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This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Donggun Lee , Claire J. Tomlin

In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control problems representing it? In other words, we search for an…

Optimization and Control · Mathematics 2015-07-07 Arkadiusz Misztela

This paper presents Lax formulae for solving the following optimal control problems: minimize the maximum (or the minimum) cost over a time horizon, while satisfying a state constraint. We present a viscosity theory, and by applying the…

Optimization and Control · Mathematics 2021-09-02 Donggun Lee , Claire J. Tomlin

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical…

Optimization and Control · Mathematics 2023-04-19 Paula Chen , Jérôme Darbon , Tingwei Meng

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…

Optimization and Control · Mathematics 2026-05-05 V. Cerone , S. M. Fosson , S. Pirrera , A. Re , D. Regruto

In this work, we propose and study a new approach to formulate the optimal control problem of second-order differential equations, with a particular interest in those derived from force-controlled Lagrangian systems. The formulation results…

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

The mathematical framework of hybrid system is a recent and general tool to treat control systems involving control action of heterogeneous nature. In this paper, we construct and test a semi-Lagrangian numerical scheme for solving the…

Numerical Analysis · Mathematics 2016-08-03 Roberto Ferretti , Achille Sassi

Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…

Optimization and Control · Mathematics 2025-05-20 Viktoriya Nikitina , Alberto De Marchi , Matthias Gerdts

This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…

Optimization and Control · Mathematics 2026-05-26 Simone Pirrera , Francesco Ripa , Daniele Astolfi , Vito Cerone , Sophie M. Fosson , Diego Regruto

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

The paper is about the data-driven computation of optimal control for a class of control affine deterministic nonlinear systems. We assume that the control dynamical system model is not available, and the only information about the system…

Optimization and Control · Mathematics 2021-04-13 Bowen Huang , Umesh Vaidya

In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in the optimal control theory with unbounded control set. We use a new method to construct representations for a wide class of…

Optimization and Control · Mathematics 2021-08-17 Arkadiusz Misztela

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

In the context of optimal control, we consider the inverse problem of Lagrangian identification given system dynamics and optimal trajectories. Many of its theoretical and practical aspects are still open. Potential applications are very…

Optimization and Control · Mathematics 2014-03-21 Edouard Pauwels , Didier Henrion , Jean-Bernard Bernard Lasserre

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan
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