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An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…

Optimization and Control · Mathematics 2025-04-22 Fethi Bencherki , Anders Rantzer

Despite the celebrated success of stochastic control approaches for uncertain systems, such approaches are limited in the ability to handle non-Gaussian uncertainties. This work presents an adaptive robust control for linear uncertain…

Optimization and Control · Mathematics 2026-01-13 Xuehui Ma , Shiliang Zhang , Zhiyong Sun , Xiaohui Zhang , Sabita Maharjan

This work analyzes convergence times and robustness bounds for asynchronous distributed shortest-path computation. We focus on the Adaptive Bellman--Ford algorithm, a self-stabilizing method in which each agent updates its shortest-path…

Optimization and Control · Mathematics 2025-07-11 Jared Miller , Mattia Bianchi , Florian Dörfler

Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…

Optimization and Control · Mathematics 2020-01-23 Jorn Baayen , Jakub Marecek

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

Optimization and Control · Mathematics 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

In this paper, tools to study forward invariance properties with robustness to dis- turbances, referred to as robust forward invariance, are proposed for hybrid dynamical systems modeled as hybrid inclusions. Hybrid inclusions are given in…

Dynamical Systems · Mathematics 2018-08-16 Jun Chai , Ricardo G. Sanfelice

Robust Markov Decision Processes (RMDPs) intend to ensure robustness with respect to changing or adversarial system behavior. In this framework, transitions are modeled as arbitrary elements of a known and properly structured uncertainty…

Machine Learning · Computer Science 2019-07-25 Esther Derman , Daniel Mankowitz , Timothy Mann , Shie Mannor

We study the control of finite-state systems driven by exogenous disturbances, and design causal policies that track the performance of a lookahead benchmark controller. This objective is formalized through dynamic regret, so that favorable…

Optimization and Control · Mathematics 2026-04-28 Yishay Polatov , Oron Sabag

We study robust output regulation for parabolic partial differential equations and other infinite-dimensional linear systems with analytic semigroups. As our main results we show that robust output tracking and disturbance rejection for our…

Optimization and Control · Mathematics 2021-04-19 Lassi Paunonen , Duy Phan

We show that computing the strongest polynomial invariant for single-path loops with polynomial assignments is at least as hard as the Skolem problem, a famous problem whose decidability has been open for almost a century. While the…

Programming Languages · Computer Science 2023-11-15 Julian Müllner , Marcel Moosbrugger , Laura Kovács

In this paper we propose a finite-dimensional and deterministic approach to the study of invariant sets of certain nonautonomous differential inclusions naturally arising in the context of random and control dynamical systems, as well as in…

Dynamical Systems · Mathematics 2026-04-30 Konstantinos Kourliouros , Iacopo P. Longo , Martin Rasmussen

This note extends a recently proposed algorithm for model identification and robust MPC of asymptotically stable, linear time-invariant systems subject to process and measurement disturbances. Independent output predictors for different…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Enrico Terzi , Lorenzo Fagiano , Marcello Farina , Riccardo Scattolini

This paper deals with sliding mode control for multivariable polytopic uncertain systems. We provide systematic procedures to design variable structure controllers (VSCs) and unit-vector controllers (UVCs). Based on suitable representations…

Optimization and Control · Mathematics 2024-11-21 Pedro Henrique Silva Coutinho , Iury Bessa , Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira

The main objective of this article is to present Bayesian optimal control over a class of non-autonomous linear stochastic discrete time systems with disturbances belonging to a family of the one parameter uniform distributions. It is…

Optimization and Control · Mathematics 2020-11-17 Ioannis K. Dassios , Krzysztof J. Szajowski

The robust instability of an unstable plant subject to stable perturbations is of significant importance and arises in the study of sustained oscillatory phenomena in nonlinear systems. This paper analyzes the robust instability of linear…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Chung-Yao Kao , Sei Zhen Khong , Shinji Hara , Yu-Jen Lin

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

Given a max-plus linear system and a semimodule, the problem of computing the maximal controlled invariant subsemimodule is still open to this day. In this paper, we consider this problem for the specific class of fully actuated systems and…

Optimization and Control · Mathematics 2026-02-10 Davide Zorzenon , Jörg Raisch

This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…

Optimization and Control · Mathematics 2025-06-19 David Ohlin , Richard Pates , Murat Arcak

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

Optimization and Control · Mathematics 2022-03-29 Tao Chen , Jiyoun Myung

We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…

Optimization and Control · Mathematics 2025-03-24 Dariusz Zawisza
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