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We present a delay-compensating control method that transforms exponentially stabilizing controllers for an undelayed system into a sample-based predictive controller with numerical integration. Our method handles both first-order and…

Systems and Control · Electrical Eng. & Systems 2020-10-01 Xichen Shi , Michael O'Connell , Soon-Jo Chung

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 a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

This paper proposes two nonlinear dynamics to solve constrained distributed optimization problem for resource allocation over a multi-agent network. In this setup, coupling constraint refers to resource-demand balance which is preserved at…

Systems and Control · Electrical Eng. & Systems 2023-10-30 Mohammadreza Doostmohammadian , Alireza Aghasi , Maria Vrakopoulou , Hamid R. Rabiee , Usman A. Khan , Themistoklis Charalambou

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

Optimization and Control · Mathematics 2018-11-01 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function…

Optimization and Control · Mathematics 2019-07-30 Junhao Hu , Wei Liu , Feiqi Deng , Xuerong Mao

In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…

Optimization and Control · Mathematics 2023-11-06 Natalia Pavlasek , Sarah H. Q. Li , Behçet Açıkmeşe , Meeko Oishi , Claus Danielson

We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…

Optimization and Control · Mathematics 2016-05-24 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

We prove an exact controllability result for a one-dimensional heat equation with delay in both lower and highest order terms and nonhomogeneous Dirichlet boundary conditions. Moreover, we give an explicit representation of the control…

Optimization and Control · Mathematics 2014-01-23 Denys Khusainov , Michael Pokojovy , Elvin Azizbayov

Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the state. This is particularly true when we look at the…

Probability · Mathematics 2015-06-22 Fausto Gozzi , Federica Masiero

A class of time-optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints and final point constraints is considered. By introducing the so-called locally optimal solution to time-optimal control…

Optimization and Control · Mathematics 2024-11-13 Huynh Khanh , Bui Trong Kien , Arnd Rösch

We report on a significant improvement of the classical time-delayed feedback control method for stabilization of unstable periodic orbits or steady states. In an electronic circuit experiment we were able to realize time-varying and…

Chaotic Dynamics · Physics 2012-02-03 Thomas Jüngling , Aleksandar Gjurchinovski , Viktor Urumov

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

In this paper, we investigate the problem of dual-rate consensus under transmission delays, where the control updates happen at a faster rate than the measurements being received. We assume that the measurements are delayed by a fixed delay…

Systems and Control · Electrical Eng. & Systems 2025-06-04 David Umsonst , Mina Ferizbegovic

In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…

Numerical Analysis · Mathematics 2025-03-24 Luise Blank

Anew method for finding closed-loop optimal controllers of fractional tracking quadratic optimal control problems is introduced. The optimality conditions for the fractional optimal control problem are obtained. Illustrative examples are…

Optimization and Control · Mathematics 2026-02-03 Iman Malmir

We prove a stochastic maximum principle for a control problem where the state equation is delayed both in the state and in the control, and also the final cost functional may depend on the past trajectories. The adjoint equations turn out…

Probability · Mathematics 2024-03-14 Giuseppina Guatteri , Federica Masiero

The paper is devoted to obtain first and second order necessary optimality conditions for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit…

Optimization and Control · Mathematics 2023-05-10 Moisés Rodrigues Cirilo do Monte , Valeriano Antunes de Oliveira

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

Non-ideal deterministic system "tank with liquid-electric motor" is studied. Two delay-approximation models are considered. Impact of the delay on the emergence, evolution and disappearance of regular and chaotic limit sets (attractors) of…

Chaotic Dynamics · Physics 2025-12-16 I. A. Seit-Dzhelil , A. Yu. Shvets