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This paper concerns the risk-aware control of stochastic systems with temporal logic specifications dynamically assigned during runtime. Conventional risk-aware control typically assumes that all specifications are predefined and remain…

Systems and Control · Electrical Eng. & Systems 2024-05-01 Maico H. W. Engelaar , Zengjie Zhang , Mircea Lazar , Sofie Haesaert

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

Optimization and Control · Mathematics 2020-07-10 El Hassene Osmani , Mounir Haddou , Naceurdine Bensalem

We introduce a new problem setting for continuous control called the LQR with Rich Observations, or RichLQR. In our setting, the environment is summarized by a low-dimensional continuous latent state with linear dynamics and quadratic…

This paper presents a distributed model predictive control (DMPC) scheme for nonlinear continuous-time systems. The underlying distributed optimal control problem is cooperatively solved in parallel via a sensitivity-based algorithm. The…

Optimization and Control · Mathematics 2024-06-06 Maximilian Pierer von Esch , Andreas Völz , Knut Graichen

The Linear Quadratic Regulator (LQR) framework considers the problem of regulating a linear dynamical system perturbed by environmental noise. We compute the policy regret between three distinct control policies: i) the optimal online…

Optimization and Control · Mathematics 2020-02-10 Gautam Goel , Babak Hassibi

Nonlinear control systems with partial information to the decision maker are prevalent in a variety of applications. As a step toward studying such nonlinear systems, this work explores reinforcement learning methods for finding the optimal…

Machine Learning · Computer Science 2025-04-11 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

In real-world problems, uncertainties (e.g., errors in the measurement, precision errors) often lead to poor performance of numerical algorithms when not explicitly taken into account. This is also the case for control problems, where…

Optimization and Control · Mathematics 2020-12-18 Carlos Ignacio Hernández Castellanos , Sina Ober-Blöbaum , Sebastian Peitz

Safety-critical cyber-physical systems require control strategies whose worst-case performance is robust against adversarial disturbances and modeling uncertainties. In this paper, we present a framework for approximate control and learning…

Optimization and Control · Mathematics 2023-04-04 Aditya Dave , Ioannis Faros , Nishanth Venkatesh , Andreas A. Malikopoulos

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

In this paper, we present an iterative Model Predictive Control (MPC) design for piecewise nonlinear systems. We consider finite time control tasks where the goal of the controller is to steer the system from a starting configuration to a…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Ugo Rosolia , Aaron D. Ames

We propose a two-phase risk-averse architecture for controlling stochastic nonlinear robotic systems. We present Risk-Averse Nonlinear Steering RRT* (RANS-RRT*) as an RRT* variant that incorporates nonlinear dynamics by solving a nonlinear…

Robotics · Computer Science 2021-09-07 Sleiman Safaoui , Benjamin J. Gravell , Venkatraman Renganathan , Tyler H. Summers

Risk-aware navigation in unknown environments is a fundamental challenge for autonomous vehicles operating in complex urban systems. To address this issue, this paper presents a differentiable optimization layered safety-critical control…

Systems and Control · Electrical Eng. & Systems 2026-05-19 Jinyang Dong , Shizhen Wu , Yongchun Fang

This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…

Optimization and Control · Mathematics 2025-09-03 Jialong Li , Zhiyong Yu , Wanying Yue

The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Maryam Kamgarpour

This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…

Optimization and Control · Mathematics 2020-11-24 Kunwu Zhang , Yang Shi

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

We study the time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations with potentially indefinite cost weighting matrices for both the state and the control variables. Our research…

Optimization and Control · Mathematics 2023-12-15 Qi Lü , Bowen Ma

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan

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
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