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We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

This paper develops a sequential-linearization feedback optimization framework for driving nonlinear dynamical systems to an optimal steady state. A fundamental challenge in feedback optimization is the requirement of accurate first-order…

Optimization and Control · Mathematics 2025-07-22 Shijie Huang , Sergio Grammatico

The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…

Optimization and Control · Mathematics 2025-03-27 Alexander Fradkov

This paper presents a dual receding horizon output feedback controller for a general non linear stochastic system with imperfect information. The novelty of this controller is that stabilization is treated, inside the optimization problem,…

Optimization and Control · Mathematics 2023-03-27 Emilien Flayac , Karim Dahia , Bruno Hérissé , Frédéric Jean

Most control systems run on digital hardware with limited communication resources. This work develops self-triggered control for linear systems where sensors update independently (asynchronous measurements). The controller computes an…

Systems and Control · Electrical Eng. & Systems 2025-11-21 Abbas Tariverdi

This paper presents a technique to drive the state of a constrained nonlinear system to a specified target state in finite time, when the system suffers a partial loss in control authority. Our technique builds on a recent method to control…

Optimization and Control · Mathematics 2026-04-10 Ram Padmanabhan , Melkior Ornik

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

This paper presents a framework to perform bifurcation analysis in laboratory experiments or simulations. We employ control-based continuation to study the dynamics of a macroscopic variable of a microscopically defined model, exploring the…

Dynamical Systems · Mathematics 2022-08-02 Ilias Panagiotopoulos , Jens Starke , Jan Sieber , Wolfram Just

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

Boundary feedback stabilisation of linear port-Hamiltonian systems on an interval is considered. Generation and stability results already known for linear feedback are extended to nonlinear dissipative feedback, both to static feedback…

Analysis of PDEs · Mathematics 2019-05-30 Björn Augner

This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongdong Li , Jiuxiang Dong

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…

Optimization and Control · Mathematics 2024-03-27 Léo Simpson , Jonas Asprion , Simon Muntwiler , Johannes Köhler , Moritz Diehl

This work considers the problem of calculating an interval-valued state estimate for a nonlinear system subject to bounded inputs and measurement errors. Such state estimators are often called interval observers. Interval observers can be…

Optimization and Control · Mathematics 2021-10-25 Stuart M. Harwood , Paul I. Barton

This work deals with the problem of simultaneous regulation and model parameter estimation in adaptive model predictive control. We propose an adaptive model predictive control and conditions which guarantee a persistently exciting closed…

Systems and Control · Electrical Eng. & Systems 2021-11-22 Sven Brüggemann , Robert R. Bitmead

In this paper, a novel online, output-feedback, critic-only, model-based reinforcement learning framework is developed for safety-critical control systems operating in complex environments. The developed framework ensures system stability…

Systems and Control · Electrical Eng. & Systems 2024-06-28 Tochukwu Elijah Ogri , Muzaffar Qureshi , Zachary I. Bell , Rushikesh Kamalapurkar

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

Optimization and Control · Mathematics 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

In this paper, a novel control strategy namely disturbance observer-based control is first applied to stabilization and disturbance rejection for an anti-stable stochastic heat equation with Neumann boundary actuation and unknown boundary…

Optimization and Control · Mathematics 2022-01-04 Ze-Hao Wu , Hua-Cheng Zhou , Feiqi Deng , Bao-Zhu Guo

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Tochukwu Elijah Ogri , Zachary I. Bell , Rushikesh Kamalapurkar

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…

Optimization and Control · Mathematics 2026-02-11 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels