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We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…

Optimization and Control · Mathematics 2014-12-11 Martin Rasmussen , Janosch Rieger , Kevin Webster

We study nearly-linear time approximation algorithms for non-preemptive scheduling problems in two settings: the unrelated machine setting, and the identical machine with job precedence constraints setting, under the well-studied objectives…

Data Structures and Algorithms · Computer Science 2023-06-06 Shi Li

We consider problems with multiple linear objectives and linear constraints and use Adjustable Robust Optimization and Polynomial Optimization as tools to approximate the Pareto set with polynomials of arbitrarily large degree. The main…

Optimization and Control · Mathematics 2015-01-13 Bram L. Gorissen , Dick den Hertog

Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…

Optimization and Control · Mathematics 2025-11-18 Manuel Rissel , Marius Tucsnak

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…

Systems and Control · Electrical Eng. & Systems 2020-12-01 Andrea Martinelli , Matilde Gargiani , John Lygeros

We present a method to over-approximate reachable tubes over compact time-intervals, for linear continuous-time, time-varying control systems whose initial states and inputs are subject to compact convex uncertainty. The method uses…

Optimization and Control · Mathematics 2021-02-10 Mohamed Serry , Gunther Reissig

Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…

Systems and Control · Computer Science 2018-07-25 Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

We study the problem of computing robust controllable sets for discrete-time linear systems with additive uncertainty. We propose a tractable and scalable approach to inner- and outer-approximate robust controllable sets using constrained…

Optimization and Control · Mathematics 2025-01-22 Abraham P. Vinod , Avishai Weiss , Stefano Di Cairano

In this paper, we solve a maximization problem where the objective function is quadratic and the constraints set is the reachable values set of a stable discrete-time affine system. This problem is equivalent to solve an infinite number of…

Optimization and Control · Mathematics 2023-09-04 Assalé Adjé

The paper introduces a novel algorithm for computing the output admissible set of linear discrete-time systems subject to input saturation. The proposed method takes advantage of the piecewise-affine dynamics to propagate the output…

Optimization and Control · Mathematics 2023-11-29 Yaashia Gautam , Marco M. Nicotra

The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…

Optimization and Control · Mathematics 2018-10-29 Dan Goreac

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically relied on a natural `projection' of a…

Optimization and Control · Mathematics 2009-10-05 V. V. Desai , V. F. Farias , C. C. Moallemi

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show general trends, but a formal tool like reachability analysis can provide guarantees of correctness. Reachability analysis for…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Chelsea Sidrane , Jana Tumova