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We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…

Optimization and Control · Mathematics 2017-01-31 Fouzia Baghery , Nabil Khelfallah , Brahim Mezerdi , Isabelle Turpin

In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…

Optimization and Control · Mathematics 2013-02-15 Nasir U. Ahmed , Charalambos D. Charalambous

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

We study time-minimum optimal control for a class of quantum two-dimensional dissipative systems whose dynamics are governed by the Lindblad equation and where control inputs acts only in the Hamiltonian. The dynamics of the control system…

Optimization and Control · Mathematics 2019-04-24 William Clark , Anthony Bloch , Leonardo Colombo , Patrick Rooney

This paper considers linear discrete-time systems with additive disturbances, and designs a Model Predictive Control (MPC) law incorporating a dynamic feedback gain to minimise a quadratic cost function subject to a single chance…

Systems and Control · Electrical Eng. & Systems 2022-03-02 Shuhao Yan , Paul J. Goulart , Mark Cannon

The positive-real and bounded-real lemmas solve two important linear-quadratic optimal control problems for passive and non-expansive systems, respectively. The lemmas assume controllability, yet a passive or non-expansive system can be…

Systems and Control · Computer Science 2018-01-24 Timothy H. Hughes

Asymptotic post-buckling theory is applied to sizing and topology optimization of trusses and frames, exploring its potential and current computational difficulties. We show that a designs' post-buckling response can be controlled by…

Computational Engineering, Finance, and Science · Computer Science 2025-05-15 Federico Ferrari , Ole Sigmund

We discuss boundary control of a wave equation with a non-linear anti-damping boundary condition. We design structured finite-dimensional $H_\infty$-output feedback controllers which stabilize the infinite dimensional system exponentially…

Optimization and Control · Mathematics 2020-02-19 Pierre Apkarian , Dominikus Noll

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi

Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…

Optimization and Control · Mathematics 2022-11-21 Lucian Nita , Eric C. Kerrigan , Eduardo M. G. Vila , Yuanbo Nie

The present paper addresses the problem of existence of an (output) feedback law to the purposes of asymptotically steering to zero a given controlled variable, while keeping all state variables bounded, for any initial conditions in a…

Optimization and Control · Mathematics 2007-05-23 Lorenzo Marconi , Laurent Praly , Alberto Isidori

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

This article presents an analysis of the stabilization of a multidimensional partial differential wave equation under a well designed event-triggering mechanism that samples the boundary control input. The wave equation is set in a bounded…

Optimization and Control · Mathematics 2023-03-02 Lucie Baudouin , Swann Marx , Sophie Tarbouriech , Julie Valein

This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…

Optimization and Control · Mathematics 2019-07-26 Sebastian Engel , Philip Trautmann , Boris Vexler

This article deals with the implementation of the Smith Predictor for state feedback control in state space representation. The desired control law, obtained using partial differential equations and backstepping control, contains an…

Systems and Control · Electrical Eng. & Systems 2025-12-03 Jesus-Pablo Toledo-Zucco , Frédéric Gouaisbaut , Gaetan Chapput

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

We consider the problem of minimizing the asymptotic exit rate with which the controlled-diffusion process of a stochastically perturbed multi-channel dynamical system exits from a given bounded open domain. In particular, for a class of…

Dynamical Systems · Mathematics 2014-08-21 Getachew K. Befekadu , Panos J. Antsaklis

Late-lumping feedback design for infinite-dimensional linear systems with unbounded input operators is considered. The proposed scheme is suitable for the approximation of backstepping and flatness-based designs and relies on a…

Optimization and Control · Mathematics 2022-11-03 Marcus Riesmeier , Frank Woittennek

The paper extends a recently proposed indirect, certainty-equivalence, event-triggered adaptive control scheme to the case of non-observable parameters. The extension is achieved by using a novel Batch Least-Squares Identifier (BaLSI),…

Optimization and Control · Mathematics 2018-11-28 Iasson Karafyllis , Maria Kontorinaki , Miroslav Krstic

An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brownian control problems (BCP) and their equivalent workload…

Probability · Mathematics 2015-02-10 Amarjit Budhiraja , Xin Liu , Subhamay Saha