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The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

Optimization and Control · Mathematics 2025-11-07 Christian Fiedler , Alessandro Scagliotti

We study quadratic optimal stochastic control problems with control dependent noise state equation perturbed by an affine term and with stochastic coefficients. Both infinite horizon case and ergodic case are treated. To this purpose we…

Probability · Mathematics 2013-04-10 Giuseppina Guatteri , Federica Masiero

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…

Optimization and Control · Mathematics 2024-12-20 Timo Reis , Manuel Schaller

This paper presents a novel robust variable-horizon model predictive control scheme designed to intercept a target moving along a known trajectory, in finite time. Linear discrete-time systems affected by bounded process disturbances are…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Renato Quartullo , Gianni Bianchini , Andrea Garulli , Antonio Giannitrapani

We provide a solution to the problem of receding horizon control for stochastic discrete-time systems with bounded control inputs and imperfect state measurements. For a suitable choice of control policies, we show that the finite-horizon…

Optimization and Control · Mathematics 2010-04-15 Peter Hokayem , Eugenio Cinquemani , Debasish Chatterjee , Federico Ramponi , John Lygeros

We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile nodes to minimize an uncertainty metric in a given mission space. For multi agent in a one-dimensional…

Systems and Control · Computer Science 2012-02-29 Christos. G. Cassandras , Xuchao Lin , Xu Chu Ding

In this paper we use an affine connection formulation to study an optimal control problem for a class of nonholonomic, under-actuated mechanical systems. In particular, we aim at minimizing the norm-squared of the control input to move the…

Optimization and Control · Mathematics 2007-05-23 Islam I. Hussein , Anthony M. Bloch

We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…

Optimization and Control · Mathematics 2024-10-08 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Timm Faulwasser , Bernhard Maschke

In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…

Optimization and Control · Mathematics 2024-09-04 Mengzhen Li , Tianyang Nie , Zhen Wu

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…

Optimization and Control · Mathematics 2016-10-18 Jingrui Sun , Jiongmin Yong

We study a non-local optimal control problem involving a linear, bond-based peridynamics model. In addition to existence and uniqueness of solutions to our problem, we investigate their behavior as the horizon parameter $\delta$, which…

Optimization and Control · Mathematics 2023-04-20 Tadele Mengesha , Abner J. Salgado , Joshua M. Siktar

Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…

Optimization and Control · Mathematics 2022-12-27 Christoph Reisinger , Wolfgang Stockinger , Yufei Zhang

A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…

Optimization and Control · Mathematics 2022-02-08 Anilkumar Parsi , Andrea Iannelli , Roy S. Smith

In this paper, for any homogeneous system of agents with linear continuous time dynamics, we formulate an optimal control problem. In this problem a convex cost functional of the control signals of the agents shall be minimized, while the…

Optimization and Control · Mathematics 2015-10-16 Johan Thunberg , Xiaoming Hu

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Guido Sanchez , Marina H. Murillo , Leonardo L. Giovanini

This paper presents a novel approach to learning free terminal time closed-loop control for robotic manipulation tasks, enabling dynamic adjustment of task duration and control inputs to enhance performance. We extend the supervised…

Optimization and Control · Mathematics 2025-07-15 Wei Hu , Yue Zhao , Weinan E , Jiequn Han , Jihao Long

We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…

Optimization and Control · Mathematics 2013-12-09 Nacira Agram , Bernt Øksendal