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We present an approach for accelerating nonlinear model predictive control. If the current optimal input signal is saturated, also the optimal signals in subsequent time steps often are. We propose to use the open-loop optimal input signals…

Optimization and Control · Mathematics 2020-09-15 Raphael Dyrska , Ruth Mitze , Martin Mönnigmann

We consider optimal control problems involving nonlinear ordinary differential equations with uncertain inputs. Using the sample average approximation, we obtain optimal control problems with ensembles of deterministic dynamical systems.…

Optimization and Control · Mathematics 2026-02-04 Olena Melnikov , Johannes Milz

This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…

Systems and Control · Electrical Eng. & Systems 2021-09-06 Junhui Li , Jieying Lu , Weizhou Su

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev

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

This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

We investigate the hard-thresholding method applied to optimal control problems with $L^0(\Omega)$ control cost, which penalizes the measure of the support of the control. As the underlying measure space is non-atomic, arguments of…

Optimization and Control · Mathematics 2018-06-18 Daniel Wachsmuth

A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…

Optimization and Control · Mathematics 2007-05-23 Aditya Mahajan , Demosthenis Teneketzis

Time-optimal control for high-order chain-of-integrators systems with full state constraints and arbitrarily given terminal states remains a challenging problem in the optimal control theory domain, yet to be resolved. To enhance further…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Yunan Wang , Chuxiong Hu , Zeyang Li , Shize Lin , Suqin He , Yu Zhu

In this paper, we investigate optimal control problems for Allen-Cahn equations with singular nonlinearities and a dynamic boundary condition involving singular nonlinearities and the Laplace-Beltrami operator. The approach covers both the…

Analysis of PDEs · Mathematics 2014-10-27 Pierluigi Colli , Jürgen Sprekels

We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…

Optimization and Control · Mathematics 2022-12-02 Michael D. Schneider , Caleb Miller , George F. Chapline , Jane Pratt , Dan Merl

In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…

Optimization and Control · Mathematics 2018-11-02 Yibei Li , Yu Yao , Xiaoming Hu

We introduce an optimal phase description of chaotic oscillations by generalizing the concept of isochrones. On chaotic attractors possessing a general phase description, we define the optimal isophases as Poincar\'e surfaces showing return…

Chaotic Dynamics · Physics 2015-05-30 Justus T. C. Schwabedal , Arkady Pikovsky , Björn Kralemann , Michael Rosenblum

A dynamical system entrains to a periodic input if its state converges globally to an attractor with the same period. In particular, for a constant input the state converges to a unique equilibrium point for any initial condition. We…

Optimization and Control · Mathematics 2020-06-30 M. Ali Al-Radhawi , Michael Margaliot , Eduardo Sontag

In this paper we consider optimal control problems where the control variable is a potential and the state equation is an elliptic partial differential equation of a Schr\"odinger type, governed by the Laplace operator. The cost functional…

Optimization and Control · Mathematics 2023-02-07 Giuseppe Buttazzo , Juan Casado_Díaz , Faustino Maestre

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

We revisit the optimal control problem with maximum cost with the objective to provide different equivalent reformulations suitable to numerical methods. We propose two reformulations in terms of extended Mayer problems with constraint, and…

Optimization and Control · Mathematics 2022-02-28 Emilio Molina , Alain Rapaport , Hector Ramirez

In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…

Optimization and Control · Mathematics 2023-11-06 Natalia Pavlasek , Sarah H. Q. Li , Behçet Açıkmeşe , Meeko Oishi , Claus Danielson
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