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Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

This paper conducts a comprehensive study of a classical adaptive control problem: adaptive control of a state-space plant model: $\dot{x}(t) = A x(t) + B u(t)$ in continuous time, or $x(t+1) = A x(t) + B u(t)$ in discrete time, for state…

Systems and Control · Electrical Eng. & Systems 2023-08-07 Gang Tao

Consider composite nonconvex optimization problems where the objective function consists of a smooth nonconvex term (with Lipschitz-continuous gradient) and a convex (possibly nonsmooth) term. Existing parameter-free methods for such…

Optimization and Control · Mathematics 2025-10-08 Zilong Ye , Shiqian Ma , Junfeng Yang , Danqing Zhou

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

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

We propose a sampling-based approach to learn Lyapunov functions for a class of discrete-time autonomous hybrid systems that admit a mixed-integer representation. Such systems include autonomous piecewise affine systems, closed-loop…

Optimization and Control · Mathematics 2020-12-23 Shaoru Chen , Mahyar Fazlyab , Manfred Morari , George J. Pappas , Victor M. Preciado

We present a totally asynchronous algorithm for convex optimization that is based on a novel generalization of Nesterov's accelerated gradient method. This algorithm is developed for fast convergence under "total asynchrony," i.e., allowing…

Optimization and Control · Mathematics 2024-06-17 Ellie Pond , April Sebok , Zachary Bell , Matthew Hale

This paper is devoted to the investigation of inertial dynamical systems with implicit Hessian-driven damping for strongly quasiconvex optimization which is a specific class of nonconvex optimization problems. We first establish exponential…

Optimization and Control · Mathematics 2026-02-27 Zeying Gao , Xiangkai Sun , Liang He

This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…

Optimization and Control · Mathematics 2020-10-27 Alexey Piunovskiy , Yi Zhang

Value-based methods play a fundamental role in Markov decision processes (MDPs) and reinforcement learning (RL). In this paper, we present a unified control-theoretic framework for analyzing valued-based methods such as value computation…

Optimization and Control · Mathematics 2022-02-15 Xingang Guo , Bin Hu

We consider the problem of designing a stabilizing and optimal static controller with a pre-specified sparsity pattern. Since this problem is NP-hard in general, it is necessary to resort to approximation approaches. In this paper, we…

Systems and Control · Computer Science 2019-09-26 Luca Furieri , Yang Zheng , Antonis Papachristodoulou , Maryam Kamgarpour

In this paper, we propose a general Tikhonov regularized second-order dynamical system with viscous damping, time scaling and extrapolation coefficients for the convex-concave bilinear saddle point problem. By the Lyapunov function…

Optimization and Control · Mathematics 2026-02-02 Bohan Zhang , Xiaojun Zhang

We introduce the Lyapunov approach to optimal control problems of average risk-sensitive Markov control processes with general risk maps. Motivated by applications in particular to behavioral economics, we consider possibly non-convex risk…

Optimization and Control · Mathematics 2015-07-23 Yun Shen , Klaus Obermayer , Wilhelm Stannat

Time-varying optimization is fundamental to decision-making in dynamic environments, where objectives evolve over time due to exogenous signals or data streams. However, algorithms designed for static problems yield suboptimal decisions in…

Optimization and Control · Mathematics 2026-04-14 Bryan Van Scoy , Gianluca Bianchin

This paper investigates biological models that represent the transition equation from a system in the past to a system in the future. It is shown that finite-time Lyapunov exponents calculated along a locally pullback attractive solution…

Dynamical Systems · Mathematics 2024-02-19 Jesús Dueñas , Iacopo P. Longo , Rafael Obaya

We consider the problem of online control of systems with time-varying linear dynamics. This is a general formulation that is motivated by the use of local linearization in control of nonlinear dynamical systems. To state meaningful…

Machine Learning · Computer Science 2022-02-15 Paula Gradu , Elad Hazan , Edgar Minasyan

Real-world control applications in complex and uncertain environments require adaptability to handle model uncertainties and robustness against disturbances. This paper presents an online, output-feedback, critic-only, model-based…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Tochukwu Elijah Ogri , S. M. Nahid Mahmud , Zachary I. Bell , Rushikesh Kamalapurkar

In this report, we apply an input-output transformation passivation method, described in our previous works, to an Adaptive Cruise Control system. We analyze the system's performance under a co-simulation framework that makes use of an…

Optimization and Control · Mathematics 2016-07-15 Arash Rahnama , Meng Xia , Shige Wang , Panos J. Antsaklis

In this paper, a convex optimization-based method is proposed for numerically solving dynamic programs in continuous state and action spaces. The key idea is to approximate the output of the Bellman operator at a particular state by the…

Optimization and Control · Mathematics 2020-10-23 Insoon Yang

We present the stability analysis for the new regulation-triggered approach to adaptive control introduced in a companion paper. Due to the fact that the closed-loop system is hybrid, our proofs have essential differences from the…

Optimization and Control · Mathematics 2016-09-13 Iasson Karafyllis , Miroslav Krstic