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Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

Robotics · Computer Science 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…

Optimization and Control · Mathematics 2023-03-14 Siyu Lv , Jie Xiong , Wen Xu

The design of direct data-based controllers has become a fundamental part of control theory research in the last few years. In this paper, we consider three classes of data-based state feedback control problems for linear systems. These…

Systems and Control · Electrical Eng. & Systems 2026-05-15 Victor G. Lopez , Matthias A. Müller

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Optimization and Control · Mathematics 2023-02-21 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

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

We consider the problem of planning under observation and motion uncertainty for nonlinear robotics systems. Determining the optimal solution to this problem, generally formulated as a Partially Observed Markov Decision Process (POMDP), is…

Robotics · Computer Science 2017-07-11 Mohammadhussein Rafieisakhaei , Suman Chakravorty , P. R. Kumar

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…

Optimization and Control · Mathematics 2022-08-16 Ying Hu , Shanjian Tang , Zuo Quan Xu

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

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

There is a rising interest in Spatio-temporal systems described by Partial Differential Equations (PDEs) among the control community. Not only are these systems challenging to control, but the sizing and placement of their actuation is an…

Optimization and Control · Mathematics 2020-02-05 Ethan N. Evans , Andrew P. Kendall , George I. Boutselis , Evangelos A. Theodorou

This paper investigates the optimal control problem for a class of nonlinear fully coupled forward-backward stochastic difference equations (FBS$\Delta$Es). Under the convexity assumption of the control domain, we establish a variational…

Optimization and Control · Mathematics 2025-12-02 Zhipeng Niu , Jun Moon , Qingxin Meng

In this paper, we study the linear quadratic (LQ) optimal control problem of linear systems with private input and measurement information. The main challenging lies in the unavailability of other regulators' historical input information.…

Optimization and Control · Mathematics 2023-05-29 Juanjuan Xu , Huanshui Zhang

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

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

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

We study optimal control problems that are governed by semilinear elliptic partial differential equations that involve non-Lipschitzian nonlinearities. It is shown that, for a certain class of such PDEs, the solution map is Fr\'{e}chet…

Optimization and Control · Mathematics 2024-12-03 Constantin Christof

This paper addresses the problem of sequence-based controller design for Networked Control Systems (NCS), where control inputs and measurements are transmitted over TCP-like network connections that are subject to stochastic packet losses…

Systems and Control · Computer Science 2012-11-14 Jörg Fischer , Achim Hekler , Maxim Dolgov , Uwe D. Hanebeck

We consider some certain nonlinear perturbations of the stochastic linear-quadratic optimization problems and study the connections between their solutions and the corresponding Markovian backward stochastic diferential equations (BSDEs).…

Optimization and Control · Mathematics 2013-01-01 Coskun Cetin