Related papers: A new framework for constrained optimization via f…
This article develops a control method for linear time-invariant systems subject to time-varying and a priori unknown cost functions, that satisfies state and input constraints, and is robust to exogenous disturbances. To this end, we…
Constrained optimization problems exist in many domains of science, such as thermodynamics, mechanics, economics, etc. These problems are classically solved with the help of the Lagrange multipliers and the Lagrangian function. However, the…
Late-lumping feedback design for infinite-dimensional linear systems with unbounded input operators is considered. The proposed scheme is suitable for the approximation of backstepping and flatness-based designs and relies on a…
This paper presents a novel factor graph-based approach to solve the discrete-time finite-horizon Linear Quadratic Regulator problem subject to auxiliary linear equality constraints within and across time steps. We represent such optimal…
In this paper, a constrained parameter update law is derived in the context of adaptive control. The parameter update law is based on constrained optimization technique where a Lagrangian is formulated to incorporate the constraints on the…
A robust model predictive control (MPC) method is presented for linear, time-invariant systems affected by bounded additive disturbances. The main contribution is the offline design of a disturbance-affine feedback gain whereby the…
We propose a variant of consensus-based optimization (CBO) algorithms, controlled-CBO, which introduces a feedback control term to improve convergence towards global minimizers of non-convex functions in multiple dimensions. The feedback…
The continuous nonlinear resource allocation problem (CONRAP) has broad applications in economics, engineering, production and inventory management, and often serves as a subproblem in complex programming. Without relying on monotonicity…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…
In this work, we focus on separable convex optimization problems with linear and box constraints and compute the solution in closed-form as a function of some Lagrange multipliers that can be easily computed in a finite number of…
Optimal control of bilinear systems has been a well-studied subject in the area of mathematical control. However, techniques for solving emerging optimal control problems involving an ensemble of structurally identical bilinear systems are…
This paper presents a technique for designing output feedback controllers for constrained linear parameter-varying systems that are subject to persistent disturbances. Specifically, we develop an incremental parameter-varying output…
This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…
In this paper we focus on the solution of online problems with time-varying, linear equality and inequality constraints. Our approach is to design a novel online algorithm by leveraging the tools of control theory. In particular, for the…
A new formalism for the optimal control of quantum mechanical physical observables is presented. This approach is based on an analogous classical control technique reported previously[J. Botina, H. Rabitz and N. Rahman, J. chem. Phys. Vol.…
While the optimization landscape of policy gradient methods has been recently investigated for partially observed linear systems in terms of both static output feedback and dynamical controllers, they only provide convergence guarantees to…
Feedback control algorithms traditionally rely on periodic execution on digital platforms. While this simplifies design and analysis, it often leads to inefficient resource usage (e.g., CPU, network bandwidth) in embedded control and shared…
In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…