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A stochastic linear quadratic (LQ) optimal control problem with a pointwise linear equality constraint on the terminal state is considered. A strong Lagrangian duality theorem is proved under a uniform convexity condition on the cost…

Optimization and Control · Mathematics 2023-01-23 Haisen Zhang , Xianfeng Zhang

This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…

Systems and Control · Electrical Eng. & Systems 2025-04-15 Caio Fabio Oliveira da Silva , Azita Dabiri , Bart De Schutter

We consider the application of the Douglas-Rachford (DR) algorithm to solve linear-quadratic (LQ) control problems with box constraints on the state and control variables. We split the constraints of the optimal control problem into two…

Optimization and Control · Mathematics 2024-01-17 Regina S. Burachik , Bethany I. Caldwell , C. Yalçın Kaya

Neural-network-based dynamics models learned from observational data have shown strong predictive capabilities for scene dynamics in robotic manipulation tasks. However, their inherent non-linearity presents significant challenges for…

Robotics · Computer Science 2025-03-18 Keyi Shen , Jiangwei Yu , Jose Barreiros , Huan Zhang , Yunzhu Li

Generative modeling is a flavor of machine learning with applications ranging from computer vision to chemical design. It is expected to be one of the techniques most suited to take advantage of the additional resources provided by…

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

Hybrid dynamical systems are systems which undergo both continuous and discrete transitions. The Bolza problem from optimal control theory is applied to these systems and a hybrid version of Pontryagin's maximum principle is presented. This…

Optimization and Control · Mathematics 2021-11-24 William Clark , Maria Oprea , Andrew J. Graven

This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…

Optimization and Control · Mathematics 2023-07-20 Juanjuan Xu , Jingmei Liu , Zhaorong Zhang , Wei Wang

In this paper, we develop an optimal control framework for dynamical systems when only an approximate model of the underlying plant is available. We consider a setting in which the control strategy is synthesized using a model-based optimal…

Optimization and Control · Mathematics 2026-01-16 Andreas A. Malikopoulos

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

Mathematical Physics · Physics 2015-05-14 L. Colombo , D. Martin de Diego , M. Zuccalli

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…

Optimization and Control · Mathematics 2019-03-22 Pedro Hespanhol , Rien Quirynen , Stefano Di Cairano

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

We consider the problem of designing a machine learning-based model of an unknown dynamical system from a finite number of (state-input)-successor state data points, such that the model obtained is also suitable for optimal control design.…

Systems and Control · Electrical Eng. & Systems 2024-10-10 Filippo Fabiani , Bartolomeo Stellato , Daniele Masti , Paul J. Goulart

Decision-making in complex, continuous multi-task environments is often hindered by the difficulty of obtaining accurate models for planning and the inefficiency of learning purely from trial and error. While precise environment dynamics…

Machine Learning · Computer Science 2025-03-20 Jeff Jewett , Sandhya Saisubramanian

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller

Approximate simulation, an extension of simulation relations from formal methods to continuous systems, is a powerful tool for hierarchical control of complex systems. Finding an approximate simulation relation between the full "concrete"…

Systems and Control · Electrical Eng. & Systems 2020-03-10 Vince Kurtz , Patrick M. Wensing , Hai Lin

This paper presents a scheme for dual robust control of batch processes under parametric uncertainty. The dual-control paradigm arises in the context of adaptive control. A trade-off should be decided between the control actions that…

Systems and Control · Electrical Eng. & Systems 2019-06-21 Radoslav Paulen , Miroslav Fikar

Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…

Optimization and Control · Mathematics 2025-02-06 Anthony Hastir , Birgit Jacob , Hans Zwart

Control of large-scale networked systems often necessitates the availability of complex models for the interactions amongst the agents. However in many applications, building accurate models of agents or interactions amongst them might be…

Optimization and Control · Mathematics 2019-03-21 Siavash Alemzadeh , Mehran Mesbahi