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A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…

Optimization and Control · Mathematics 2016-07-01 J. J. Trujillo , V. M. Ungureanu

We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…

Optimization and Control · Mathematics 2020-11-19 Beniamin Goldys , Gianmario Tessitore , James Yang , Zhou Zhou

This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…

Optimization and Control · Mathematics 2026-04-01 Igor G. Vladimirov , Ian R. Petersen , Guodong Shi

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni

The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…

Optimization and Control · Mathematics 2016-10-31 Elisa Mastrogiacomo

This paper presents a landing controller for a fixed-wing aircraft during the landing phase, ensuring the aircraft reaches the touchdown point smoothly. The landing problem is converted to a finite-time linear quadratic tracking (LQT)…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Solomon Gudeta , Ali Karimoddini

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…

Optimization and Control · Mathematics 2023-12-22 Yuhang Li , Yuecai Han

This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

The current study addresses the control problems posed by a semilinear neutral integro-differential equation with memory. The primary objectives of this study are to investigate the existence of a mild solution and approximate…

Optimization and Control · Mathematics 2025-01-28 Sumit Arora , Akambadath Nandakumaran

In this paper, we study optimal control problems of semilinear elliptic and parabolic equations. A tracking cost functional, quadratic in the control and state variables, is considered. No control constraints are imposed. We prove that the…

Optimization and Control · Mathematics 2022-10-21 Eduardo Casas , Daniel Wachsmuth

This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Sahel Vahedi Noori , Maryam Babazadeh

In this paper, we present a control synthesis framework for a general class of nonlinear, control-affine systems under spatiotemporal and input constraints. First, we study the problem of fixed-time convergence in the presence of input…

Optimization and Control · Mathematics 2022-04-27 Kunal Garg , Ehsan Arabi , Dimitra Panagou

This paper studies a discrete-time stochastic control problem with linear quadratic criteria over an infinite-time horizon. We focus on a class of control systems whose system matrices are associated with random parameters involving unknown…

Optimization and Control · Mathematics 2022-01-17 Zhaorong Zhang , Juanjuan Xu , Xun Li

We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, motivated by demand response in renewable energy systems. We…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Leo Seugnet , Shuang Gao

This paper studies the kinematic tracking control problem for aerial manipulators. Existing kinematic tracking control methods, which typically employ proportional-derivative feedback or tracking-error-based feedback strategies, may fail to…

Robotics · Computer Science 2026-01-21 Huazi Cao , Jiahao Shen , Zhengzhen Li , Qinquan Ren , Shiyu Zhao

This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…

Systems and Control · Computer Science 2019-12-20 Sebastian Bernhard , Jürgen Adamy

It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…

Optimization and Control · Mathematics 2022-02-22 Qi Lü , Tianxiao Wang

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…

Optimization and Control · Mathematics 2025-11-18 Manuel Rissel , Marius Tucsnak