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Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

We consider the problem of computing optimal linear control policies for linear systems in finite-horizon. The states and the inputs are required to remain inside pre-specified safety sets at all times despite unknown disturbances. In this…

Systems and Control · Computer Science 2019-12-17 Luca Furieri , Maryam Kamgarpour

We propose a new shape-based modeling technique for applications in imaging problems. Given a collection of shape priors (a shape dictionary), we define our problem as choosing the right dictionary elements and geometrically composing them…

Optimization and Control · Mathematics 2015-10-08 Alireza Aghasi , Justin Romberg

Many uncertainty sets encountered in control systems analysis and design can be expressed in terms of semialgebraic sets, that is as the intersection of sets described by means of polynomial inequalities. Important examples are for instance…

Optimization and Control · Mathematics 2015-09-15 Fabrizio Dabbene , Didier Henrion , Constantino Lagoa

This paper presents a general framework for the design of linear controllers for linear systems subject to time-domain constraints. The design framework exploits sums-of-squares techniques to incorporate the time-domain constraints on…

Optimization and Control · Mathematics 2012-05-04 W. H. T. M. Aangenent , W. P. M. H. Heemels , M. J. G. Van De Molengraft , Didier Henrion , Maarten Steinbuch

In this paper, we present a state-feedback controller design method for bilinear systems. To this end, we write the bilinear system as a linear fractional representation by interpreting the state in the bilinearity as a structured…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Robin Strässer , Julian Berberich , Frank Allgöwer

This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…

Optimization and Control · Mathematics 2023-05-30 Boris Houska

A novel approach is introduced to a very widely occurring problem, providing a complete, explicit resolution of it: minimisation of a convex quadratic under a general quadratic, equality or inequality, constraint. Completeness comes via…

Optimization and Control · Mathematics 2017-07-21 Casper Albers , Frank Critchley , John Gower

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

Computing control invariant sets is paramount in many applications. The families of sets commonly used for computations are ellipsoids and polyhedra. However, searching for a control invariant set over the family of ellipsoids is…

Optimization and Control · Mathematics 2020-07-07 Benoît Legat , Saša V. Raković , Raphaël M. Jungers

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

We propose a new approach to studying classical solutions of the Bellman equation and Master equation for mean field type control problems, using a novel form of the "lifting" idea introduced by P.-L. Lions. Rather than studying the usual…

Probability · Mathematics 2023-05-10 Alain Bensoussan , P. Jameson Graber , Sheung Chi Phillip Yam

This paper explores the controllability and state tracking of ensembles from the perspective of optimal transport theory. Ensembles, characterized as collections of systems evolving under the same dynamics but with varying initial…

Systems and Control · Electrical Eng. & Systems 2024-12-18 Reza Hadadi

We describe a convex programming approach to the calculation of lower bounds on the minimum cost of constrained decentralized control problems with nonclassical information structures. The class of problems we consider entail the…

Optimization and Control · Mathematics 2019-06-05 Weixuan Lin , Eilyan Bitar

This paper proposes a new algorithm for simultaneous graph matching and clustering. For the first time in the literature, these two problems are solved jointly and synergetically without relying on any training data, which brings advantages…

Computer Vision and Pattern Recognition · Computer Science 2021-10-22 Maximilian Krahn , Florian Bernard , Vladislav Golyanik

In this paper, motivated by a physics problem, we investigate some numerical and computational aspects for the problem of hierarchical controllability in a one-dimensional wave equation in domains with a moving boundary. Some controls act…

Optimization and Control · Mathematics 2021-08-05 Pitágoras P. de Carvalho , Olímpio P. de Sá Neto

General distribution steering is intrinsically an infinite-dimensional problem, when the continuous distributions to steer are arbitrary. We put forward a moment representation of the primal system for control in [42]. However, the system…

Optimization and Control · Mathematics 2025-04-01 Guangyu Wu , Anders Lindquist

We introduce a semidefinite relaxation for optimal control of linear systems with time scaling. These problems are inherently nonconvex, since the system dynamics involves bilinear products between the discretization time step and the…

Robotics · Computer Science 2025-04-18 Lujie Yang , Tobia Marcucci , Pablo A. Parrilo , Russ Tedrake

We address an open problem in ensemble control: Whether there exist controllable linear ensemble systems over multi-dimensional parameterization spaces? We provide a negative result: Any real-analytic linear ensemble system is not…

Systems and Control · Electrical Eng. & Systems 2022-07-08 Xudong Chen
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