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In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller

This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…

Optimization and Control · Mathematics 2022-10-11 Heng Zhang

A self-learning optimal control algorithm for episodic fixed-horizon manufacturing processes with time-discrete control actions is proposed and evaluated on a simulated deep drawing process. The control model is built during consecutive…

Systems and Control · Computer Science 2020-01-07 Johannes Dornheim , Norbert Link , Peter Gumbsch

This paper presents a novel operator-theoretic approach for optimal control of nonlinear stochastic systems within reproducing kernel Hilbert spaces. Our learning framework leverages data samples of system dynamics and stage cost functions,…

Optimization and Control · Mathematics 2025-04-28 Petar Bevanda , Nicolas Hoischen , Tobias Wittmann , Jan Brüdigam , Sandra Hirche , Boris Houska

We consider stochastic optimal control of linear dynamical systems with additive non-Gaussian disturbance. We propose a novel, sampling-free approach, based on Fourier transformations and convex optimization, to cast the stochastic optimal…

Optimization and Control · Mathematics 2020-10-06 Vignesh Sivaramakrishnan , Abraham P. Vinod , Meeko M. K. Oishi

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

Optimization and Control · Mathematics 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

We introduce tensor numerical techniques for solving optimal control problems constrained by elliptic operators in $\mathbb{R}^d$, $d=2,3$, with variable coefficients, which can be represented in a low rank separable form. We construct a…

Numerical Analysis · Mathematics 2021-05-28 Boris N. Khoromskij , Britta Schmitt , Volker Schulz

The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…

Optimization and Control · Mathematics 2016-02-24 Ehsan Shafieepoorfard , Maxim Raginsky , Sean P. Meyn

We consider the synthesis problem of a multi-agent system under signal temporal logic (STL) specifications representing bounded-time tasks that need to be satisfied recurrently over an infinite horizon. Motivated by the limited approaches…

Systems and Control · Electrical Eng. & Systems 2024-04-29 Eleftherios E. Vlahakis , Lars Lindemann , Dimos V. Dimarogonas

When models are inaccurate, the performance of model-based control will degrade. For linear quadratic control, an event-triggered learning framework is proposed that automatically detects inaccurate models and triggers the learning of a new…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Henning Schlüter , Friedrich Solowjow , Sebastian Trimpe

We present a hierarchical architecture to improve the efficiency of event-triggered control (ETC) in reducing resource consumption. This paper considers event-triggered systems generally as an impulsive control system in which the objective…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Pio Ong , Manuel Mazo , Aaron D. Ames

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

We present an empirical, gradient-based method for solving data-driven stochastic optimal control problems using the theory of kernel embeddings of distributions. By embedding the integral operator of a stochastic kernel in a reproducing…

Optimization and Control · Mathematics 2022-09-20 Adam J. Thorpe , Jake A. Gonzales , Meeko M. K. Oishi

For optimal control problems that involve planning and following a trajectory, two degree of freedom (2DOF) controllers are a ubiquitously used control architecture that decomposes the problem into a trajectory generation layer and a…

Optimization and Control · Mathematics 2023-11-14 Anusha Srikanthan , Vijay Kumar , Nikolai Matni

We consider event-driven methods in a general framework for the control and optimization of multi-agent systems, viewing them as stochastic hybrid systems. Such systems often have feasible realizations in which the events needed to excite…

Optimization and Control · Mathematics 2016-04-05 Yasaman Khazaeni , Christos G. Cassandras

This paper considers risk-sensitive model predictive control for stochastic systems with a decision-dependent distribution. This class of systems is commonly found in human-robot interaction scenarios. We derive computationally tractable…

Optimization and Control · Mathematics 2025-06-02 Renzi Wang , Mathijs Schuurmans , Panagiotis Patrinos

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…

Probability · Mathematics 2017-11-28 Matteo Basei , Huyên Pham

The design of an automated vehicle controller can be generally formulated into an optimal control problem. This paper proposes a continuous-time finite-horizon approximate dynamicprogramming (ADP) method, which can synthesis off-line…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Ziyu Lin , Jingliang Duan , Shengbo Eben Li , Haitong Ma , Yuming Yin