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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 present a planning and control framework for physics-based manipulation under uncertainty. The key idea is to interleave robust open-loop execution with closed-loop control. We derive robustness metrics through contraction theory. We use…

Robotics · Computer Science 2021-06-24 Wisdom C. Agboh , Mehmet R. Dogar

We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…

Optimization and Control · Mathematics 2014-01-21 Pablo Pedregal , Jorge Tiago

Model Predictive Control (MPC) is often tuned by trial and error. When a baseline linear controller exists that is already well tuned in the absence of constraints and MPC is introduced to enforce them, one would like to avoid altering the…

Systems and Control · Electrical Eng. & Systems 2021-11-01 Mario Zanon , Alberto Bemporad

We study inverse optimization (IO), where the goal is to use a parametric optimization program as the hypothesis class to infer relationships between input-decision pairs. Most of the literature focuses on learning only the objective…

Optimization and Control · Mathematics 2025-05-22 Ke Ren , Peyman Mohajerin Esfahani , Angelos Georghiou

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

We present complexity results regarding a matching-type problem related to structural controllability of dynamical systems modelled on graphs. Controllability of a dynamical system is the ability to choose certain inputs in order to drive…

Computational Complexity · Computer Science 2013-07-22 Lily Briggs

We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled backward stochastic differential equation. Under appropriate…

Probability · Mathematics 2009-02-17 Rainer Buckdahn , Boubakeur Labed , Catherine Rainer , Lazhar Tamer

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

Probability · Mathematics 2008-12-20 Seid Bahlali

This paper is concerned with a bilinear control problem for enhancing convection-cooling via an incompressible velocity field. Both optimal open-loop control and closed-loop feedback control designs are addressed. First and second order…

Optimization and Control · Mathematics 2021-07-15 Weiwei Hu , Jun Liu , Zhu Wang

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…

Optimization and Control · Mathematics 2025-07-28 Etienne Buehrle , Ömer Şahin Taş , Christoph Stiller

Iterative learning control (ILC) is a powerful technique for high performance tracking in the presence of modeling errors for optimal control applications. There is extensive prior work showing its empirical effectiveness in applications…

Robotics · Computer Science 2021-12-10 Anirudh Vemula , Wen Sun , Maxim Likhachev , J. Andrew Bagnell

A fundamental issue at the core of trajectory optimization on smooth manifolds is handling the implicit manifold constraint within the dynamics. The conventional approach is to enforce the dynamic model as a constraint. However, we show…

Optimization and Control · Mathematics 2025-03-18 Spencer Kraisler , Mehran Mesbahi , Behcet Acikmese

We provide a control-theoretic perspective on optimal tensor algorithms for minimizing a convex function in a finite-dimensional Euclidean space. Given a function $\Phi: \mathbb{R}^d \rightarrow \mathbb{R}$ that is convex and twice…

Optimization and Control · Mathematics 2026-01-21 Tianyi Lin , Michael. I. Jordan

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

We present novel results on the solution of a class of leavable, undiscounted optimal control problems in the minimax sense for nonlinear, continuous-state, discrete-time plants. The problem class includes entry-(exit-)time problems as well…

Optimization and Control · Mathematics 2018-09-05 Gunther Reissig , Matthias Rungger

This paper thoroughly investigates stochastic linear-quadratic optimal control problems with the Markovian regime switching system, where the coefficients of the state equation and the weighting matrices of the cost functional are random.…

Optimization and Control · Mathematics 2022-08-03 Jiaqiang Wen , Xun Li , Jie Xiong , Xin Zhang

We study an optimal control problem arising from a generalization of rock-paper-scissors in which the number of strategies may be selected from any positive odd number greater than 1 and in which the payoff to the winner is controlled by a…

Optimization and Control · Mathematics 2020-12-01 Christopher Griffin , James Fan
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