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This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

An outstanding problem in Earth science is understanding the method of transport of magma in the Earth's mantle. Models for this process, transport in a viscously deformable porous media, give rise to scalar degenerate, dispersive,…

Pattern Formation and Solitons · Physics 2009-11-11 Gideon Simpson , Marc Spiegelman , Michael I. Weinstein

Converse optimality theory addresses an optimal control problem conversely where the system is unknown and the value function is chosen. Previous work treated this problem both in continuous and discrete time and non-extensively considered…

Optimization and Control · Mathematics 2022-08-15 Rania Tafat , Thomas Göhrt , Stefan Streif

Determining the reachable set for a given nonlinear control system is crucial for system control and planning. However, computing such a set is impossible if the system's dynamics are not fully known. This paper is motivated by a scenario…

Optimization and Control · Mathematics 2021-08-26 Taha Shafa , Melkior Ornik

This paper presents a synthesis approach aiming to guarantee a minimum upper-bound for the time taken to reach a target set of non-zero measure that encompasses the origin, while taking into account uncertainties and input and state…

Systems and Control · Electrical Eng. & Systems 2026-04-21 Víctor Costa da Silva Campos , Mariella Maia Quadros , Luciano Frezzato , Leonardo Mozelli , Anh-Tu Nguyen

Uncertainty propagation in non-linear dynamical systems has become a key problem in various fields including control theory and machine learning. In this work we focus on discrete-time non-linear stochastic dynamical systems. We present a…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Eduardo Figueiredo , Andrea Patane , Morteza Lahijanian , Luca Laurenti

Modern control systems must operate in increasingly complex environments subject to safety constraints and input limits, and are often implemented in a hierarchical fashion with different controllers running at multiple time scales. Yet…

Systems and Control · Electrical Eng. & Systems 2022-04-04 Noel Csomay-Shanklin , Andrew J. Taylor , Ugo Rosolia , Aaron D. Ames

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…

Optimization and Control · Mathematics 2021-04-23 Dongchan Lee , Konstantin Turitsyn , Jean-Jacques Slotine

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

Agent behavior is arguably the greatest source of uncertainty in trajectory planning for autonomous vehicles. This problem has motivated significant amounts of work in the behavior prediction community on learning rich distributions of the…

Robotics · Computer Science 2020-07-16 Allen Wang , Ashkan Jasour , Brian Williams

We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…

Optimization and Control · Mathematics 2014-08-25 Matthew M. Peet , Alexandre Seuret

In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…

Optimization and Control · Mathematics 2017-05-17 George I. Boutselis , Yunpeng Pan , Gerardo De La Tore , Evangelos A. Theodorou

We consider a nonlinear system, affine with respect to an unbounded control $u$ which is allowed to range in a closed cone. To this system we associate a Bolza type minimum problem, with a Lagrangian having sublinear growth with respect to…

Optimization and Control · Mathematics 2019-07-11 M. Soledad Aronna , Monica Motta , Franco Rampazzo

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

We calculate explicit estimates for the dimension of trajectories satisfying a certain growth bound. We generalize the classic results of Kurzweil by considering nonlinear nonautonomous and uniformly compact dynamical systems on normed…

Dynamical Systems · Mathematics 2025-02-25 John Ioannis Stavroulakis

We present a method for the steady state optimization of nonlinear delay differential equations. The method ensures stability and robustness, where a system is called robust if it remains stable despite uncertain parameters. Essentially, we…

Optimization and Control · Mathematics 2019-03-14 Jonas Otten , Martin Mönnigmann

We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…

Optimization and Control · Mathematics 2022-09-20 Francesco Micheli , Tyler Summers , John Lygeros

A Lyapunov design method is used to analyze the nonlinear stability of a generic reservoir computer for both the cases of continuous-time and discrete-time dynamics. Using this method, for a given nonlinear reservoir computer, a radial…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Afroza Shirin , Isaac S. Klickstein , Francesco Sorrentino

In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…

Optimization and Control · Mathematics 2019-12-10 Ashkan Jasour , Brian Williams