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In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…

Optimization and Control · Mathematics 2022-10-05 Arzu Ahmadova , Nazim I. Mahmudov

In this paper, a data-driven approach is developed for controller design for a class of discrete-time large-scale systems, where a large-scale system can be expressed in an equivalent data-driven form and the decentralized controllers can…

Systems and Control · Electrical Eng. & Systems 2024-11-18 Jiaping Liao , Shuaizheng Lu , Tao Wang , Weiming Xiang

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…

Optimization and Control · Mathematics 2022-11-24 Bui Trong Kien , Bui Ngoc Muoi , Ching-Feng Wen , Jen-Chih Yao

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

Optimization and Control · Mathematics 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…

Optimization and Control · Mathematics 2022-01-19 Jorge Ortega , Omar Santos , Liliam Rodríguez , Sabine Mondié

We study the problem of distributed control of large-scale robotic swarms which can be modeled as continuum densities evolving under the continuity equation. We propose a formalization of distributed controllers as (generally nonlinear)…

Systems and Control · Electrical Eng. & Systems 2026-05-01 Max Emerick , Saroj Prasad Chhatoi , Bassam Bamieh

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

Numerical Analysis · Mathematics 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

This technical note is concerned with boundary stabilization of multi-dimensional discrete-velocity kinetic models. By exploiting a certain stability structure of the models and adapting an appropriate Lyapunov functional, we derive…

Optimization and Control · Mathematics 2025-02-24 Haitian Yang , Wen-An Yong

New methods are developed for the stabilization of a linear system with general time-varying distributed delays existing at the system's states, inputs and outputs. In contrast to most existing literature where the function of time-varying…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Qian Feng , Sing Kiong Nguang , Wilfrid Perruquetti

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

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

In this paper we consider the problem of minimizing a quadratic functional for a discrete-time linear stochastic system with multiplicative noise, on a standard probability space, in infinite time horizon. We show that the necessary and…

Optimization and Control · Mathematics 2011-08-02 Peter Situmbeko Nalitolela , Nikolai Dokuchaev

In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…

Optimization and Control · Mathematics 2013-01-01 Dmitry Khlopin

This paper studies distributed optimal formation control with hard constraints on energy levels and termination time, in which the formation error is to be minimized jointly with the energy cost. The main contributions include a globally…

Systems and Control · Electrical Eng. & Systems 2020-06-24 Chunxiang Jia , Fei Chen , Linying Xiang , Weiyao Lan , Gang Feng

In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…

Optimization and Control · Mathematics 2021-07-28 Soufiane Yahyaoui , Lahoussine Lafhim , Mohamed Ouzahra

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

Optimization and Control · Mathematics 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames