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We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…

Optimization and Control · Mathematics 2021-12-15 Anastasios Tsiamis , Dionysios S. Kalogerias , Alejandro Ribeiro , George J. Pappas

We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…

Optimization and Control · Mathematics 2016-11-28 Matúš Benko , Helmut Gfrerer

Sequential quadratic optimization algorithms are proposed for solving smooth nonlinear optimization problems with equality constraints. The main focus is an algorithm proposed for the case when the constraint functions are deterministic,…

Optimization and Control · Mathematics 2020-07-22 Albert Berahas , Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

We study the problem of stabilization for the acoustic system with a spatially distributed damping. Imposing various hypotheses on the structural properties of the damping term, we identify either exponential or polynomial decay of…

Analysis of PDEs · Mathematics 2012-08-23 K. Ammari , E. Feireisl , S. Nicaise

This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…

Optimization and Control · Mathematics 2022-03-31 Bingchang Wang , Huanshui Zhang

The possible occurrence of crystalline or inhomogeneous phases in the QCD phase diagram at large chemical potential has been under investigation for over thirty years. Such phases are present in models of QCD such as the Gross-Neveu model…

High Energy Physics - Phenomenology · Physics 2023-06-28 Theo F. Motta , Julian Bernhardt , Michael Buballa , Christian S. Fischer

Quadratic invariance is a condition which has been shown to allow for optimal decentralized control problems to be cast as convex optimization problems. The condition relates the constraints that the decentralization imposes on the…

Optimization and Control · Mathematics 2011-09-29 Michael C. Rotkowitz , Nuno C. Martins

Fractional derivative and delay are important tools in modeling memory properties in the natural system. This work deals with the stability analysis of a fractional order delay differential equation \begin{equation*} D^\alpha x(t)=\delta…

Dynamical Systems · Mathematics 2022-08-29 Sachin Bhalekar , Deepa Gupta

This paper studies several problems related to quadratic matrix inequalities (QMI's), i.e., inequalities in the Loewner order involving quadratic functions of matrix variables. In particular, we provide conditions under which the solution…

Optimization and Control · Mathematics 2023-02-22 Henk J. van Waarde , M. Kanat Camlibel , Jaap Eising , Harry L. Trentelman

Lattice QCD with an even number of degenerate quark flavours is shown to be a limit of a local bosonic field theory. The action of the bosonic theory is real and bounded from below so that standard simulation algorithms can be expected to…

High Energy Physics - Lattice · Physics 2009-10-22 Martin Luescher

We investigate the small-time local controllability of systems in the vicinity of an equilibrium. Given a small time, an initial data and a final data close from the equilibrium, is it possible to find a control (a source term) that guides…

Optimization and Control · Mathematics 2017-07-07 Frédéric Marbach

Quadratic systems of equations appear in several applications. The results in this paper are motivated by quadratic systems of equations that describe equilibrium behavior of physical infrastructure networks like the power and gas grids.…

Optimization and Control · Mathematics 2017-03-28 Krishnamurthy Dvijotham , Hung Nguyen , Konstantin Turitsyn

We introduce the concept of a control contraction metric, extending contraction analysis to constructive nonlinear control design. We derive sufficient conditions for exponential stabilizability of all trajectories of a nonlinear control…

Systems and Control · Computer Science 2017-02-09 Ian R. Manchester , Jean-Jacques E. Slotine

In this paper, we study the effect of non-vanishing disturbances on the stability of fixed-time stable (FxTS) systems. We present a new result on FxTS, which allows a positive term in the time derivative of the Lyapunov function with the…

Optimization and Control · Mathematics 2021-06-11 Mitchell Black , Kunal Garg , Dimitra Panagou

We introduce a system combining the quadratic self-attractive or composite quadratic-cubic nonlinearity, acting in the combination with the fractional diffraction, which is characterized by its L\'{e}vy index $\alpha $. The model applies to…

We study the constrained linear quadratic regulator with unknown dynamics, addressing the tension between safety and exploration in data-driven control techniques. We present a framework which allows for system identification through…

Optimization and Control · Mathematics 2019-07-09 Sarah Dean , Stephen Tu , Nikolai Matni , Benjamin Recht

We consider nonlinear scalar-input differential control systems in the vicinity of an equilibrium. When the linearized system at the equilibrium is controllable, the nonlinear system is smoothly small-time locally controllable, i.e.,…

Optimization and Control · Mathematics 2017-05-24 Karine Beauchard , Frédéric Marbach

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

Optimization and Control · Mathematics 2022-04-07 Ahmadreza Marandi , Aharon Ben-Tal , Dick den Hertog , Bertrand Melenberg

A while ago MLC (the conjecture that the Mandelbrot set is locally connected) was proven for quasi-hyperbolic points by Douady and Hubbard, and for boundaries of hyperbolic components by Yoccoz. More recently Yoccoz proved MLC for all at…

Dynamical Systems · Mathematics 2016-09-06 Mikhail Lyubich

In this work, we propose a tube-based MPC scheme for state- and input-constrained linear systems subject to dynamic uncertainties characterized by dynamic integral quadratic constraints (IQCs). In particular, we extend the framework of…

Optimization and Control · Mathematics 2022-05-03 Lukas Schwenkel , Johannes Köhler , Matthias A. Müller , Frank Allgöwer