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We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…

Optimization and Control · Mathematics 2018-10-16 Maryam Kamgarpour , Tyler Summers

This work provides a framework for nonlinear model-free control of systems with unknown input-output dynamics, but outputs that can be controlled by the inputs. This framework leads to real-time control of the system such that a feasible…

Systems and Control · Electrical Eng. & Systems 2019-08-13 Amit K. Sanyal

In this paper, we prove the small-time global null-controllability of forward (resp. backward) semilinear stochastic parabolic equations with globally Lipschitz nonlinearities in the drift and diffusion terms (resp. in the drift term). In…

Analysis of PDEs · Mathematics 2020-10-20 Víctor Hernández-Santamaría , Kévin Le Balc'h , Liliana Peralta

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

We introduce the notions of semi-uniform input-to-state stability and its subclass, polynomial input-to-state stability, for infinite-dimensional systems. We establish a characterization of semi-uniform input-to-state stability based on…

Optimization and Control · Mathematics 2022-05-30 Masashi Wakaiki

The stabilization of nonlinear systems under zero-state-detectability assumption or its analogues is considered. The proposed supervisory control provides a finite time practical stabilization of output and it is based on uniting local and…

Optimization and Control · Mathematics 2013-04-16 Denis Efimov , Alexander L. Fradkov

Sufficient conditions for the design of a simple class of interval observers for linear impulsive systems subject to minimum and range dwell-time constraints are obtained and formulated in terms of infinite-dimensional linear programs. The…

Optimization and Control · Mathematics 2017-03-30 Corentin Briat , Mustafa Khammash

In this paper we establish the theory on semiglobal classical solution to first order quasilinear hyperbolic systems with a kind of nonlocal boundary conditions, and based on this, the corresponding exact boundary controllability and…

Optimization and Control · Mathematics 2009-08-11 Tatsien Li , Bopeng Rao , Zhiqiang Wang

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based…

Analysis of PDEs · Mathematics 2017-03-24 David A. C. Mollinedo , Christian Olivera

We study a class of hyperbolic Cauchy problems, associated with linear operators and systems with polynomially bounded coefficients, variable multiplicities and involutive characteristics, globally defined on R^n. We prove well-posedness in…

Analysis of PDEs · Mathematics 2018-10-12 Ahmed Abdeljawad , Alessia Ascanelli , Sandro Coriasco

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

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Despite being a foundational concept of modern systems theory, there have been few studies on observability of non-linear stochastic systems under partial observations. In this paper, we introduce a definition of observability for…

Probability · Mathematics 2022-12-08 Curtis McDonald , Serdar Yuksel

Analyzing and controlling system entropy is a powerful tool for regulating predictability of control systems. Applications benefiting from such approaches range from reinforcement learning and data security to human-robot collaboration. In…

Systems and Control · Electrical Eng. & Systems 2026-03-06 Menno van Zutphen , Giannis Delimpaltadakis , Duarte J. Antunes

We study integral-to-integral input-to-state stability for infinite-dimensional linear systems with inputs and trajectories in $L^p$-spaces. We start by developing the corresponding admissibility theory for linear systems with unbounded…

Optimization and Control · Mathematics 2026-05-26 Sahiba Arora , Andrii Mironchenko

In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…

Optimization and Control · Mathematics 2021-02-10 Víctor Hernández-Santamaría , Liliana Peralta