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In this paper, we study a data-enabled predictive control (DeePC) algorithm applied to unknown stochastic linear time-invariant systems. The algorithm uses noise-corrupted input/output data to predict future trajectories and compute optimal…

Optimization and Control · Mathematics 2019-11-04 Jeremy Coulson , John Lygeros , Florian Dörfler

In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…

Optimization and Control · Mathematics 2025-02-25 Arash Fahim , Md. Arafatur Rahman

Many systems are subject to periodic disturbances and exhibit repetitive behaviour. Model-based repetitive control employs knowledge of such periodicity to attenuate periodic disturbances and has seen a wide range of successful industrial…

Systems and Control · Electrical Eng. & Systems 2024-08-28 Rogier Dinkla , Tom Oomen , Sebastiaan Mulders , Jan-Willem van Wingerden

We introduce the tensor numerical method for solution of the $d$-dimensional optimal control problems with fractional Laplacian type operators in constraints discretized on large $n^{\otimes d}$ tensor-product Cartesian grids. The approach…

Numerical Analysis · Mathematics 2020-05-27 Gennadij Heidel , Venera Khoromskaia , Boris N. Khoromskij , Volker Schulz

Data-driven predictive control (DPC) is becoming an attractive alternative to model predictive control as it requires less system knowledge for implementation and reliable data is increasingly available in smart engineering systems. Two…

Optimization and Control · Mathematics 2023-04-05 M. Lazar , P. C. N. Verheijen

This paper presents a novel distributed approach for solving AC power flow (PF) problems. The optimization problem is reformulated into a distributed form using a communication structure corresponding to a hypergraph, by which complex…

Optimization and Control · Mathematics 2024-07-03 Xinliang Dai , Yingzhao Lian , Yuning Jiang , Colin N. Jones , Veit Hagenmeyer

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic…

Systems and Control · Computer Science 2017-07-12 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty

The goal of this paper is to develop data-driven control design and evaluation strategies based on linear matrix inequalities (LMIs) and dynamic programming. We consider deterministic discrete-time LTI systems, where the system model is…

Optimization and Control · Mathematics 2021-06-17 Donghwan Lee , Do Wan Kim

The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…

Optimization and Control · Mathematics 2011-09-27 Joris T. Olympio

We introduce a general framework for robust data-enabled predictive control (DeePC) for linear time-invariant (LTI) systems. The proposed framework enables us to obtain model-free optimal control for LTI systems based on noisy input/output…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Linbin Huang , Jianzhe Zhen , John Lygeros , Florian Dörfler

Data-driven control that circumvents the process of system identification by providing optimal control inputs directly from system data has attracted renewed attention in recent years. In this paper, we focus on understanding the effects of…

Systems and Control · Electrical Eng. & Systems 2021-05-12 Linbin Huang , Jianzhe Zhen , John Lygeros , Florian Dörfler

This work introduces the Data-Enabled Predictive iteRative Control (DeePRC) algorithm, a direct data-driven approach for iterative LTI systems. The DeePRC learns from previous iterations to improve its performance and achieves the optimal…

Systems and Control · Electrical Eng. & Systems 2024-05-31 Kai Zhang , Riccardo Zuliani , Efe C. Balta , John Lygeros

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

We present a data-driven algorithm for efficiently computing stochastic control policies for general joint chance constrained optimal control problems. Our approach leverages the theory of kernel distribution embeddings, which allows…

Systems and Control · Electrical Eng. & Systems 2022-02-10 Adam J. Thorpe , Thomas Lew , Meeko M. K. Oishi , Marco Pavone

We consider the problem of data-driven predictive control for an unknown discrete-time linear time-periodic (LTP) system of known period. Our proposed strategy generalizes both Data-enabled Predictive Control (DeePC) and Subspace Predictive…

Systems and Control · Electrical Eng. & Systems 2022-09-13 Ruiqi Li , John W. Simpson-Porco , Stephen L. Smith

Distributed optimization algorithms are used in a wide variety of problems involving complex network systems where the goal is for a set of agents in the network to solve a network-wide optimization problem via distributed update rules. In…

Optimization and Control · Mathematics 2025-09-23 Liam Hallinan , Ioannis Lestas

Maximizing the Kullback-Leibler divergence (KLD) is a fundamental problem in waveform design for active sensing and hypothesis testing, as it directly relates to the error exponent of detection probability. However, the associated…

Signal Processing · Electrical Eng. & Systems 2026-01-05 Jeongwoo Park , Seongkyu Jung , Kaiming Shen , Jeonghun Park

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

Optimization and Control · Mathematics 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

A Learning Model Predictive Controller (LMPC) for linear system in presented. The proposed controller is an extension of the LMPC [1] and it aims to decrease the computational burden. The control scheme is reference-free and is able to…

Optimization and Control · Mathematics 2019-10-31 Ugo Rosolia , Francesco Borrelli

This paper examines the question of finding feasible points to discrete-time optimal control problems. The optimization problem of finding a feasible trajectory is transcribed to an unconstrained optimal control problem. An efficient…

Optimization and Control · Mathematics 2024-07-08 David Kiessling , Katrin Baumgärtner , Jonathan Frey , Wilm Decré , Jan Swevers , Moritz Diehl