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In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…

Probability · Mathematics 2019-10-07 Kaitong Hu , Anna Kazeykina , Zhenjie Ren

We propose a parameterization of a nonlinear dynamic controller based on the recurrent equilibrium network, a generalization of the recurrent neural network. We derive constraints on the parameterization under which the controller…

Systems and Control · Electrical Eng. & Systems 2024-04-15 Neelay Junnarkar , He Yin , Fangda Gu , Murat Arcak , Peter Seiler

This paper presents a nonlinear model predictive control strategy for stochastic systems with general (state and input dependent) disturbances subject to chance constraints. Our approach uses an online computed stochastic tube to ensure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Frank Allgöwer

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

Numerical Analysis · Mathematics 2015-04-17 Stefania Bellavia , Benedetta Morini

The paper is devoted to a design of a common bounded feedback control steering a system of an arbitrary number of linear oscillators to the equilibrium. At high energies, the control is based on the asymptotic theory of reachable sets of…

Optimization and Control · Mathematics 2015-11-16 Alexander Ovseevich , Aleksey Fedorov

We study an iterative regularization method of optimal control problems with control constraints. The regularization method is based on generalized Bregman distances. We provide convergence results under a combination of a source condition…

Optimization and Control · Mathematics 2016-11-04 Frank Pörner , Daniel Wachsmuth

In this paper, we study the convergence properties of an iterative algorithm for fast nonlinear model predictive control of quasi-linear parameter-varying systems without inequality constraints. Compared to previous works considering this…

Optimization and Control · Mathematics 2023-09-15 Christian Hespe , Herbert Werner

The development of sophisticated experimental means to control nanoscale systems has motivated efforts to design driving protocols which minimize the energy dissipated to the environment. Computational models are a crucial tool in this…

Statistical Mechanics · Physics 2016-09-14 Todd R. Gingrich , Grant M. Rotskoff , Gavin E. Crooks , Phillip L. Geissler

In this paper, we study the use of state-of-the-art nonlinear system identification techniques for the optimal control of nonlinear systems. We show that the nonlinear systems identification problem is equivalent to estimating the…

Optimization and Control · Mathematics 2023-10-23 Aayushman Sharma , Suman Chakravorty

Nonlinear control-affine systems described by ordinary differential equations with bounded measurable input functions are considered. The solvability of general boundary value problems for these systems is formulated in the sense of…

Optimization and Control · Mathematics 2025-06-17 Alexander Zuyev , Peter Benner

In this paper we introduce a new method to design control laws for non-linear underactuated systems. Our method produces an infinite dimensional family of control laws, whereas most control techniques only produce a finite dimensional…

Optimization and Control · Mathematics 2007-05-23 Dave Auckly , Lev Kapitanski , Warren White

The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…

Optimization and Control · Mathematics 2020-01-29 Martin Burger , Elena Resmerita , Martin Benning

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang

This paper analyzes and explicitly solves a class of long-term average impulse control problems with a specific mean-field interaction. The underlying process is a general one-dimensional diffusion with appropriate boundary behavior. The…

Optimization and Control · Mathematics 2026-02-04 K. L. Helmes , R. H. Stockbridge , C. Zhu

We develop the linear programming approach to mean-field games in a general setting. This relaxed control approach allows to prove existence results under weak assumptions, and lends itself well to numerical implementation. We consider…

Optimization and Control · Mathematics 2020-11-24 Roxana Dumitrescu , Marcos Leutscher , Peter Tankov

In this contribution, we derive ILEG, an iterative algorithm to find risk sensitive solutions to nonlinear, stochastic optimal control problems. The algorithm is based on a linear quadratic approximation of an exponential risk sensitive…

Systems and Control · Computer Science 2015-12-23 Farbod Farshidian , Jonas Buchli

We consider exact and averaged control problem for a system of quasi-linear ODEs and SDEs with a non-negative definite symmetric matrix of the system. The strategy of the proof is the standard linearization of the system by fixing the…

Optimization and Control · Mathematics 2021-06-15 Jasmina Djordjevic , Sanja Konjik , Darko Mitrović , Andrej Novak

A novel control design approach for general nonlinear systems is presented in this paper. The approach is based on the identification of a polynomial model of the system to control and on the on-line inversion of this model. An efficient…

Systems and Control · Computer Science 2014-07-07 C. Novara , M. Milanese

The paper focuses on mean-field type multi-agent control problems with finite state and action spaces where the dynamics and cost structures are symmetric and homogeneous, and are affected by the distribution of the agents. A standard…

Optimization and Control · Mathematics 2025-07-03 Erhan Bayraktar , Ali D. Kara
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