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A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$,…

Optimization and Control · Mathematics 2018-08-13 Dante Kalise , Karl Kunisch , Zhiping Rao

We consider optimal control problems for discrete-time random dynamical systems, finding unique perturbations that provoke maximal responses of statistical properties of the system. We treat systems whose transfer operator has an $L^2$…

Dynamical Systems · Mathematics 2022-09-21 Fadi Antown , Gary Froyland , Stefano Galatolo

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

The entropy regularization is inspired by information entropy from machine learning and the ideas of exploration and exploitation in reinforcement learning, which appears in the control problem to design an approximating algorithm for the…

Optimization and Control · Mathematics 2024-11-21 Ziyue Chen , Qi Zhang

We present a novel algorithm that allows us to gain detailed insight into the effects of sparsity in linear and nonlinear optimization, which is of great importance in many scientific areas such as image and signal processing, medical…

Optimization and Control · Mathematics 2021-09-23 Katharina Bieker , Bennet Gebken , Sebastian Peitz

In energy-efficient schemes, finding the optimal size of deep learning models is very important and has a broad impact. Meanwhile, recent studies have reported an unexpected phenomenon, the sparse double descent: as the model's sparsity…

Artificial Intelligence · Computer Science 2023-09-01 Victor Quétu , Marta Milovanović

The minimum-time control problem consists in finding a control policy that will drive a given dynamic system from a given initial state to a given target state (or a set of states) as quickly as possible. This is a well-known challenging…

Systems and Control · Computer Science 2015-03-19 Laurent Bako , Dulin Chen , Stéphane Lecoeuche

The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…

Optimization and Control · Mathematics 2014-02-06 Ioannis Tzortzis , Charalambos D. Charalambous , Themistoklis Charalambous

In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…

Optimization and Control · Mathematics 2015-06-03 Manan Gandhi

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…

Systems and Control · Electrical Eng. & Systems 2019-11-22 Zeji Yi , Zhefeng Cao , Evangelos Theodorou , Yongxin Chen

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…

Optimization and Control · Mathematics 2024-12-12 Marc Lambert , Francis Bach , Silvère Bonnabel

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…

Optimization and Control · Mathematics 2018-04-30 Christian Clason , Armin Rund , Karl Kunisch

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

Deep reinforcement learning(DRL) has shown significant promise in a wide range of applications including computer games and robotics. Yet, training DRL policies consume extraordinary computing resources resulting in dense policies which are…

Machine Learning · Computer Science 2024-03-12 Vikram Goddla

Recent studies have demonstrated the potential of flexible loads in providing frequency response services. However, uncertainty and variability in various weather-related and end-use behavioral factors often affect the demand-side control…

Systems and Control · Electrical Eng. & Systems 2021-06-29 Sai Pushpak Nandanoori , Soumya Kundu , Jianming Lian , Umesh Vaidya , Draguna Vrabie , Karanjit Kalsi

The ability to accurately predict human behavior is central to the safety and efficiency of robot autonomy in interactive settings. Unfortunately, robots often lack access to key information on which these predictions may hinge, such as…

Robotics · Computer Science 2022-06-07 Haimin Hu , Jaime F. Fisac

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

Least-squares programming is a popular tool in robotics due to its simplicity and availability of open-source solvers. However, certain problems like sparse programming in the $\ell_0$- or $\ell_1$-norm for time-optimal control are not…

Robotics · Computer Science 2023-10-10 Kai Pfeiffer , Quang-Cuong Pham
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