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In this article, we develop a numerical method to find optimal control pulses that accounts for the separation of timescales between the variation of the input control fields and the applied Hamiltonian. In traditional numerical…

Quantum Physics · Physics 2011-09-19 F. Motzoi , J. M. Gambetta , S. T. Merkel , F. K. Wilhelm

Hybrid stochastic differential equations are a useful tool to model continuously varying stochastic systems which are modulated by a random environment that may depend on the system state itself. In this paper, we establish the pathwise…

Probability · Mathematics 2022-11-04 Hansjoerg Albrecher , Oscar Peralta

Transformers are designed for discrete tokens, yet many real-world signals are continuous processes observed through noisy sampling. Discrete tokenizations (raw values, patches, finite differences) can be brittle in low signal-to-noise…

Machine Learning · Computer Science 2026-01-21 Griffin Kearney

Introducing flexibility in the time-discretisation mesh can improve convergence and computational time when solving differential equations numerically, particularly when the solutions are discontinuous, as commonly found in control problems…

Optimization and Control · Mathematics 2023-06-27 Lucian Nita , Eduardo M. G. Vila , Marta A. Zagorowska , Eric C. Kerrigan , Yuanbo Nie , Ian McInerney , Paola Falugi

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

This paper presents a spatiotemporal tube (STT)-based control framework for satisfying Signal Temporal Logic (STL) specifications in unknown control-affine systems. We formulate STL constraints as a robust optimization problem (ROP) and…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Ratnangshu Das , Subhodeep Choudhury , Pushpak Jagtap

The discrete-time implementation of the super-twisting sliding mode controller for a plant with disturbances with bounded slope, zero-order hold actuation, and actuator constraints is considered. Motivated by restrictions of existing…

Systems and Control · Electrical Eng. & Systems 2024-12-16 Richard Seeber , Benedikt Andritsch

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

Optimal tracking in switched systems with controlled subsystem and Discrete-time (DT) dynamics is investigated. A feedback control policy is generated such that a) the system tracks the desired reference signal, and b) the optimal switching…

Systems and Control · Electrical Eng. & Systems 2019-07-30 Tohid Sardarmehni , Xingyong Song

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

In this article, we investigate the problem of simultaneously steering an uncountable family of finite dimensional time-varying linear systems. We call this class of control problems Ensemble Control, a notion coming from the study of spin…

Dynamical Systems · Mathematics 2008-10-29 Jr-Shin Li

The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…

Optimization and Control · Mathematics 2023-07-04 Enrique Otarola

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…

Systems and Control · Electrical Eng. & Systems 2024-02-21 Daniel D. Leister , Justin P. Koeln

We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…

Optimization and Control · Mathematics 2017-11-08 Maxim Goldshtein , Panagiotis Tsiotras

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael

In this paper we present a direct adaptive control method for a class of uncertain nonlinear systems with a time-varying structure. We view the nonlinear systems as composed of a finite number of ``pieces,'' which are interpolated by…

Optimization and Control · Mathematics 2007-05-23 R. Ordonez , K. M. Passino

Optimal control problems can be solved via a one-shot (single) optimization or a sequence of optimization using dynamic programming (DP). However, the computation of their global optima often faces NP-hardness, and thus only locally optimal…

Optimization and Control · Mathematics 2024-09-04 Jihun Kim , Yuhao Ding , Yingjie Bi , Javad Lavaei

In this contribution, we present a variational space-time formulation which generates an optimal feed-forward controller for geometrically exact strings. More concretely, the optimization problem is solved with an indirect approach, and the…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Tobias Thoma , Paul Kotyczka

In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…

Optimization and Control · Mathematics 2022-06-14 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos
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