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In this letter, we study dynamic game optimal control with imperfect state observations and introduce an iterative method to find a local Nash equilibrium. The algorithm consists of an iterative procedure combining a backward recursion…

Optimization and Control · Mathematics 2022-06-24 Armand Jordana , Bilal Hammoud , Justin Carpentier , Ludovic Righetti

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

Considering that the decision-making environment faced by reinforcement learning (RL) agents is full of Knightian uncertainty, this paper describes the exploratory state dynamics equation in Knightian uncertainty to study the…

Optimization and Control · Mathematics 2026-01-27 Ziyu Li , Chen Fei , Weiyin Fei

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

In this paper, for any homogeneous system of agents with linear continuous time dynamics, we formulate an optimal control problem. In this problem a convex cost functional of the control signals of the agents shall be minimized, while the…

Optimization and Control · Mathematics 2015-10-16 Johan Thunberg , Xiaoming Hu

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2013-08-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

In this paper, we investigate discrete-time decision-making problems in uncertain systems with partially observed states. We consider a non-stochastic model, where uncontrolled disturbances acting on the system take values in bounded sets…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

This paper presents a computationally efficient robust model predictive control law for discrete linear time invariant systems subject to additive disturbances that may depend on the state and/or input norms. Despite the dependency being…

Optimization and Control · Mathematics 2019-08-12 Danylo Malyuta , Behcet Acikmese , Martin Cacan

Many robotic systems are underactuated, meaning not all degrees of freedom can be directly controlled due to lack of actuators, input constraints, or state-dependent actuation. This property, compounded by modeling uncertainties and…

Systems and Control · Electrical Eng. & Systems 2025-10-10 Daniel M. Cherenson , Dimitra Panagou

This paper is concerned with impulse approximate controllability for stochastic evolution equations with impulse controls. As direct applications, we formulate captivating minimal norm and time optimal control problems; The minimal norm…

Optimization and Control · Mathematics 2024-01-09 Yuanhang Liu

We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…

Optimization and Control · Mathematics 2017-11-15 Peter Bank , Moritz Voß

This paper introduces a framework for learning a minimum-norm stabilizing controller for a system with unknown dynamics using model-free policy optimization methods. The approach begins by first designing a Control Lyapunov Function (CLF)…

Optimization and Control · Mathematics 2020-10-02 Tyler Westenbroek , Fernando Castaneda , Ayush Agrawal , S. Shankar Sastry , Koushil Sreenath

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

Optimization and Control · Mathematics 2021-03-25 Jared Miller , Didier Henrion , Mario Sznaier , Milan Korda

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

Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension one,…

Optimization and Control · Mathematics 2025-10-10 Yves Achdou

Switched affine systems are often used to model and control complex dynamical systems that operate in multiple modes. However, uncertainties in the system matrices can challenge their stability and performance. This paper introduces a new…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Negar Monir , Mahdieh S. Sadabadi , Sadegh Soudjani

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu

In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…

Optimization and Control · Mathematics 2025-05-20 Santiago J. Leudo , Ricardo G. Sanfelice

We present an online learning analysis of minimax adaptive control for the case where the uncertainty includes a finite set of linear dynamical systems. Precisely, for each system inside the uncertainty set, we define the model-based regret…

Systems and Control · Electrical Eng. & Systems 2023-09-12 Venkatraman Renganathan , Andrea Iannelli , Anders Rantzer

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh
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