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We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

Thirty years after the introduction of port-Hamiltonian systems, interest in this system class still remains high among systems and control researchers. Very recently, Jacob and Laasri obtained strong results on the solvability and…

Optimization and Control · Mathematics 2024-01-17 Mikael Kurula

The computation of the $L_\infty $-norm is an important issue in $H_{\infty}$ control, particularly for analyzing system stability and robustness. This paper focuses on symbolic computation methods for determining the $L_{\infty} $-norm of…

Optimization and Control · Mathematics 2025-05-21 Grace Younes , Alban Quadrat , Fabrice Rouillier

In this paper, we propose a new finite element approach, which is different than the classic Babuska-Osborn theory, to approximate Dirichlet eigenvalues. The Dirichlet eigenvalue problem is formulated as the eigenvalue problem of a…

Numerical Analysis · Mathematics 2020-01-16 Wenqiang Xiao , Bo Gong , Jiguang Sun , Zhimin Zhang

The first step when solving an infinite-dimensional eigenvalue problem is often to discretize it. We show that one must be extremely careful when discretizing nonlinear eigenvalue problems. Using examples, we show that discretization can:…

Numerical Analysis · Mathematics 2023-05-04 Matthew J. Colbrook , Alex Townsend

A novel adaptive identifier is developed for nonlinear time-delay systems composed of linear, Lipschitz and non-Lipschitz components. To begin with, an identifier is designed for uncertain systems with a priori known delay values, and then…

Systems and Control · Electrical Eng. & Systems 2020-05-06 Igor Furtat , Yury Orlov

This paper considers the distributed H-infinity leader-following tracking problem for a class of discrete time multi-agent systems with a high-dimensional dynamic leader. It is assumed that output information about the leader is only…

Systems and Control · Computer Science 2013-09-03 Guanghui Wen , Valery Ugrinovskii

A novel approach to solve the problem of distributed state estimation of linear time-invariant systems is proposed in this paper. It relies on the application of parameter estimation-based observers, where the state observation task is…

Systems and Control · Electrical Eng. & Systems 2020-05-28 Romeo Ortega , Emmanuel Nuño , Alexei Bobtsov

We investigate notions of network centrality in terms of the underlying coupling graph of the network, structure of exogenous uncertainties, and communication time-delay. Our focus is on time-delay linear consensus networks, where…

Systems and Control · Computer Science 2019-02-25 Yaser Ghaedsharaf , Milad Siami , Christoforos Somarakis , Nader Motee

We design a Quasi-Polynomial time deterministic approximation algorithm for computing the integral of a multi-dimensional separable function, supported by some underlying hyper-graph structure, appropriately defined. Equivalently, our…

Data Structures and Algorithms · Computer Science 2024-02-14 David Gamarnik , Devin Smedira

We present an efficient algorithm to compute the induced norms of finite-horizon Linear Time-Varying (LTV) systems. The formulation includes both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties. Existing computational…

Systems and Control · Electrical Eng. & Systems 2020-11-03 Jyot Buch , Murat Arcak , Peter Seiler

An H infinity adaptive fuzzy control design is proposed in this paper for unknown nonlinear networked systems. The main issues of networked systems are addressed here, which are the system delay and loss of information. In fact, the…

Systems and Control · Computer Science 2018-09-13 Li Jun Heng , Wang Yong Weiwei

Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class…

Statistics Theory · Mathematics 2013-03-21 Uwe Küchler , Michael Sørensen

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

In this article, we propose optimal discretization of analog filters (or controllers) based on the theory of sampled-data H-infinity control. We formulate the discretization problem as minimization of the H-infinity norm of the error system…

Systems and Control · Computer Science 2013-08-05 Masaaki Nagahara , Yutaka Yamamoto

A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…

Optimization and Control · Mathematics 2019-03-15 Melike Sirlanci , Susan E. Luczak , I. Gary Rosen

A proof of optimal-order error estimates is given for the full discretization of the Cahn--Hilliard equation with Cahn--Hilliard-type dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk--surface…

Numerical Analysis · Mathematics 2025-01-15 Nils Bullerjahn , Balázs Kovács

Overdetermined systems of first kind integral equations appear in many applications. When the right-hand side is discretized, the resulting finite-data problem is ill-posed and admits infinitely many solutions. We propose a numerical method…

Numerical Analysis · Mathematics 2023-07-26 Patricia Díaz de Alba , Luisa Fermo , Federica Pes , Giuseppe Rodriguez

We present an approach to approximate reachable sets for linear systems with bounded L-infinity controls in finite time. Our first approach investigates the boundaries of these sets and reveals an exact characterization for single-input,…

Optimization and Control · Mathematics 2026-03-18 Steven Nguyen , Jorge Cortés , Boris Kramer

We consider the modeling, stability analysis and controller design problems for discrete-time LTI systems with state feedback, when the actuation signal is subject to switching propagation delays, due to e.g. the routing in a multi-hop…

Optimization and Control · Mathematics 2014-01-09 R. M. Jungers , A. D'Innocenzo , M. D. Di Benedetto
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