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We consider stochastic impulse control problems where the process is driven by a general one-dimensional diffusion. We shall show a new mathematical characterization of the value function as a linear function in a certain transformed space.…

Optimization and Control · Mathematics 2007-05-23 Masahiko Egami

In this paper, we consider the analysis and control of continuous-time nonlinear systems to ensure universal shifted stability and performance, i.e., stability and performance w.r.t. each forced equilibrium point of the system. This…

Systems and Control · Electrical Eng. & Systems 2023-08-17 Patrick J. W. Koelewijn , Siep Weiland , Roland Tóth

Control of a dynamical system without the knowledge of dynamics is an important and challenging task. Modern machine learning approaches, such as deep neural networks (DNNs), allow for the estimation of a dynamics model from control inputs…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Suruchi Sharma , Volodymyr Makarenko , Gautam Kumar , Stas Tiomkin

We propose a new method for controlling linear dynamical systems under adversarial disturbances and cost functions. Our algorithm achieves a running time that scales polylogarithmically with the inverse of the stability margin, improving…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Anand Brahmbhatt , Gon Buzaglo , Sofiia Druchyna , Elad Hazan

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

We present an approach to path following using so-called control funnel functions. Synthesizing controllers to "robustly" follow a reference trajectory is a fundamental problem for autonomous vehicles. Robustness, in this context, requires…

Robotics · Computer Science 2018-08-06 Hadi Ravanbakhsh , Sina Aghli , Christoffer Heckman , Sriram Sankaranarayanan

Frequency stability is fundamental to the secure operation of power systems. With growing uncertainty and volatility introduced by renewable generation, secondary frequency regulation must now deliver enhanced performance not only in the…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Yixuan Yu , Rajni K. Bansal , Yan Jiang , Pengcheng You

We study adaptive fault tolerant tracking control for uncertain linear systems. Based on recent results in funnel control and the time-varying Byrnes-Isidori form, we develop a low-complexity model-free controller which achieves prescribed…

Optimization and Control · Mathematics 2019-12-05 Thomas Berger

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

In this paper, we propose a chance constrained stochastic model predictive control scheme for reference tracking of distributed linear time-invariant systems with additive stochastic uncertainty. The chance constraints are reformulated…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

Nonlinear tracking control enabling a dynamical system to track a desired trajectory is fundamental to robotics, serving a wide range of civil and defense applications. In control engineering, designing tracking control requires complete…

Robotics · Computer Science 2023-09-21 Zheng-Meng Zhai , Mohammadamin Moradi , Ling-Wei Kong , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…

Optimization and Control · Mathematics 2016-05-04 Ashkan Jasour , Constantino Lagoa

The performance of a feedforward controller is primarily determined by the extent to which it can capture the relevant dynamics of a system. The aim of this paper is to develop an input-output linear parameter-varying (LPV) feedforward…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Johan Kon , Jeroen van de Wijdeven , Dennis Bruijnen , Roland Tóth , Marcel Heertjes , Tom Oomen

How can we learn the laws underlying the dynamics of stochastic systems when their trajectories are sampled sparsely in time? Existing methods either require temporally resolved high-frequency observations, or rely on geometric arguments…

Dynamical Systems · Mathematics 2025-12-30 Dimitra Maoutsa

In this paper, we focus on recovery control of nonlinear systems from attacks or failures. The main challenges of this problem lie in (1) learning the unknown dynamics caused by attacks or failures with formal guarantees, and (2) finding…

Systems and Control · Electrical Eng. & Systems 2025-11-07 Zihao Song , Shirantha Welikala , Panos J. Antsaklis , Hai Lin

We consider a nonlinear reaction diffusion system of parabolic type known as the monodomain equations, which model the interaction of the electric current in a cell. Together with the FitzHugh-Nagumo model for the nonlinearity they…

Optimization and Control · Mathematics 2021-01-27 Thomas Berger , Tobias Breiten , Marc Puche , Timo Reis

Direct torque control is considered as one of the most efficient techniques for speed and/or position tracking control of induction motor drives. However, this control scheme has several drawbacks: the switching frequency may exceed the…

Systems and Control · Computer Science 2012-09-07 Jean Thomas , Anders Hansson

The method of complex Langevin simulations is a tool that can be used to tackle the complex-action problem encountered, for instance, in finite-density lattice quantum chromodynamics or real-time lattice field theories. The method is based…

High Energy Physics - Lattice · Physics 2024-10-18 Michael Mandl , Michael W. Hansen , Erhard Seiler , Dénes Sexty

The considered optimal control problem of a stochastic power system, is to select the set of power supply vectors which infimizes the probability that the phase-angle differences of any power flow of the network, endangers the transient…

Optimization and Control · Mathematics 2024-01-31 Zhen Wang , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H. van Schuppen