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This paper addresses the challenging numerical simulation of nonlinear hybrid stochastic functional differential equations with infinite delays. We first propose an explicit scheme using space and time truncation, requiring only finite…

Numerical Analysis · Mathematics 2025-12-23 Guozhen Li , Xiaoyue Li , Xuerong Mao

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

The main goal of this paper is developing the method of discrete approximations to derive necessary optimality conditions for a class of constrained sweeping processes with nonsmooth perturbations. Optimal control problems for sweeping…

Optimization and Control · Mathematics 2020-05-13 Boris S. Mordukhovich , Dao Nguyen

This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…

Optimization and Control · Mathematics 2018-08-22 Tom Lefebvre , Frederik De Belie , Guillaume Crevecoeur

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…

General Economics · Economics 2024-12-09 Xianhua Peng , Steven Kou , Lekang Zhang

Learning stable dynamics from observed time-series data is an essential problem in robotics, physical modeling, and systems biology. Many of these dynamics are represented as an inputs-output system to communicate with the external…

Dynamical Systems · Mathematics 2023-01-18 Yuji Okamoto , Ryosuke Kojima

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu

Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…

Optimization and Control · Mathematics 2025-07-25 Takuya Ikeda , Masaaki Nagahara

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase

We present the conditions under which the time-optimal control problem for a nonlinear non-autonomous linearizable system can be solved by the method of successive approximations, at each step of which a power Markov moment min-problem is…

Optimization and Control · Mathematics 2022-03-17 Katerina V. Sklyar , Svetlana Yu. Ignatovich

We consider a data-driven formulation of the classical discrete-time stochastic control problem. Our approach exploits the natural structure of many such problems, in which significant portions of the system are uncontrolled. Employing the…

Optimization and Control · Mathematics 2025-08-25 Boris Baros , Samuel N. Cohen , Christoph Reisinger

A novel set-theoretical approach to hands-off control is proposed, focusing on spatial arguments for command limitation rather than temporal ones. By employing dynamical feedback alongside invariant set-based constraints, actuation is…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Andrei Sperilă , Sorin Olaru , Stéphane Drobot

In this paper, we exploit a diagonally dominant structure for the decentralized stabilization of unknown nonlinear time-delayed networks. To this end, we first introduce a novel generalization of virtual contraction analysis to diagonally…

Systems and Control · Electrical Eng. & Systems 2025-09-23 Yu Kawano , Zhiyong Sun

In this paper, a fixed-time safe control problem is investigated for an uncertain high-order nonlinear pure-feedback system with state constraints. A new nonlinear transformation function is firstly proposed to handle both the constrained…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Chaoqun Guo , Jiangping Hu , Jiasheng Hao , Sergej Celikovsky , Xiaoming Hu

The control of nonlinear dynamical systems remains a major challenge for autonomous agents. Current trends in reinforcement learning (RL) focus on complex representations of dynamics and policies, which have yielded impressive results in…

Machine Learning · Computer Science 2020-05-13 Hany Abdulsamad , Jan Peters

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…

Optimization and Control · Mathematics 2023-11-27 Gabriel Velho , Riccardo Bonalli , Jean Auriol , Islam Boussaada

In this article, we propose a new paradigm of control, called a maximum-hands-off control. A hands-off control is defined as a control that has a much shorter support than the horizon length. The maximum-hands-off control is the…

Optimization and Control · Mathematics 2013-08-05 Masaaki Nagahara , Daniel E. Quevedo , Dragan Nesic
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