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Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…

Machine Learning · Computer Science 2023-10-31 Dominik Straub , Matthias Schultheis , Heinz Koeppl , Constantin A. Rothkopf

This paper considers the class of deterministic continuous-time optimal control problems (OCPs) with piecewise-affine (PWA) vector field, polynomial Lagrangian and semialgebraic input and state constraints. The OCP is first relaxed as an…

Optimization and Control · Mathematics 2012-11-15 M. Rasheed Abdalmoaty , Didier Henrion , Luis Rodrigues

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

In this paper, we consider the problem of periodic optimal control of nonlinear systems subject to online changing and periodically time-varying economic performance measures using model predictive control (MPC). The proposed economic MPC…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Johannes Köhler , Matthias A. Müller , Frank Allgöwer

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…

Optimization and Control · Mathematics 2014-05-19 Robert J. Kipka , Yuri S. Ledyaev

We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a…

Optimization and Control · Mathematics 2020-01-29 Leonardo J. Colombo , David Martín de Diego , Aradhana Nayak , Rodrigo T. Sato Martín de Almagro

This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…

Optimization and Control · Mathematics 2015-06-04 Fernando Jimenez , Marin Kobilarov , David Martin de Diego

In this paper we present a new steepest-descent type algorithm for convex optimization problems. Our algorithm pieces the unknown into sub-blocs of unknowns and considers a partial optimization over each sub-bloc. In quadratic optimization,…

Optimization and Control · Mathematics 2015-01-15 Mohamed Kamel Riahi

This study introduces an approach to obtain a neighboring extremal optimal control (NEOC) solution for a closed-loop optimal control problem, applicable to a wide array of nonlinear systems and not necessarily quadratic performance indices.…

Optimization and Control · Mathematics 2023-12-11 Ayush Rai , Shaoshuai Mou , Brian D. O. Anderson

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decomposition approach into a mixed-integer optimal control problem without…

Optimization and Control · Mathematics 2021-04-21 Simone Göttlich , Falk M. Hante , Andreas Potschka , Lars Schewe

In this work, we address the challenge of approximating unknown system dynamics and costs by representing them as a bilinear system using Koopman-based Inverse Optimal Control (IOC). Using optimal trajectories, we construct a bilinear…

Systems and Control · Electrical Eng. & Systems 2025-01-31 Victor Nan Fernandez-Ayala , Shankar A. Deka , Dimos V. Dimarogonas

Distributed and decentralized optimization are key for the control of networked systems. Application examples include distributed model predictive control and distributed sensing or estimation. Non-linear systems, however, lead to problems…

Optimization and Control · Mathematics 2023-07-06 Alexander Engelmann , Gösta Stomberg , Timm Faulwasser

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

In this work we are interested in the construction of numerical methods for high dimensional constrained nonlinear optimization problems by particle-based gradient-free techniques. A consensus-based optimization (CBO) approach combined with…

Optimization and Control · Mathematics 2021-11-23 Giacomo Borghi , Michael Herty , Lorenzo Pareschi

This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…

Optimization and Control · Mathematics 2024-03-08 Kenshiro Oguri

In this paper we study a distributed optimal control problem for a nonlocal convective Cahn--Hilliard equation with degenerate mobility and singular potential in three dimensions of space. While the cost functional is of standard tracking…

Analysis of PDEs · Mathematics 2014-09-26 Elisabetta Rocca , Juergen Sprekels

Sampling-based model predictive control methods like MPPI and CEM are essential for real-time control of nonlinear robotic systems, particularly where discontinuous dynamics preclude gradient-based optimization. However, these methods…

Robotics · Computer Science 2026-05-05 Vincent Pacelli , Akash Ratheesh , Evangelos A. Theodorou
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