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We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

Optimization and Control · Mathematics 2018-10-10 Liam S. P. Lawrence , Zachary E. Nelson , Enrique Mallada , John W. Simpson-Porco

This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…

Optimization and Control · Mathematics 2022-02-28 Jingrui Sun , Hanxiao Wang , Jiongmin Yong

In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…

Optimization and Control · Mathematics 2024-09-04 Mengzhen Li , Tianyang Nie , Zhen Wu

We consider a vibrating string that is fixed at one end with Neumann control action at the other end. We investigate the optimal control problem of steering this system from given initial data to rest, in time T , by minimizing an objective…

Optimization and Control · Mathematics 2015-05-20 Martin Gugat , Emmanuel Trélat , Enrique Zuazua

In this paper, we consider the problem of tuning the edge weights of a networked system described by linear time-invariant dynamics. We assume that the topology of the underlying network is fixed and that the set of feasible edge weights is…

Optimization and Control · Mathematics 2020-01-07 Cassiano O. Becker , Sérgio Pequito , George J. Pappas , Victor M. Preciado

We show that if an efficient classical representation of the dynamics exists, optimal control problems on many-body quantum systems can be solved efficiently with finite precision. We show that the size of the space of parameters necessary…

Quantum Physics · Physics 2014-07-09 S. Lloyd , S. Montangero

Considering discrete-time linear time-varying systems with unknown dynamics, controllers guaranteeing bounded closed-loop trajectories, optimal performance and robustness to process and measurement noise are designed via convex feasibility…

Optimization and Control · Mathematics 2023-05-19 Benita Nortmann , Thulasi Mylvaganam

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

In this paper, we study the control of a class of time-invariant linear ensemble systems whose natural dynamics are linear in the system parameter. This class of ensemble control systems arises from practical engineering and physical…

Optimization and Control · Mathematics 2014-10-07 Jr-Shin Li , Ji Qi

Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.

Optimization and Control · Mathematics 2010-04-20 Olga V. Baturina , Alexander V. Bulatov , Vadim F. Krotov

This paper studies the problem of output agreement in networks of nonlinear dynamical systems under time-varying disturbances. Necessary and sufficient conditions for output agreement are derived for the class of incrementally passive…

Systems and Control · Computer Science 2013-02-05 Mathias Burger , Claudio De Persis

We investigate the existence of solutions of reversible and irreversible port-Hamiltonian systems. To this end, we utilize the associated exergy, a function that is composed of the system's Hamiltonian and entropy, to prove global existence…

Optimization and Control · Mathematics 2024-10-25 Willem Esterhuizen , Bernhard Maschke , Till Preuster , Manuel Schaller , Karl Worthmann

This paper studies the robustness of observability of a linear time-invariant system under sensor failures from a computational perspective. To be precise, the problem of determining the minimum number of sensors whose removal can destroy…

Optimization and Control · Mathematics 2023-07-18 Yuan Zhang , Yuanqing Xia , Kun Liu

This paper studies the problem of frequency regulation in power grids under unknown and possible time-varying load changes, while minimizing the generation costs. We formulate this problem as an output agreement problem for distribution…

Systems and Control · Computer Science 2015-10-01 Sebastian Trip , Mathias Bürger , Claudio De Persis

We study an optimal control problem on infinite time horizon with semimartingale strategies, random coefficients and regime switching. The value function and the optimal strategy can be characterized in terms of three systems of backward…

Optimization and Control · Mathematics 2026-02-27 Xinman Cheng , Guanxing Fu , Xiaonyu Xia

In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation with periodic coefficients. We first study the asymptotic…

Optimization and Control · Mathematics 2025-05-09 Jiacheng Wu , Qi Zhang

How can one change a system, in order to change its statistical properties in a prescribed way? In this note we consider a control problem related to the theory of linear response. Given an expanding map of the unit circle with an…

Dynamical Systems · Mathematics 2017-06-28 Stefano Galatolo , Mark Pollicott

A time-inconsistent optimal control problem is formulated and studied for a controlled linear ordinary differential equation with quadratic cost functional. A notion of equilibrium control is introduced, which can be regarded as a…

Optimization and Control · Mathematics 2012-04-10 Jiongmin Yong

This paper introduces a framework for quantitative characterization of the controllability of time-varying linear systems (or networks) in terms of input novelty. The motivation for such an approach comes from the study of biophysical…

Optimization and Control · Mathematics 2014-11-24 Gautam Kumar , Delsin Menolascino , ShiNung Ching

This paper presents a novel approach to learning free terminal time closed-loop control for robotic manipulation tasks, enabling dynamic adjustment of task duration and control inputs to enhance performance. We extend the supervised…

Optimization and Control · Mathematics 2025-07-15 Wei Hu , Yue Zhao , Weinan E , Jiequn Han , Jihao Long