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We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…

Numerical Analysis · Mathematics 2018-03-13 Roxana Dumitrescu , Christoph Reisinger , Yufei Zhang

We derive the explicit solution of the problem of time-optimal control by a common magnetic fields for two independent spin-$\frac{1}{2}$ particles. Our approach is based on the Pontryagin Maximum Principle and a novel symmetry reduction…

Quantum Physics · Physics 2018-12-12 Yunlan Ji , Ji Bian , Min Jiang , Domenico D'Alessandro , Xinhua Peng

The paper addresses an optimal ensemble control problem for nonlocal continuity equations on the space of probability measures. We admit the general nonlinear cost functional, and an option to directly control the nonlocal terms of the…

Optimization and Control · Mathematics 2023-10-09 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn

In this paper, we address two minimal controllability problems, where the goal is to determine a minimal subset of state variables in a linear time-invariant system to be actuated to ensure controllability under additional constraints.…

Optimization and Control · Mathematics 2016-04-20 Sergio Pequito , Guilherme Ramos , Soummya Kar , A. Pedro Aguiar , Jaime Ramos

This paper studies optimal control under the average-reward/cost criterion for deterministic linear systems. We derive the value function and optimal policy, and propose an approximate solution using Model Predictive Control to enable…

Optimization and Control · Mathematics 2025-07-08 Duc Cuong Nguyen

Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…

Logic in Computer Science · Computer Science 2016-02-29 Eva Tesarova , Maria Svorenova , Jiri Barnat , Ivana Cerna

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

Optimization and Control · Mathematics 2018-02-19 Vladimir Gaitsgory , Alex Parkinson , Ilya Shvartsman

Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…

Optimization and Control · Mathematics 2016-12-02 Alexander Ovseevich , Aleksey Fedorov

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Computer Science and Game Theory · Computer Science 2011-07-11 John Fearnley , Markus Rabe , Sven Schewe , Lijun Zhang

This article presents an identification methodology to capture general relationships, with application to piecewise nonlinear approximations of model predictive control for constrained (non)linear systems. The mathematical formulation…

Optimization and Control · Mathematics 2017-01-06 Van-Vuong Trinh , Mazen Alamir , Patrick Bonnay

In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…

Systems and Control · Electrical Eng. & Systems 2024-10-08 Fengjiao Liu , George Rapakoulias , Panagiotis Tsiotras

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

Optimization and Control · Mathematics 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

This paper addresses the planning and control problem for nonlinear systems under Signal Temporal Logic (STL) specifications. We first decompose an STL task into finite local tasks. A sampling-based method generates sequences of local…

Systems and Control · Electrical Eng. & Systems 2026-04-28 Zuodong Pan , Xu Fang , Wei Ren

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…

Optimization and Control · Mathematics 2013-11-12 Eduardo Oda , Pedro Aladar Tonelli

Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…

Artificial Intelligence · Computer Science 2024-06-21 Krishna C. Kalagarla , Dhruva Kartik , Dongming Shen , Rahul Jain , Ashutosh Nayyar , Pierluigi Nuzzo

Using optimal control, we establish and link the ultimate bounds in time (referred to as quantum speed limit) and energy of two- and three-level quantum nonlinear systems which feature 1:2 resonance. Despite the unreachable complete…

Quantum Physics · Physics 2023-11-07 Jing-jun Zhu , Kaipeng Liu , Xi Chen , Stéphane Guérin

This paper discusses the problem of assembly line control and introduces an optimal control formulation that can be used to improve the performance of the assembly line, in terms of cycle time minimization, resources' utilization, etc. A…

Optimization and Control · Mathematics 2020-10-01 Francesco Liberati , Andrea Tortorelli , Cesar Mazquiaran , Muhammad Imran , Martina Panfili

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

We present a decentralized minimum-time trajectory optimization scheme based on learning model predictive control for multi-agent systems with nonlinear decoupled dynamics and coupled state constraints. By performing the same task…

Systems and Control · Electrical Eng. & Systems 2020-12-21 Edward L. Zhu , Yvonne R. Stürz , Ugo Rosolia , Francesco Borrelli