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This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Yiting Chen , Liliaokeawawa Cothren , Jorge Cortes , Emiliano Dall'Anese

We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…

Machine Learning · Computer Science 2020-10-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…

Optimization and Control · Mathematics 2025-03-19 Paolo Acquistapace , Francesca Bucci

We study the problem of adaptive control of the stochastic linear quadratic regulator (LQR) with constraints that must be satisfied at every time step. Prior work on the multidimensional problem has shown $\tilde{O}(T^{2/3})$ regret and…

Optimization and Control · Mathematics 2026-05-08 Spencer Hutchinson , Nanfei Jiang , Mahnoosh Alizadeh

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

Optimization and Control · Mathematics 2025-09-04 Jonathan de Brusse , Jamal Daafouz , Mathieu Granzotto , Romain Postoyan , Dragan Nesic

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

This note describes a method for generating an infinite-dimensional family of nonlinear control laws for underactuated systems. For a ball and beam system, the entire family is found explicitly.

Optimization and Control · Mathematics 2007-05-23 F. Andreev , D. Auckly , L. Kapitanski , A. Kelkar , W. White

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

This note deals with the boundary control problem of a nonhomogeneous flexible wing evolving under unsteady aerodynamic loads. The wing is actuated at its tip by flaps and is modeled by a distributed parameter system consisting of two…

Optimization and Control · Mathematics 2019-02-15 Hugo Lhachemi , David Saussié , Guchuan Zhu

We consider the linear quadratic Gaussian control problem with a discounted cost functional for descriptor systems on the infinite time horizon. Based on recent results from the deterministic framework, we characterize the feasibility of…

Optimization and Control · Mathematics 2020-04-21 Hermann Mena , Lena-Maria Pfurtscheller , Matthias Voigt

The problem under consideration is the synthesis of a distributed controller for a nonlinear network composed of input affine systems. The objective is to achieve exponential convergence of the solutions. To design such a feedback law,…

Optimization and Control · Mathematics 2016-09-26 Humberto Stein Shiromoto , Ian R. Manchester

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…

Optimization and Control · Mathematics 2025-08-01 Antoine P. Leeman , Johannes Köhler , Andrea Zanelli , Samir Bennani , Melanie N. Zeilinger

Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…

Optimization and Control · Mathematics 2026-03-10 Alba Gurpegui , Mark Jeeninga , Emma Tegling , Anders Rantzer

A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jiaqiang Wen , Jie Xiong

The paper investigates nonlinear control laws obtained from linear one by two types of substitutions using odd functions. The first substitution consists in passing each component of the state vector through a nonlinear function, the second…

Optimization and Control · Mathematics 2021-12-30 Igor Furtat

This paper considers the problem of determining an optimal control action based on observed data. We formulate the problem assuming that the system can be modelled by a nonlinear state-space model, but where the model parameters, state and…

Optimization and Control · Mathematics 2021-07-02 Johannes N. Hendriks , James R. Z. Holdsworth , Adrian G. Wills , Thomas B. Schon , Brett Ninness

For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…

solv-int · Physics 2008-02-03 B. Shklyar
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