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The State-Dependent Riccati Equation (SDRE) approach is extensively utilized in nonlinear optimal control as a reliable framework for designing robust feedback control strategies. This work provides an analysis of the SDRE approach,…

Numerical Analysis · Mathematics 2026-03-10 Luca Saluzzi

The synthesis of suboptimal feedback laws for controlling nonlinear dynamics arising from semi-discretized PDEs is studied. An approach based on the State-dependent Riccati Equation (SDRE) is presented for H2 and Hinf control problems.…

Optimization and Control · Mathematics 2021-06-15 Alessandro Alla , Dante Kalise , Valeria Simoncini

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

This paper introduces a unified approach for state estimation and control of nonlinear dynamic systems, employing the State-Dependent Riccati Equation (SDRE) framework. The proposed approach naturally extends classical linear quadratic…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Azra Redzovic , Adnan Tahirovic

This paper proposes a novel framework for safety-critical optimal trajectory tracking in nonlinear systems based on the state-dependent Riccati equation (SDRE) methodology. By embedding barrier states into the system dynamics, the proposed…

Systems and Control · Electrical Eng. & Systems 2025-09-29 Yazdan Batmani , Saber Omidi

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

A supervised learning approach for the solution of large-scale nonlinear stabilization problems is presented. A stabilizing feedback law is trained from a dataset generated from State-dependent Riccati Equation solves. The training phase is…

Optimization and Control · Mathematics 2021-03-09 Giacomo Albi , Sara Bicego , Dante Kalise

We present an approach for the optimization of irrigation in a Richards' equation framework. We introduce a proper cost functional, aimed at minimizing the amount of water provided by irrigation, at the same time maximizing the root water…

Optimization and Control · Mathematics 2024-11-18 Alessandro Alla , Marco Berardi , Luca Saluzzi

By computing a feedback control via the linear quadratic regulator (LQR) approach and simulating a non-linear non-autonomous closed-loop system using this feedback, we combine two numerically challenging tasks. For the first task, the…

Numerical Analysis · Mathematics 2024-02-22 B. Baran , P. Benner , J. Saak , T. Stillfjord

The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…

Optimization and Control · Mathematics 2024-01-30 Boris Lohmann , Joscha Bongard

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

This paper proposes a nonlinear optimal guidance law that enables a pursuer to enclose a target within arbitrary geometric patterns, which extends beyond conventional circular encirclement. The design operates using only relative state…

Systems and Control · Electrical Eng. & Systems 2025-09-25 Abhinav Sinha , Rohit V. Nanavati

Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…

Optimization and Control · Mathematics 2021-04-09 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…

Systems and Control · Computer Science 2017-08-03 Atiye Alaeddini , Kristi A. Morgansen , Mehran Mesbahi

We propose an approach for the synthesis of robust and optimal feedback controllers for nonlinear PDEs. Our approach considers the approximation of infinite-dimensional control systems by a pseudospectral collocation method, leading to…

Optimization and Control · Mathematics 2019-05-16 Dante Kalise , Sudeep Kundu , Karl Kunisch

This paper is concerned with a general non-homogeneous stochastic linear quadratic (LQ) control problem with regime switching and random coefficients. We obtain the explicit optimal state feedback control and optimal value for this problem…

Optimization and Control · Mathematics 2023-07-17 Ying Hu , Xiaomin Shi , Zuo Quan Xu

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Optimization and Control · Mathematics 2024-11-19 Andreas Prohl , Yanqing Wang

In this paper, we study non-homogeneous stochastic linear-quadratic (LQ) optimal control problems with multi-dimensional state and regime switching. We focus on the corresponding stochastic Riccati equation, which is the same as that one in…

Optimization and Control · Mathematics 2024-04-02 Yuyang Chen , Peng Luo

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

Probability · Mathematics 2024-06-27 Wilhelm Stannat , Lukas Wessels

A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a…

Optimization and Control · Mathematics 2019-02-08 Dante Kalise , Karl Kunisch
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