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This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

General Physics · Physics 2009-11-11 H. J. Kappen

Many-body ground states can be prepared via unitary evolution in cold atomic systems. Given the initial state and a fixed time for the evolution, how close can we get to a desired ground state if we can tune the Hamiltonian in time? Here we…

Quantum Gases · Physics 2011-07-06 Armin Rahmani , Claudio Chamon

We consider the problem of optimal trajectory tracking for unknown systems. A novel data-enabled predictive control (DeePC) algorithm is presented that computes optimal and safe control policies using real-time feedback driving the unknown…

Optimization and Control · Mathematics 2019-03-19 Jeremy Coulson , John Lygeros , Florian Dörfler

This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the…

Machine Learning · Computer Science 2022-06-10 Eric Larsen , Sébastien Lachapelle , Yoshua Bengio , Emma Frejinger , Simon Lacoste-Julien , Andrea Lodi

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

We consider optimal route planning when the objective function is a general nonlinear and non-monotonic function. Such an objective models user behavior more accurately, for example, when a user is risk-averse, or the utility function needs…

Data Structures and Algorithms · Computer Science 2015-11-24 Ger Yang , Evdokia Nikolova

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

Optimization and Control · Mathematics 2024-12-31 Lander Vanroye , Joris De Schutter , Wilm Decré

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

This paper is concerned with the design of algorithms based on systems of interacting particles to represent, approximate, and learn the optimal control law for reinforcement learning (RL). The primary contribution is that convergence rates…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Anant A Joshi , Heng-Sheng Chang , Amirhossein Taghvaei , Prashant G Mehta , Sean P. Meyn

This paper develops a novel approach to the consensus problem of multi-agent systems by minimizing a weighted state error with neighbor agents via linear quadratic (LQ) optimal control theory. Existing consensus control algorithms only…

Optimization and Control · Mathematics 2024-03-19 Liping Zhang , Juanjuan Xu , Huanshui Zhang , Lihua Xie

In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…

Optimization and Control · Mathematics 2026-04-08 Louis Shuo Wang

Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…

Systems and Control · Electrical Eng. & Systems 2019-08-01 Onur Celik , Hany Abdulsamad , Jan Peters

In this work, we propose a framework for adapting the controller's parameters based on learning optimal solutions from contextual black-box optimization problems. We consider a class of control design problems for dynamical systems…

Systems and Control · Electrical Eng. & Systems 2025-06-27 Viet-Anh Le , Andreas A. Malikopoulos

Motivated by the concept of Quasi-Sliding Mode (QSM) in discrete-time systems, this paper presents a novel approach that relaxes the requirement of ubiquitous exact sliding motion in continuous-time systems, aiming to achieve an…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Pankaj K Mishra , Pushpak Jagtap

Linear dynamical systems that obey stochastic differential equations are canonical models. While optimal control of known systems has a rich literature, the problem is technically hard under model uncertainty and there are hardly any…

Systems and Control · Electrical Eng. & Systems 2023-06-09 Mohamad Kazem Shirani Faradonbeh , Mohamad Sadegh Shirani Faradonbeh

Optimal control of a mobile robot system is formulated. Multiobjective criteria of time and energy is employed. The optimal control problem is formulated as a nonlinear programming problem (NLP). The problem is solved using the direct…

Optimization and Control · Mathematics 2013-12-30 Mohamad Shahab , Amar Khoukhi , Fouad Al-Sunni

Finite-time optimal feedback control for flow networks under information constraints is studied. By utilizing the framework of multi-parametric linear programming, it is demonstrated that when cost/constraints can be modeled or approximated…

Systems and Control · Computer Science 2019-09-24 Saeid Jafari , Ketan Savla

Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…

Quantum Physics · Physics 2025-05-06 Xinyu Fei , Lucas T. Brady , Jeffrey Larson , Sven Leyffer , Siqian Shen