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We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…

Optimization and Control · Mathematics 2025-08-12 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

This paper studies the problem of constructing control Lyapunov functions (CLFs) and feedback stabilization strategies for deterministic nonlinear control systems described by ordinary differential equations. Many numerical methods for…

Optimization and Control · Mathematics 2024-09-23 Ivan Yegorov , Peter M. Dower , Lars Grüne

In this paper, we study the relationship between general maximum principle and dynamic programming principle for risk-sensitive stochastic optimal control problems, where the control domain is not necessarily convex. The original problem is…

Optimization and Control · Mathematics 2026-02-06 Huanqing Dong , Jingtao Shi

Safety filters based on Control Barrier Functions (CBFs) have emerged as a practical tool for the safety-critical control of autonomous systems. These approaches encode safety through a value function and enforce safety by imposing a…

Robotics · Computer Science 2022-08-23 Sander Tonkens , Sylvia Herbert

In recent years, information relaxation and duality in dynamic programs have been studied extensively, and the resulted primal-dual approach has become a powerful procedure in solving dynamic programs by providing lower-upper bounds on the…

Optimization and Control · Mathematics 2016-10-26 Helin Zhu , Fan Ye , Enlu Zhou

In this paper, we introduce a decentralized optimization-based density controller designed to enforce set invariance constraints in multi-robot systems. By designing a decentralized control barrier function, we derived sufficient conditions…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Longchen Niu , Gennaro Notomista

This paper presents an approach for synthesizing provably correct control envelopes for hybrid systems. Control envelopes characterize families of safe controllers and are used to monitor untrusted controllers at runtime. Our algorithm…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Aditi Kabra , Jonathan Laurent , Stefan Mitsch , André Platzer

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

Optimization and Control · Mathematics 2022-02-07 Joseph Moyalan , Hyungjin Choi , Yongxin Chen , Umesh Vaidya

Control of continuous time dynamics with multiplicative noise is a classic topic in stochastic optimal control. This work addresses the problem of designing infinite horizon optimal controls with stability guarantees for \textit{a single…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , Evangelos A. Theodorou , Piyush Grover

In this paper, we present the synthesis of secure-by-construction controllers that address safety and security properties simultaneously in cyber-physical systems. Our focus is on studying a specific security property called opacity, which…

Systems and Control · Electrical Eng. & Systems 2024-02-20 Bingzhuo Zhong , Siyuan Liu , Marco Caccamo , Majid Zamani

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…

Optimization and Control · Mathematics 2013-03-06 Shanjian Tang , Fu Zhang

We address the problem of optimizing the performance of a dynamic system while satisfying hard safety constraints at all times. Implementing an optimal control solution is limited by the computational cost required to derive it in real…

Systems and Control · Electrical Eng. & Systems 2020-08-19 Wei Xiao , Christos G. Cassandras , Calin A. Belta

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

Designing safety-critical control for robotic manipulators is challenging, especially in a cluttered environment. First, the actual trajectory of a manipulator might deviate from the planned one due to the complex collision environments and…

Robotics · Computer Science 2022-11-14 Xuda Ding , Han Wang , Yi Ren , Yu Zheng , Cailian Chen , Jianping He

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

This paper proposes a safety-critical controller for dynamic and uncertain environments, leveraging a robust environment control barrier function (ECBF) to enhance the robustness against the measurement and prediction uncertainties…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Ying Shuai Quan , Jian Zhou , Erik Frisk , Chung Choo Chung

Designing controllers that are both safe and performant is inherently challenging. This co-optimization can be formulated as a constrained optimal control problem, where the cost function represents the performance criterion and safety is…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Javier Borquez , Luke Raus , Yusuf Umut Ciftci , Somil Bansal

This paper addresses the challenge of integrating explicit hard constraints into the control barrier function (CBF) framework for ensuring safety in autonomous systems, including robots. We propose a novel data-driven method to derive CBFs…

Robotics · Computer Science 2023-12-14 Jaemin Lee , Jeeseop Kim , Aaron D. Ames

Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…

Optimization and Control · Mathematics 2017-02-27 Christian Clason , Kazufumi Ito , Karl Kunisch