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In this paper we solve two equivalent time optimal control problems. On one hand, we design the control field to implement in minimum time the SWAP (or equivalent) operator on a two-level system, assuming that it interacts with an…

Quantum Physics · Physics 2016-08-03 Raffaele Romano , Domenico D'Alessandro

This paper studies the design of controllers for discontinuous dynamics that ensure the safety of non-smooth sets. The safe set is represented by arbitrarily nested unions and intersections of 0-superlevel sets of differentiable functions.…

Systems and Control · Electrical Eng. & Systems 2024-12-23 Mohammed Alyaseen , Nikolay Atanasov , Jorge Cortes

The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…

Optimization and Control · Mathematics 2011-09-27 Joris T. Olympio

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

This paper presents an abstraction-refinement method to synthesize control inputs for a discrete-time piecewise linear system. The controlled system behavior satisfies a finite-word linear-time temporal objective while incurring minimal…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Pavithra Prabhakar

Optimal Control Problems consist on the optimisation of an objective functional subjected to a set of Ordinary Differential Equations. In this work, we consider the effects on the stability of the numerical solution when this optimisation…

Optimization and Control · Mathematics 2024-01-09 Ashutosh Bijalwan , Jose J Muñoz

We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…

Optimization and Control · Mathematics 2017-01-11 Martin Gugat , Falk M. Hante

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…

Optimization and Control · Mathematics 2024-07-11 Giovanni Fusco , Monica Motta , Richard Vinter

Symbolic regression is a type of discrete optimization problem that involves searching expressions that fit given data points. In many cases, other mathematical constraints about the unknown expression not only provide more information…

Machine Learning · Computer Science 2021-02-16 Li Li , Minjie Fan , Rishabh Singh , Patrick Riley

The limits of quantum feedback control have immediate consequences for quantum information science at large, yet remain largely unexplored. Here, we combine quantum filtering theory and moment-sum-of-squares techniques to construct a…

Quantum Physics · Physics 2024-12-09 Flemming Holtorf , Frank Schäfer , Julian Arnold , Christopher Rackauckas , Alan Edelman

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

In this paper, the moment matching techniques are adopted to obtain reduced-order closed-loop systems with reduced-order controllers that maintain the closed-loop stability and guarantee desired asymptotic performance, after revealing the…

Optimization and Control · Mathematics 2024-05-06 Tudor C. Ionescu

In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…

Numerical Analysis · Mathematics 2024-12-20 Max Winkler

We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…

Optimization and Control · Mathematics 2016-11-29 Jianxiong Ye , Lei Wang , Changzhi Wu , Jie Sun , Kok Lay Teo , Xiangyu Wang

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

Many practical applications of control require that constraints on the inputs and states of the system be respected, while optimizing some performance criterion. In the presence of model uncertainties or disturbances, for many control…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Christoph Frei , Manfred Morari

We study a class of backward stochastic differential equations (BSDEs) driven by a random measure or, equivalently, by a marked point process. Under appropriate assumptions we prove well-posedness and continuous dependence of the solution…

Probability · Mathematics 2012-05-24 Fulvia Confortola , Marco Fuhrman

In this paper, we consider a multi-objective control problem for stochastic systems that seeks to minimize a cost of interest while ensuring safety. We introduce a novel measure of safety risk using the conditional value-at-risk and a set…

Optimization and Control · Mathematics 2018-02-23 Samantha Samuelson , Insoon Yang