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Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…

Optimization and Control · Mathematics 2024-02-02 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

This paper studies the adaptive optimal control problem for a class of linear time-delay systems described by delay differential equations (DDEs). A crucial strategy is to take advantage of recent developments in reinforcement learning and…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Leilei Cui , Bo Pang , Zhong-Ping Jiang

In this paper, we investigate the optimal output tracking problem for linear discrete-time systems with unknown dynamics using reinforcement learning and robust output regulation theory. This output tracking problem only allows to utilize…

Dynamical Systems · Mathematics 2021-01-22 Ci Chen , Lihua Xie , Yi Jiang , Kan Xie , Shengli Xie

In this paper, we propose a method for estimating the algebraic Riccati equation (ARE) with respect to an unknown discrete-time system from the system state and input observation. The inverse optimal control (IOC) problem asks, ``What…

Optimization and Control · Mathematics 2024-02-12 Shuhei Sugiura , Ryo Ariizumi , Masaya Tanemura , Toru Asai , Shun-ichi Azuma

The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…

Systems and Control · Computer Science 2021-08-05 Félix A. Miranda , Fernando Castaños , Alexander Poznyak

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Optimization and Control · Mathematics 2025-03-21 Chuanzhi Lv , Hongdan Li , Huanshui Zhang

This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

Optimization and Control · Mathematics 2024-12-31 Lander Vanroye , Joris De Schutter , Wilm Decré

This paper addresses the stabilization of dynamical systems in the infinite horizon optimal control setting using nonlinear feedback control based on State-Dependent Riccati Equations (SDREs). While effective, the practical implementation…

Numerical Analysis · Mathematics 2025-09-12 Luca Saluzzi , Maria Strazzullo

In control and engineering community, models generally contain a number of parameters which are unknown or roughly known. A complete knowledge of these parameters is critical to describe and analyze the dynamics of the system. This paper…

Optimization and Control · Mathematics 2015-01-30 Fei Sun , Kamran Turkoglu

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

The periodic signal tracking and the unknown disturbance rejection under limited communication resources are main important issues in many physical systems and practical applications. The control of such systems has some challenges such as…

Systems and Control · Electrical Eng. & Systems 2025-02-11 Mohammed Soliman , Abdul-Wahid A. Saif

Optimal tracking of continuous time nonlinear systems has been extensively studied in literature. However, in several applications, absence of knowledge about system dynamics poses a severe challenge to solving the optimal tracking problem.…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Amardeep Mishra , Satadal Ghosh

In this paper, near optimal tracking of a class of nonlinear systems is addressed. Adaptive (approximate) dynamic programming approach is used to calculate the optimal control in closed form. ADP (Adaptive (approximate) dynamic programming)…

Optimization and Control · Mathematics 2021-09-22 Farshid Asadi , Ali Heydari

This paper introduces and analyses a continuous optimization approach to solve optimal control problems involving ordinary differential equations (ODEs) and tracking type objectives. Our aim is to determine control or input functions, and…

Optimization and Control · Mathematics 2024-05-09 Vicky Holfeld , Michael Burger , Claudia Schillings

Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent research has revealed that for forward-backward control…

Optimization and Control · Mathematics 2025-04-22 Qi Lü , Bowen Ma , Hanxiao Wang

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

The State-Dependent Riccati Equation (SDRE) technique generalizes the classical algebraic Riccati formulation to nonlinear systems by designing an input to the system that optimally(suboptimally) regulates system states toward the origin…

Systems and Control · Electrical Eng. & Systems 2025-12-30 Arya Rashidinejad Meibodi , Mahbod Gholamali Sinaki , Khalil Alipour

We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…

Optimization and Control · Mathematics 2016-04-06 Jakob Löber

A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

Optimization and Control · Mathematics 2016-11-15 Xiaodong Xu , Stevan Dubljevic
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