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We consider the problem of determining a sequence of payments among a set of entities that clear (if possible) the liabilities among them. We formulate this as an optimal control problem, which is convex when the objective function is, and…

Computational Finance · Quantitative Finance 2020-05-20 Shane Barratt , Stephen Boyd

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

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as large nonlinear optimization problems. The optimization problems are challenging to solve due to their size, especially if…

Optimization and Control · Mathematics 2023-10-19 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

In this contribution, we introduce an efficient method for solving the optimal control problem for an unconstrained nonlinear switched system with an arbitrary cost function. We assume that the sequence of the switching modes are given but…

Systems and Control · Computer Science 2017-11-08 Farbod Farshidian , Maryam Kamgarpour , Diego Pardo , Jonas Buchli

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that…

Probability · Mathematics 2015-12-01 Huyên Pham , Xiaoli Wei

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

Optimization and Control · Mathematics 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu

An optimal control problem for longitudinal motions of a thin elastic rod is considered. We suppose that a normal force, which changes piecewise constantly along the rod's length, is applied to the cross-section so that the positions of…

Optimization and Control · Mathematics 2023-04-13 Georgy Kostin , Alexander Gavrikov

This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…

Optimization and Control · Mathematics 2018-08-14 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

Motivated by the problem of designing robust composite pulses for Bloch equations in the presence of natural perturbations, we study an abstract optimal ensemble control problem in a probabilistic setting with a general nonlinear…

Optimization and Control · Mathematics 2023-06-26 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , Antonio Pedro Aguiar

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

Probability · Mathematics 2020-04-16 Mingshang Hu , Falei Wang

A piecewise constant Mayer cost function is used to model optimal control problems in which the state space is partitioned into several regions, each having its own Mayer cost value. In such a context, the standard numerical methods used in…

Optimization and Control · Mathematics 2021-12-02 P. -Y. Bouchet , C. Audet , L. Bourdin

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as nonlinear optimization problems. Increasing the number of scenarios improves robustness, while increasing the size of the…

Optimization and Control · Mathematics 2023-06-09 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

In optimal control problems, disturbances are typically dealt with using robust solutions, such as H-infinity or tube model predictive control, that plan control actions feasible for the worst-case disturbance. Yet, planning for every…

Optimization and Control · Mathematics 2020-08-27 Luiz F. O. Chamon , Alexandre Amice , Santiago Paternain , Alejandro Ribeiro

Optimal control of a mobile robot system is formulated. Multiobjective criteria of time and energy is employed. The optimal control problem is formulated as a nonlinear programming problem (NLP). The problem is solved using the direct…

Optimization and Control · Mathematics 2013-12-30 Mohamad Shahab , Amar Khoukhi , Fouad Al-Sunni

Constrained non-convex optimization problems frequently arise in control applications. Solving such problems is inherently challenging, as existing methods often converge to suboptimal local minima or incur prohibitive computational costs.…

Optimization and Control · Mathematics 2026-01-27 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

Optimization and Control · Mathematics 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

We examine robust output feedback control of discrete-time nonlinear systems with bounded uncertainties affecting the dynamics and measurements. Specifically, we demonstrate how to construct semi-infinite programs that produce gains to…

Systems and Control · Electrical Eng. & Systems 2024-09-16 Jad Wehbeh , Eric C. Kerrigan