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A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…

Optimization and Control · Mathematics 2022-10-26 Karl Kunisch , Donato Vásquez-Varas , Daniel Walter

Initially introduced in the framework of quantum control, the so-called "monotonic algorithms" have demonstrated excellent numerical performance when dealing with bilinear optimal control problems. This paper presents a unified formulation…

Optimization and Control · Mathematics 2010-11-11 Julien Salomon , Gabriel Turinici

We tackle a nonlinear optimal control problem for a stochastic differential equation in Euclidean space and its state-linear counterpart for the Fokker-Planck-Kolmogorov equation in the space of probabilities. Our approach is founded on a…

Optimization and Control · Mathematics 2024-09-23 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto

This article addresses the problem of data-driven numerical optimal control for unknown nonlinear systems. In our scenario, we suppose to have the possibility of performing multiple experiments (or simulations) on the system. Experiments…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Marco Borghesi , Lorenzo Sforni , Giuseppe Notarstefano

Optimal control problems of nonlinear delay differential equations (DDEs) are considered for which we propose a general Galerkin approximation scheme built from Koornwinder polynomials. Error estimates for the resulting Galerkin-Koornwinder…

Optimization and Control · Mathematics 2018-02-04 Mickaël D. Chekroun , Axel Kröner , Honghu Liu

We present PANOC, a new algorithm for solving optimal control problems arising in nonlinear model predictive control (NMPC). A usual approach to this type of problems is sequential quadratic programming (SQP), which requires the solution of…

Optimization and Control · Mathematics 2017-09-20 Lorenzo Stella , Andreas Themelis , Pantelis Sopasakis , Panagiotis Patrinos

In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…

Optimization and Control · Mathematics 2025-04-01 Huanshui Zhang , Hongxia Wang

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

Inverse optimal control (IOC) is about estimating an unknown objective of interest given its optimal control sequence. However, truly optimal demonstrations are often difficult to obtain, e.g., due to human errors or inaccurate…

Systems and Control · Electrical Eng. & Systems 2023-12-07 Rahel Rickenbach , Anna Scampicchio , Melanie N. Zeilinger

We present a novel extremum seeking method for affine connection mechanical control systems. The proposed control law involves periodic perturbation signals with sufficiently large amplitudes and frequencies. A suitable averaging analysis…

Optimization and Control · Mathematics 2022-11-30 Raik Suttner

We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

The dyadic adaptive control architecture evolved as a solution to the problem of designing control laws for nonlinear systems with unmatched nonlinearities, disturbances and uncertainties. A salient feature of this framework is its ability…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Aditya A. Paranjape , Soon-Jo Chung

In ergodic singular stochastic control problems, a decision-maker can instantaneously adjust the evolution of a state variable using a control of bounded variation, with the goal of minimizing a long-term average cost functional. The cost…

Optimization and Control · Mathematics 2025-10-14 Alessandro Calvia , Federico Cannerozzi , Giorgio Ferrari

In this paper we consider a constrained parabolic optimal control problem. The cost functional is quadratic and it combines the distance of the trajectory of the system from the desired evolution profile together with the cost of a control.…

Optimization and Control · Mathematics 2021-09-29 Luka Grubišić , Martin Lazar , Ivica Nakić , Martin Tautenhahn

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

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

An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…

Optimization and Control · Mathematics 2020-04-24 Hongwei Mei , Qingmeng Wei , Jiongmin Yong