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The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…

Optimization and Control · Mathematics 2011-09-27 Joris T. Olympio

In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense…

Systems and Control · Computer Science 2014-11-19 Ali Heydari

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

In this paper we study a bilinear optimal control problem associated to a chemo-repulsion model with linear production term. We analyze the existence, uniqueness and regularity of pointwise strong solutions in a bidimensional domain. We…

Optimization and Control · Mathematics 2019-01-23 Francisco Guillén González , Exequiel Mallea-Zepeda , María Ángeles Rodríguez-Bellido

The paper discusses various aspects of time-optimal control of quantum spin systems, modelled as right-invariant systems on a compact Lie group G. The main results are the reduction of such a system to an equivalent system on a homogeneous…

Quantum Physics · Physics 2007-05-23 Jan Swoboda

This article treats three problems of sparse and optimal multiplexing a finite ensemble of linear control systems. Given an ensemble of linear control systems, multiplexing of the controllers consists of an algorithm that selects, at each…

Optimization and Control · Mathematics 2019-05-27 Yogesh Kumar , Sukumar Srikant , Debasish Chatterjee

Time-optimal control of a multi-rotor remains an open problem due to the under-actuation and nonlinearity of its dynamics, which make it difficult to solve this problem directly. In this paper, the time-optimal control problem of the…

Robotics · Computer Science 2024-01-12 Guangyu Zhang , Yongjie Zheng , Yuqing He , Liying Yang , Hongyu Nie , Chaoxiong Huang , Yiwen Zhao

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni

In this article we study the internal controllability of 1D linear hyperbolic balance laws when the number of controls is equal to the number of state variables. The controls are supported in space in an arbitrary open subset. Our main…

Optimization and Control · Mathematics 2024-10-22 Long Hu , Guillaume Olive

Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…

Optimization and Control · Mathematics 2016-12-02 Alexander Ovseevich , Aleksey Fedorov

This paper devotes to the development of an optimal acceleration/speed profile for autonomous vehicles approaching a traffic light. The design objective is to achieve both short travel time and low energy consumption as well as avoid idling…

Signal Processing · Electrical Eng. & Systems 2018-02-28 Xiangyu Meng , Christos G. Cassandras

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

A method of optimal control computation is proposed for problems with control and state constraints. It uses a sequence of control structure adjustments in the form of generations and reductions of nodes and arcs, which do not change the…

Optimization and Control · Mathematics 2025-10-21 Maciej Szymkat , Adam Korytowski

We propose a simple model of landfill and study a minimal time control problem where the re-circulation leachate is the manipulated variable. We propose a scheme to construct the optimal strategy by dividing the state space into three…

Optimization and Control · Mathematics 2014-12-01 A. Rapaport , T. Bayen , M. Sebbah , A. Donoso , A. Torrico

We investigate how to control optimally a traffic flow through a junction on the line by acting only on speed reduction or traffic light at the junction. We show the existence of an optimal control and, under structure assumptions, provide…

Optimization and Control · Mathematics 2023-12-27 P. Cardaliaguet , P. E. Souganidis

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen