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Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…

Machine Learning · Computer Science 2026-05-11 Minseok Kim , Yeongjong Kim , Namkyeong Cho , Yeoneung Kim

Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure.…

Optimization and Control · Mathematics 2022-10-18 Fan Lu , Joel Mathias , Sean Meyn , Karanjit Kalsi

This paper addresses the model-free nonlinear optimal problem with generalized cost functional, and a data-based reinforcement learning technique is developed. It is known that the nonlinear optimal control problem relies on the solution of…

Systems and Control · Computer Science 2013-11-20 Biao Luo , Huai-Ning Wu , Tingwen Huang , Derong Liu

Microgrids have more operational flexibilities as well as uncertainties than conventional power grids, especially when renewable energy resources are utilized. An energy storage based feedback controller can compensate undesired dynamics of…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Tianwei Xia , Kai Sun , Wei Kang

This paper develops an optimal relative output-feedback based solution to the containment control problem of linear heterogeneous multi-agent systems. A distributed optimal control protocol is presented for the followers to not only assure…

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Han Wang , Di Wu , Lin Cheng , Shengping Gong , Xu Huang

This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated…

Optimization and Control · Mathematics 2012-03-14 Xuchu Ding , Mircea Lazar , Calin Belta

This paper studies stochastic optimization problems and associated Bellman equations in formats that allow for reduced dimensionality of the cost-to-go functions. In particular, we study stochastic control problems in the…

Optimization and Control · Mathematics 2025-05-20 Teemu Pennanen , Ari-Pekka Perkkiö

We propose a reachability approach for infinite and finite horizon multi-objective optimization problems for low-thrust spacecraft trajectory design. The main advantage of the proposed method is that the Pareto front can be efficiently…

Optimization and Control · Mathematics 2022-02-21 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

We investigate an optimal control problem for a diffusion whose drift and running cost are merely measurable in the state variable. Such low regularity rules out the use of Pontryagin's maximum principle and also invalidates the standard…

Optimization and Control · Mathematics 2025-09-03 Kai Du , Qingmeng Wei

Due to simplicity and strong stability guarantees, predictor feedback methods have stood as a popular approach for time delay systems since the 1950s. For time-varying delays, however, implementation requires computing a prediction horizon…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Luke Bhan , Miroslav Krstic , Yuanyuan Shi

The ergodic control problem for a non-degenerate controlled diffusion controlled through its drift is considered under a uniform stability condition that ensures the well-posedness of the associated Hamilton-Jacobi-Bellman (HJB) equation. A…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis , Vivek S. Borkar

The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy…

Numerical Analysis · Mathematics 2022-07-27 Konstantinos Chrysafinos , Dimitra Plaka

In this paper, we present an application of the optimal control theory to orbital transfer of Low Earth Orbit satellites. The optimal control problem is treated with Dynamic Programming techniques which require solving the…

Optimization and Control · Mathematics 2024-07-23 C. Ciancarelli , R. Ferretti , A. Intelisano , G. Villani

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

The paper concerns the infinite dimensional Hamilton-Jacobi-Bellman equation related to optimal control problem regulated by a transport equation with boundary control. A suitable viscosity solution approach is needed in view of the…

Optimization and Control · Mathematics 2007-05-23 Giorgio Fabbri

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…

Optimization and Control · Mathematics 2025-11-11 Qi Zhang , Yanjie Zhang , Ao Zhang

Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…

Optimization and Control · Mathematics 2024-03-06 Tingwei Meng , Siting Liu , Wuchen Li , Stanley Osher
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