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In a complex real-time operating environment, external disturbances and uncertainties adversely affect the safety, stability, and performance of dynamical systems. This paper presents a robust stabilizing safety-critical controller…

Systems and Control · Electrical Eng. & Systems 2022-04-29 Ersin Daş , Richard M. Murray

The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

We propose a control barrier function (CBF) formulation for enforcing equality and inequality constraints in variational inference. The key idea is to define a barrier functional on the space of probability density functions that encode the…

Optimization and Control · Mathematics 2026-05-15 Yinzhuang Yi , Jorge Cortés , Nikolay Atanasov

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

In this paper, we propose a new approach for stochastic control problems arising from utility maximization. The main idea is to directly start from the dynamical programming equation and compute the conditional expectation using a novel…

Mathematical Finance · Quantitative Finance 2022-02-28 Jingtang Ma , Zhengyang Lu , Zhenyu Cui

This paper presents two new control approaches for guaranteed safety (remaining in a safe set) subject to actuator constraints (the control is in a convex polytope). The control signals are computed using real-time optimization, including…

Systems and Control · Electrical Eng. & Systems 2024-10-11 Pedram Rabiee , Jesse B. Hoagg

In this paper, we consider the problem of safe control synthesis of general controlled nonlinear systems in the presence of bounded additive disturbances. Towards this aim, we first construct a governing augmented state space model…

Systems and Control · Electrical Eng. & Systems 2023-10-02 Vrushabh Zinage , Rohan Chandra , Efstathios Bakolas

This papers shows the convergence of optimal control problems where the constraint function is discretised by a particle method. In particular, we investigate the viscous Burgers equation in the whole space $\mathbb R$ by using…

Optimization and Control · Mathematics 2013-10-01 Jan Marburger , Rene Pinnau

This paper is concerned with the optimal control problem governed by a linear parabolic equation and subjected to box constraints on control variables. This type of problem has important applications in heating and cooling systems. By…

Optimization and Control · Mathematics 2022-04-04 Hailing Wang , Changjun Yu , Di Wu

We propose a unified framework to fast generate a safe optimal control action for a new task from existing controllers on Multi-Agent Systems (MASs). The control action composition is achieved by taking a weighted mixture of the existing…

Systems and Control · Electrical Eng. & Systems 2021-09-22 Lin Song , Neng Wan , Aditya Gahlawat , Chuyuan Tao , Naira Hovakimyan , Evangelos A. Theodorou

This paper studies the well-posedness and regularity of safe stabilizing optimization-based controllers for control-affine systems in the presence of model uncertainty. When the system dynamics contain unknown parameters, a finite set of…

Optimization and Control · Mathematics 2024-01-01 Pol Mestres , Kehan Long , Nikolay Atanasov , Jorge Cortés

Optimization plays a central role in intelligent systems and cyber-physical technologies, where speed and reliability of convergence directly impact performance. In control theory, optimization-centric methods are standard: controllers are…

Optimization and Control · Mathematics 2026-03-23 Liraz Mudrik , Isaac Kaminer , Sean Kragelund , Abram H. Clark

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

We explore the relationship between the dual of a weighted minimum-energy control problem, a special case of linear-quadratic optimal control problems, and the Douglas-Rachford (DR) algorithm. We obtain an expression for the fixed point of…

Optimization and Control · Mathematics 2023-10-24 Regina S. Burachik , Bethany I Caldwell , C. Yalçın Kaya , Walaa M. Moursi

This paper addresses the problem of safe optimization under a single smooth constraint, a scenario that arises in diverse real-world applications such as robotics and autonomous navigation. The objective of safe optimization is to solve a…

Optimization and Control · Mathematics 2025-05-15 Ilnura Usmanova , Kfir Yehuda Levy

Symbolic controller synthesis is a fully-automated and correct-by-design synthesis scheme whose limitations are its immense memory and runtime requirements. A current trend to compensate for this downside is to develop techniques for…

Optimization and Control · Mathematics 2020-07-21 Alexander Weber , Marcus Kreuzer , Alexander Knoll

We study the problem of co-designing control barrier functions and linear state feedback controllers for discrete-time linear systems affected by additive disturbances. For disturbances of bounded magnitude, we provide a semi-definite…

Optimization and Control · Mathematics 2025-05-14 Marta Fochesato , Han Wang , Antonis Papachristodoulou , Paul Goulart

We develop a general theoretical framework for optimal probability density control on standard measure spaces, aimed at addressing large-scale multi-agent control problems. In particular, we establish a maximum principle (MP) for control…

Optimization and Control · Mathematics 2026-03-10 Nathan Gaby , Xiaojing Ye

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

Reinforcement learning is widely used in applications where one needs to perform sequential decisions while interacting with the environment. The problem becomes more challenging when the decision requirement includes satisfying some safety…

Machine Learning · Computer Science 2022-07-15 Qinbo Bai , Amrit Singh Bedi , Mridul Agarwal , Alec Koppel , Vaneet Aggarwal