Evolutionary Computing · Computer Science 2019-06-19 Paolo Pagliuca , Stefano Nolfi