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For linear time-invariant systems having a state matrix with uncertain sign, we formulate a minimax adaptive control problem as a zero sum dynamic game. Explicit expressions for the optimal value function and the optimal control law are…

Optimization and Control · Mathematics 2020-09-04 Anders Rantzer

This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…

Optimization and Control · Mathematics 2017-02-03 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

Systems and Control · Computer Science 2019-10-09 David Mguni

This paper addresses the challenge of ensuring robustness in the presence of system perturbations for symbolic control techniques. Given a discrete-time control system that is related to its symbolic model by an alternating simulation…

Systems and Control · Electrical Eng. & Systems 2025-07-17 Youssef Ait Si , Antoine Girard , Adnane Saoud

This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "inf sup problem", the classical variational method is…

Optimization and Control · Mathematics 2025-08-26 Wei He

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

We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…

Optimization and Control · Mathematics 2023-01-10 Florian Messerer , Katrin Baumgärtner , Moritz Diehl

We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…

Optimization and Control · Mathematics 2022-02-21 Lev Lokutsievskiy , Alexander Ovseevich

We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…

Optimization and Control · Mathematics 2024-09-04 Olivier Bokanowski , Xavier Warin

In this paper, we consider the problem of set-point tracking for a discrete-time plant with unknown plant parameters belonging to a convex and compact uncertainty set. We carry out parameter estimation for an associated auxiliary plant, and…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Mohamad T. Shahab

The first part of this paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In…

Optimization and Control · Mathematics 2016-01-01 Robert Baier , Thuy Thi Thien Le

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…

Optimization and Control · Mathematics 2016-07-25 Robert. J Elliott , Xun Li , Yuan-Hua Ni

We develop an asymptotical control theory for one of the simplest distributed oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of string states that admit…

Optimization and Control · Mathematics 2018-06-05 Aleksey Fedorov , Alexander Ovseevich

The paper concerns the study and applications of a new class of optimal control problems governed by a perturbed sweeping process of the hysteresis type with control functions acting in both play-and-stop operator and additive…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

We study sequences, parametrized by the number of agents, of many agent exit time stochastic control problems with risk-sensitive cost structure. We identify a fully characterizing assumption, under which each of such control problem…

Optimization and Control · Mathematics 2018-08-23 Paul Dupuis , Vaios Laschos , Kavita Ramanan

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

The paper provides a new approach to the determination of a single state value for stochastic output feedback problems using paradigms from Model Predictive Control, particularly the distinction between open-loop and closed-loop control and…

Optimization and Control · Mathematics 2023-03-03 Mohammad S. Ramadan , Robert R. Bitmead , Ke Huang

We consider the problem of discounted optimal state-feedback regulation for general unknown deterministic discrete-time systems. It is well known that open-loop instability of systems, non-quadratic cost functions and complex nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Alexandros Tanzanakis , John Lygeros

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

Systems and Control · Computer Science 2018-11-16 Siddharth H. Nair , Ravi N. Banavar
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