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Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that the problem admits linear optimal cost and the associated…

Optimization and Control · Mathematics 2023-09-27 Yuchao Li , Anders Rantzer

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for…

Systems and Control · Electrical Eng. & Systems 2024-08-07 Robert Lefringhausen , Supitsana Srithasan , Armin Lederer , Sandra Hirche

We consider estimation and control in linear time-varying dynamical systems from the perspective of regret minimization. Unlike most prior work in this area, we focus on the problem of designing causal estimators and controllers which…

Machine Learning · Computer Science 2021-06-24 Gautam Goel , Babak Hassibi

In this work, we introduce a novel gradient descent-based approach for optimizing control systems, leveraging a new representation of stable closed-loop dynamics as a function of two matrices i.e. the step size or direction matrix and value…

Optimization and Control · Mathematics 2024-09-18 Ramin Esmzad , Hamidreza Modares

This paper is concerned with a finite-horizon inverse control problem, which has the goal of reconstructing, from observations, the possibly non-convex and non-stationary cost driving the actions of an agent. In this context, we present a…

Optimization and Control · Mathematics 2024-06-27 Emiland Garrabe , Hozefa Jesawada , Carmen Del Vecchio , Giovanni Russo

This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Arshiya Taj Abdul , Augustinos D. Saravanos , Evangelos A. Theodorou

A new framework is developed for control of constrained nonlinear systems with structured parametric uncertainties. Forward invariance of a safe set is achieved through online parameter adaptation and data-driven model estimation. The new…

Systems and Control · Electrical Eng. & Systems 2020-06-01 Brett T. Lopez , Jean-Jacques E. Slotine , Jonathan P. How

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

We consider the problem of controlling the movement of multiple cooperating agents so as to minimize an uncertainty metric associated with a finite number of targets. In a one-dimensional mission space, we adopt an optimal control framework…

Optimization and Control · Mathematics 2016-03-15 Nan Zhou , Xi Yu , Sean B. Andersson , Christos G. Cassandras

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

We consider policy gradient methods for stochastic optimal control problem in continuous time. In particular, we analyze the gradient flow for the control, viewed as a continuous time limit of the policy gradient method. We prove the global…

Optimization and Control · Mathematics 2025-04-15 Mo Zhou , Jianfeng Lu

This work addresses the distributed frequency control problem in power systems considering controllable load with a nonsmooth cost. The nonsmoothness exists widely in power systems, such as tiered price, greatly challenging the design of…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Zhaojian Wang , Feng Liua , Changhong Zhao , Zhiyuan Ma , Wei Wei

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

The stable combination of optimal feedback policies with online learning is studied in a new control-theoretic framework for uncertain nonlinear systems. The framework can be systematically used in transfer learning and sim-to-real…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Brett T. Lopez , Jean-Jacques E. Slotine

Koopman operators are of infinite dimension and capture the characteristics of nonlinear dynamics in a lifted global linear manner. The finite data-driven approximation of Koopman operators results in a class of linear predictors, useful…

Systems and Control · Electrical Eng. & Systems 2022-03-22 Xinglong Zhang , Wei Pan , Riccardo Scattolini , Shuyou Yu , Xin Xu

In this note, a novel observer-based output feedback control approach is proposed to address the distributed optimal output consensus problem of uncertain nonlinear multi-agent systems in the normal form over unbalanced directed graphs. The…

Systems and Control · Electrical Eng. & Systems 2021-11-17 Jin Zhang , Lu Liu , Xinghu Wang , Haibo Ji

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

This note proposes a data-driven output-feedback stabilizing policy iteration for unknown linear discrete-time systems with unmeasurable states. Existing policy iteration methods for optimal control must start from a stabilizing control…

Systems and Control · Electrical Eng. & Systems 2025-12-01 Dongdong Li , Jiuxiang Dong

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