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This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

In this paper we consider the distributed linear quadratic control problem for networks of agents with single integrator dynamics. We first establish a general formulation of the distributed LQ problem and show that the optimal control gain…

Optimization and Control · Mathematics 2019-05-14 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…

Systems and Control · Computer Science 2014-08-13 Ashutosh Nayyar , Laurent Lessard

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

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

In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…

Optimization and Control · Mathematics 2025-10-02 Vivek Khatana , Duo Wang , Petros Voulgaris , Nicola Elia , Naira Hovakimyan

Many multi-agent systems in practice are decentralized and have dynamically varying dependencies. There has been a lack of attempts in the literature to analyze these systems theoretically. In this paper, we propose and theoretically…

Machine Learning · Computer Science 2024-06-12 Alex DeWeese , Guannan Qu

We study high-dimensional stochastic optimal control problems in which many agents cooperate to minimize a convex cost functional. We consider both the full-information problem, in which each agent observes the states of all other agents,…

Probability · Mathematics 2023-01-10 Joe Jackson , Daniel Lacker

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

Model-based policy optimization is a well-established framework for designing reliable and high-performance controllers across a wide range of control applications. Recently, this approach has been extended to model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Riccardo Zuliani , Efe C. Balta , John Lygeros

We consider discrete-time dynamics, for cascading failure in DC networks, whose map is composition of failure rule with control actions. Supply-demand at the nodes is monotonically non-increasing under admissible control. Under the failure…

Systems and Control · Computer Science 2018-03-21 Qin Ba , Ketan Savla

A counterexample to uniqueness of global minimizers of semilinear optimal control problems is given. The lack of uniqueness occurs for a special choice of the state-target in the cost functional. Our arguments show also that, for some…

Optimization and Control · Mathematics 2020-12-29 Dario Pighin

The paper deals with the problem of optimization of a guaranteed (worst case) result for a control system described by an ordinary differential equation. The disturbances as functions of time are subject to functional constraints belonging…

Optimization and Control · Mathematics 2014-08-28 Dmitrii A. Serkov

We propose a method to compute optimal control paths for autonomous vehicles deployed for the purpose of inferring a velocity field. In addition to being advected by the flow, the vehicles are able to effect a fixed relative speed with…

Optimization and Control · Mathematics 2015-12-09 Damon McDougall , Richard Moore

The concept of a local infimum for an optimal control problem is introduced. This definition extends that of an optimal process. For a~local infimum we prove an existence theorem and derive necessary conditions that resemble some family of…

Optimization and Control · Mathematics 2019-06-21 Evgeny Avakov , Georgii Magaril-Il'yaev

In this paper, we study the local exact boundary controllability of entropy solutions to a class linearly degenerate hyperbolic systems of conservation laws with constant multiplicity. The authors prove the two-sided boundary…

Optimization and Control · Mathematics 2016-07-13 Tatsien Li , Lei Yu

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with…

Optimization and Control · Mathematics 2016-09-21 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…

Optimization and Control · Mathematics 2023-04-28 Adrien Séguret , Clémence Alasseur , J. Frédéric Bonnans , Antonio De Paola , Nadia Oudjane , Vincenzo Trovato

We discuss several optimization procedures to solve finite element approximations of linear-quadratic Dirichlet optimal control problems governed by an elliptic partial differential equation posed on a 2D or 3D Lipschitz domain. The control…

Optimization and Control · Mathematics 2019-01-25 Mariano Mateos