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The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…

Systems and Control · Electrical Eng. & Systems 2023-10-31 Lucia Falconi , Andrea Martinelli , John Lygeros

This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…

Optimization and Control · Mathematics 2022-02-09 Daniel Gurevich , Debdipta Goswami , Charles L. Fefferman , Clarence W. Rowley

This paper investigates optimal control problems formulated over a class of piecewise-smooth vector fields. Instead of optimizing over the discontinuous system directly, we instead formulate optimal control problems over a family of…

Dynamical Systems · Mathematics 2019-04-02 Tyler Westenbroek , Xiaobin Xiong , Aaron D Ames , S Shankar Sastry

In this paper, we study robust stability of sparse LTI systems using the stability radius (SR) as a robustness measure. We consider real perturbations with an arbitrary and pre-specified sparsity pattern of the system matrix and measure…

Systems and Control · Computer Science 2018-10-26 Vaibhav Katewa , Fabio Pasqualetti

We consider an optimal switching problem where the terminal reward depends on the entire control trajectory. We show existence of an optimal control by applying a probabilistic technique based on the concept of Snell envelopes. We then…

Optimization and Control · Mathematics 2019-11-12 Magnus Perninge

We consider the problem of output feedback controller sparsification for systems with parametric uncertainties. We develop an optimization scheme that minimizes the performance deterioration caused by the sparsification process, while…

Optimization and Control · Mathematics 2018-05-16 Reza Arastoo , MirSaleh Bahavarnia

This paper presents a novel approach for robust periodic attitude control of satellites. Respecting the periodicity of the satellite dynamics in the synthesis allows to achieve constant performance and robustness requirements over the…

Systems and Control · Electrical Eng. & Systems 2025-07-21 Frederik Thiele , Felix Biertümpfel , Harald Pfifer

We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a…

Numerical Analysis · Mathematics 2020-04-01 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

We propose a local regularization of elliptic optimal control problems which involves the nonconvex $L^q$ fractional penalizations in the cost function. The proposed \emph{Huber type} regularization allows us to formulate the PDE…

Optimization and Control · Mathematics 2019-04-23 Pedro Merino

We focus on the problem of optimal control of large-scale systems whose models are obtained by discretization of partial differential equations using the Finite Element (FE) or Finite Difference (FD) methods. The motivation for studying…

Optimization and Control · Mathematics 2018-06-27 Aleksandar Haber , Michel Verhaegen

An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…

Optimization and Control · Mathematics 2018-11-01 Sébastien Court , Karl Kunisch , Laurent Pfeiffer

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

For the linear inverse problem with sparsity constraints, the $l_0$ regularized problem is NP-hard, and existing approaches either utilize greedy algorithms to find almost-optimal solutions or to approximate the $l_0$ regularization with…

Machine Learning · Computer Science 2024-02-14 Qinghua Tao , Xiangming Xi , Jun Xu , Johan A. K. Suykens

Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…

Optimization and Control · Mathematics 2024-10-22 Tobias K. S. Ritschel

This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…

Systems and Control · Computer Science 2014-11-25 Andrew Lamperski , Laurent Lessard

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

Distributed optimization has been widely used as one of the most efficient approaches for model training with massive samples. However, large-scale learning problems with both massive samples and high-dimensional features widely exist in…

Machine Learning · Computer Science 2022-04-26 Runxue Bao , Xidong Wu , Wenhan Xian , Heng Huang

Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…

Robotics · Computer Science 2022-03-01 Daniel Layeghi , Steve Tonneau , Michael Mistry

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

Optimization and Control · Mathematics 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson