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Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

We present SOCKS, a data-driven stochastic optimal control toolbox based in kernel methods. SOCKS is a collection of data-driven algorithms that compute approximate solutions to stochastic optimal control problems with arbitrary cost and…

Machine Learning · Computer Science 2022-03-15 Adam J. Thorpe , Meeko M. K. Oishi

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

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

We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop

Current direct-collocation-based optimal control software is either easy to use or fast, but not both. This is a major limitation for users that are trying to formulate complex optimal control problems (OCPs) for use in on-line…

Mathematical Software · Computer Science 2020-05-05 Huckleberry Febbo , Paramsothy Jayakumar , Jeffrey L. Stein , Tulga Ersal

Robust optimal or min-max model predictive control (MPC) approaches aim to guarantee constraint satisfaction over a known, bounded uncertainty set while minimizing a worst-case performance bound. Traditionally, these methods compute a…

Systems and Control · Electrical Eng. & Systems 2025-09-04 J. Wehbeh , E. C. Kerrigan

The modular open-source framework GRAMPC-D for model predictive control of distributed systems is presented in this paper. The modular concept allows to solve optimal control problems (OCP) in a centralized and distributed fashion using the…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Daniel Burk , Andreas Völz , Knut Graichen

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…

Optimization and Control · Mathematics 2014-10-17 Stefan Streif , Matthias Karl , Ali Mesbah

Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…

SOSOPT is a Matlab toolbox for formulating and solving Sum-of-Squares (SOS) polynomial optimizations. This document briefly describes the use and functionality of this toolbox. Section 1 introduces the problem formulations for SOS tests,…

Optimization and Control · Mathematics 2016-11-26 Peter Seiler

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos

The fundamental problem of stabilizing a general nonaffine continuous-time nonlinear system is investigated via piecewise affine linear models (PALMs) in this article. A novel integral sliding-mode parallel control (ISMPC) approach is…

Systems and Control · Electrical Eng. & Systems 2023-02-16 Chunyang Zhang , Qing Gao , Yue Deng , Jianbin Qiu

In this paper, we propose a new algorithm to solve the Inverse Stochastic Optimal Control (ISOC) problem of the linear-quadratic sensorimotor (LQS) control model. The LQS model represents the current state-of-the-art in describing…

Optimization and Control · Mathematics 2024-03-20 Philipp Karg , Manuel Hess , Balint Varga , Sören Hohmann

Precision motion systems are at the core of various manufacturing equipment. The rapidly increasing demand for higher productivity necessitates higher control bandwidth in the motion systems to effectively reject disturbances while…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Jingjie Wu , Lei Zhou

We provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint based solution of partial differential equation (PDE) constrained optimization. This…

Optimization and Control · Mathematics 2020-05-28 Oana Marin , Emil Constantinescu , Barry Smith

We propose a robust data-driven output feedback control algorithm that explicitly incorporates inherent finite-sample model estimate uncertainties into the control design. The algorithm has three components: (1) a subspace identification…

Systems and Control · Electrical Eng. & Systems 2022-05-12 Benjamin Gravell , Iman Shames , Tyler Summers

We propose a data-driven min-max model predictive control (MPC) scheme to control unknown discrete-time bilinear systems. Based on a sequence of noisy input-state data, we state a set-membership representation for the unknown system…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Yifan Xie , Julian Berberich , Robin Strässer , Frank Allgöwer

Nonlinear model predictive control (MPC) is a flexible and increasingly popular framework used to synthesize feedback control strategies that can satisfy both state and control input constraints. In this framework, an optimization problem,…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Kong Yao Chee , M. Ani Hsieh , Nikolai Matni