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This paper presents a quasi time optimal receding horizon control algorithm. The proposed algorithm generates near time optimal control when the state of the system is far from the target. When the state attains a certain neighbourhood of…

Optimization and Control · Mathematics 2007-05-23 Piotr Bania

In Path Integral control problems a representation of an optimally controlled dynamical system can be formally computed and serve as a guidepost to learn a parametrized policy. The Path Integral Cross-Entropy (PICE) method tries to exploit…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Dominik Thalmeier , Hilbert J. Kappen , Simone Totaro , Vicenç Gómez

In this paper, we focus on large intelligent reflecting surfaces (IRSs) and propose a new codebook construction method to obtain a set of pre-designed phase-shift configurations for the IRS unit cells. Since the complexity of online…

Information Theory · Computer Science 2022-08-09 Walid R. Ghanem , Vahid Jamali , Malte Schellmann , Hanwen Cao , Joseph Eichinger , Robert Schober

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on Policy Search algorithms, that compute an approximately optimal policy by following the standard Policy Iteration (PI)…

Artificial Intelligence · Computer Science 2013-06-04 Bruno Scherrer

This work presents a stochastic dynamic programming (SDP) algorithm that aims at minimizing an economic criteria based on the total energy consumption of a range extender electric vehicle (REEV). This algorithm integrates information from…

Optimization and Control · Mathematics 2016-11-18 K. Aouchiche , J. Frederic Bonnans , Giovanni Granato , Hasnaa Zidani

We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Optimization and Control · Mathematics 2009-09-28 Debasish Chatterjee , Eugenio Cinquemani , Giorgos Chaloulos , John Lygeros

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

The rapid evolution of Cyber-Physical Systems (CPS) across various domains like mobility systems, networked control systems, sustainable manufacturing, smart power grids, and the Internet of Things necessitates innovative solutions that…

Optimization and Control · Mathematics 2024-06-25 Andreas A. Malikopoulos

In the wake of quantum computing advancements and quantum algorithmic progress, quantum algorithms are increasingly being employed to address a myriad of combinatorial optimization problems. Among these, the Independent Domination Problem…

Quantum Physics · Physics 2024-12-31 Haoqian Pan , Changhong Lu

In this paper, we consider undiscouted infinite-horizon optimal control for deterministic systems with an uncountable state and input space. We specifically address the case when the classic value iteration does not converge. For such…

Systems and Control · Electrical Eng. & Systems 2026-04-15 Jonas Mair , Lukas Schwenkel , Matthias A. Müller , Frank Allgöwer

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

We study the problem of mixed $\mathit{H}_2/\mathit{H}_\infty$ control in the infinite-horizon setting. We identify the optimal causal controller that minimizes the $\mathit{H}_2$ cost of the closed-loop system subject to an…

Optimization and Control · Mathematics 2024-10-01 Vikrant Malik , Taylan Kargin , Joudi Hajar , Babak Hassibi

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Optimization and Control · Mathematics 2021-09-30 Yuchao Li , Karl H. Johansson , Jonas Mårtensson , Dimitri P. Bertsekas

Decades of exponential scaling in high performance computing (HPC) efficiency is coming to an end. Transistor based logic in complementary metal-oxide semiconductor (CMOS) technology is approaching physical limits beyond which further…

Machine Learning · Computer Science 2024-02-01 Fiona Knoll , John T. Daly , Jess J. Meyer

Over the past decade, stochastic algorithms have emerged as scalable and efficient tools for solving large-scale ill-posed inverse problems by randomly selecting subsets of equations at each iteration. However, due to the ill-posedness and…

Numerical Analysis · Mathematics 2025-09-09 Harshit Bajpai , Gaurav Mittal , Ankik Kumar Giri

This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…

Optimization and Control · Mathematics 2023-04-26 Ilya Shvartsman

Iterative Hard Thresholding (IHT) is a class of projected gradient descent methods for optimizing sparsity-constrained minimization models, with the best known efficiency and scalability in practice. As far as we know, the existing…

Machine Learning · Computer Science 2017-06-22 Bo Liu , Xiao-Tong Yuan , Lezi Wang , Qingshan Liu , Dimitris N. Metaxas

In this paper, we establish a zero-sum, hybrid state stochastic game model for designing defense policies for cyber-physical systems against different types of attacks. With the increasingly integrated properties of cyber-physical systems…

Computer Science and Game Theory · Computer Science 2017-10-03 Fei Miao , Quanyan Zhu , Miroslav Pajic , George J. Pappas

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller

This paper considers the problem of reachability analysis of control systems with optimal controllers, as a first step towards verifying the safety and correctness of such systems. Despite their appeal in guaranteeing task satisfaction…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Dylan Le , Joel McCandless , Carlos Varela , Radoslav Ivanov
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