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A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

We study the Linear-Quadratic optimal control problem for a general class of infinite-dimensional passive systems, allowing for unbounded input and output operators. We show that under mild assumptions, the finite cost condition is always…

Optimization and Control · Mathematics 2025-06-05 Anthony Hastir , Birgit Jacob

Classical turnpikes correspond to optimal steady states which are attractors of optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the…

Optimization and Control · Mathematics 2021-04-08 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Manuel Schaller , Karl Worthmann

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

Optimization and Control · Mathematics 2025-05-29 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with…

Optimization and Control · Mathematics 2023-01-24 Attila Karsai

This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…

Optimization and Control · Mathematics 2021-04-13 Jingrui Sun , Zhen Wu , Jie Xiong

We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end,…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

We study the infinite horizon Linear-Quadratic problem and the associated algebraic Riccati equations for systems with unbounded control actions. The operator-theoretic context is motivated by composite systems of Partial Differential…

Optimization and Control · Mathematics 2012-02-28 Paolo Acquistapace , Francesca Bucci , Irena Lasiecka

It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite…

Optimization and Control · Mathematics 2019-10-15 Qi Lu , Xu Zhang

In this paper, we introduce turnpike arguments in the context of optimal state estimation. In particular, we show that the optimal solution of the state estimation problem involving all available past data serves as turnpike for the…

Optimization and Control · Mathematics 2025-10-22 Julian D. Schiller , Lars Grüne , Matthias A. Müller

We investigate convergence and turnpike properties for linear-quadratic mean field control problems with common noise. Within a unified framework, we analyze a finite-horizon social optimization problem, its mean field control limit, and…

Optimization and Control · Mathematics 2026-01-13 Erhan Bayraktar , Jiamin Jian

We consider the linear quadratic (LQ) optimal control problem for a class of evolution equations in infinite dimensions, in the presence of distributed and nonlocal inputs. Following the perspective taken in our previous research work on…

Optimization and Control · Mathematics 2024-07-23 Paolo Acquistapace , Francesca Bucci

This note introduces a new analytic approach to the solution of a very general class of finite-horizon optimal control problems formulated for discrete-time systems. This approach provides a parametric expression for the optimal control…

Optimization and Control · Mathematics 2012-09-03 Augusto Ferrante , Lorenzo Ntogramatzidis

We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…

Optimization and Control · Mathematics 2024-03-25 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

Turnpikes have recently gained significant research interest in optimal control, since they allow for pivotal insights into the structure of solutions to optimal control problems. So far, mainly steady state solutions which serve as optimal…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

We consider the Navier-Stokes system in a bounded domain with a smooth boundary. Given a sufficiently regular time-dependent global solution, we construct a finite-dimensional feedback control that is supported by a given open set and…

Optimization and Control · Mathematics 2010-09-20 Viorel Barbu , Sergio S. Rodrigues , Armen Shirikyan

This article aims at providing a unified analysis of the exponential stabilization of some abstract infinite dimensional systems undergoing an event-triggering mechanism that samples the control input. The partial differential equation is…

Analysis of PDEs · Mathematics 2025-08-11 Lucie Baudouin , Sylvain Ervedoza

We consider a constrained eigenvalue optimization problem that arises in an important nonlinear dynamical model for mRNA translation in the cell. We prove that the ordered list of optimal parameters admits a turnpike property, namely, it…

Optimization and Control · Mathematics 2026-01-21 Adam Kaminer , Thomas Kriecherbauer , Lars Grüne , Michael Margaliot

A quantitative frequency-domain condition related to the exponential stabilizability for infinite-dimensional linear control systems is presented. It is proven that this condition is necessary and sufficient for the stabilizability of…

Optimization and Control · Mathematics 2024-03-07 Karl Kunisch , Gengsheng Wang , Huaiqiang Yu