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This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…

Optimization and Control · Mathematics 2026-05-26 Guanwei Cheng

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

Optimization and Control · Mathematics 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

We establish well-posedness results for non-autonomous semilinear input-output systems, the central assumption being the scattering-passivity of the considered semilinear system. We consider both systems with distributed control and…

Analysis of PDEs · Mathematics 2021-01-15 Jochen Schmid

Since the concept of input-to-state stability (ISS) was introduced, it has been extensively investigated for finite-dimensional control systems and has recently received attention for infinite-dimensional systems. While numerical techniques…

Optimization and Control · Mathematics 2026-03-03 Birgit Hillebrecht , Benjamin Unger

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

Optimization and Control · Mathematics 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…

Optimization and Control · Mathematics 2013-10-22 Qi Lü

We first develop systematic and comprehensive interval observer designs for linear time-invariant (LTI) systems, under standard assumptions of observability and interval bounds on the initial condition and uncertainties. Traditionally, such…

Systems and Control · Electrical Eng. & Systems 2025-06-09 Thach Ngoc Dinh , Gia Quoc Bao Tran

This work addresses the exact characterization of the covariance dynamics related to linear discrete-time systems subject to both additive and parametric stochastic uncertainties that are potentially unbounded. Using this characterization,…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Kaouther Moussa , Mirko Fiacchini

The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into both drift and diffusion terms. The operator-valued backward…

Optimization and Control · Mathematics 2012-08-07 Kai Du , Qingxin Meng

In this paper, we examine the fundamental performance limitations in the control of stochastic dynamical systems; more specifically, we derive generic $\mathcal{L}_p$ bounds that hold for any causal (stabilizing) controllers and any…

Systems and Control · Electrical Eng. & Systems 2021-06-07 Song Fang , Quanyan Zhu

With the rapid increase of available data for complex systems, there is great interest in the extraction of physically relevant information from massive datasets. Recently, a framework called Sparse Identification of Nonlinear Dynamics…

Machine Learning · Statistics 2018-04-18 Lorenzo Boninsegna , Feliks Nüske , Cecilia Clementi

In the present paper, we study the existence and optimal controllability of a multi-term time-fractional stochastic system with non-instantaneous impulses. Using semigroup theory, stochastic analysis theory, and Krasnoselskii's fixed point…

Dynamical Systems · Mathematics 2023-11-30 Asma Afreen , Abdur Raheem , Areefa Khatoon

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

The aim of this paper is to investigate the well-posedness of a class of boundary control and observation systems on a one dimensional spatial domain. We derive a necessary and sufficient condition characterizing the well-posedness of these…

Optimization and Control · Mathematics 2026-02-06 Bouchra Elghazi , Birgit Jacob , Hans Zwart

In this paper, we investigate the rapid stabilizability of linear infinite-dimensional control systems with constant delays. Under the assumptions that the state operator generates an immediately compact semigroup and that the delay…

Optimization and Control · Mathematics 2026-04-21 Yaxing Ma , Lijuan Wang , Huaiqiang Yu

This paper deals with strong versions of input-to-state stability and integral input-to-state stability of infinite-dimensional linear systems with an unbounded input operator. We show that infinite-time admissibility with respect to inputs…

Functional Analysis · Mathematics 2019-02-05 Robert Nabiullin , Felix Schwenninger

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

Results on the problem of stabilizing a nonlinear continuous-time system by a finite number of control or measurement values are presented. The basic tool is a discontinuous version of the so-called semi-global backstepping lemma. We derive…

Optimization and Control · Mathematics 2010-04-13 C. De Persis

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu