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In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…

Optimization and Control · Mathematics 2007-05-23 Zhen Wu , Zhiyong Yu

Approximate computing is a computation domain which can be used to trade time and energy with quality and therefore is useful in embedded systems. Energy is the prime resource in battery-driven embedded systems, like robots. Approximate…

Robotics · Computer Science 2021-08-30 Hrishav Bakul Barua

In this paper we introduce an iterative Jacobi algorithm for solving distributed model predictive control (DMPC) problems, with linear coupled dynamics and convex coupled constraints. The algorithm guarantees stability and persistent…

Optimization and Control · Mathematics 2008-09-23 Dang Doan , Tamas Keviczky , Ion Necoara , Moritz Diehl

Optimal tracking in switched systems with controlled subsystem and Discrete-time (DT) dynamics is investigated. A feedback control policy is generated such that a) the system tracks the desired reference signal, and b) the optimal switching…

Systems and Control · Electrical Eng. & Systems 2019-07-30 Tohid Sardarmehni , Xingyong Song

Reinforcement learning (RL) is currently one of the most prominent methods for optimizing dynamical systems, with breakthrough results across various fields. The framework is based on the concept of a Markov decision process (MDP), leading…

Optimization and Control · Mathematics 2025-11-17 Rene Carmona , Mathieu Lauriere

Prior work on automatic control synthesis for cyber-physical systems under logical constraints has primarily focused on environmental disturbances or modeling uncertainties, however, the impact of deliberate and malicious attacks has been…

Systems and Control · Electrical Eng. & Systems 2019-07-25 Luyao Niu , Andrew Clark

This paper introduces OptimizedDP, a high-performance software library for several common grid-based dynamic programming (DP) algorithms used in control theory and robotics. Specifically, OptimizedDP provides functions to numerically solve…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Minh Bui , Hanyang Hu , Chong He , Michael Lu , George Giovanis , Arrvindh Shriraman , Mo Chen

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

This paper considers random access in deadline-constrained broadcasting with frame-synchronized traffic. To enhance the maximum achievable timely delivery ratio (TDR), we define a dynamic control scheme that allows each active node to…

Systems and Control · Electrical Eng. & Systems 2021-08-09 Aoyu Gong , Lei Deng , Fang Liu , Yijin Zhang

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

Discrete Mathematics · Computer Science 2016-06-28 Ana Bušić , Sean Meyn

Optimal control problems can be solved via a one-shot (single) optimization or a sequence of optimization using dynamic programming (DP). However, the computation of their global optima often faces NP-hardness, and thus only locally optimal…

Optimization and Control · Mathematics 2024-09-04 Jihun Kim , Yuhao Ding , Yingjie Bi , Javad Lavaei

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…

Optimization and Control · Mathematics 2021-11-02 Jin Won Kim , Prashant G. Mehta

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

Quantum Physics · Physics 2023-07-10 Yifeng Rocky Zhu , David Joseph , Cong Ling , Florian Mintert

This paper presents a new technique for the design of approximate reasoning based controllers for dynamic physical systems with interacting goals. In this approach, goals are achieved based on a hierarchy defined by a control knowledge base…

Artificial Intelligence · Computer Science 2013-04-05 Hamid R. Berenji , Yung-Yaw Chen , Chuen-Chien Lee , Jyh-Shing Jang , S. Murugesan

Computational approaches to PDE-constrained optimization under uncertainty may involve finite-dimensional approximations of control and state spaces, sample average approximations of measures of risk and reliability, smooth approximations…

Optimization and Control · Mathematics 2022-09-01 Peng Chen , Johannes O. Royset

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

Data Structures and Algorithms · Computer Science 2018-10-23 Kent Quanrud

We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…

Optimization and Control · Mathematics 2014-12-31 Miguel Á. Carreira-Perpiñán

This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…

Optimization and Control · Mathematics 2025-10-07 Abhijeet , Suman Chakravorty

Planning problems are hard, motion planning, for example, isPSPACE-hard. Such problems are even more difficult in the presence of uncertainty. Although, Markov Decision Processes (MDPs) provide a formal framework for such problems, finding…

Artificial Intelligence · Computer Science 2013-01-14 Carlos E. Guestrin , Dirk Ormoneit
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