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We establish that stabilization of a class of linear, hyperbolic partial differential equations (PDEs) with a large (nevertheless finite) number of components, can be achieved via employment of a backstepping-based control law, which is…

Optimization and Control · Mathematics 2024-11-05 Jukka-Pekka Humaloja , Nikolaos Bekiaris-Liberis

This paper presents a control design for the one-phase Stefan problem under actuator delay via a backstepping method. The Stefan problem represents a liquid-solid phase change phenomenon which describes the time evolution of a material's…

Optimization and Control · Mathematics 2019-01-29 Shumon Koga , Delphine Bresch-Pietri , Miroslav Krstic

This paper addresses the challenge of time-inconsistent stochastic control within a continuous-time framework. Its primary focus lies in uncovering a probabilistic representation, specifically in the shape of a system of backward stochastic…

Optimization and Control · Mathematics 2026-03-24 Dylan Possamaï , Mateo Rodriguez Polo

This paper studies the boundary feedback stabilization of a class of diagonal infinite-dimensional boundary control systems. In the studied setting, the boundary control input is subject to a constant delay while the open loop system might…

Optimization and Control · Mathematics 2020-12-29 Hugo Lhachemi , Christophe Prieur

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

We consider the optimal control problem of a general nonlinear spatio-temporal system described by Partial Differential Equations (PDEs). Theory and algorithms for control of spatio-temporal systems are of rising interest among the…

Optimization and Control · Mathematics 2021-04-12 Ethan N. Evans , Oswin So , Andrew P. Kendall , Guan-Horng Liu , Evangelos A. Theodorou

This paper investigates the mean square exponential stabilization problem for a class of coupled PDE-ODE systems with Markov jump parameters. The considered system consists of multiple coupled hyperbolic PDEs and a finite-dimensional ODE,…

Optimization and Control · Mathematics 2025-08-06 Kaijing Lyu , Umberto Biccari , Junmin Wang

This paper proposes a supervisory control structure for networked systems with time-varying delays. The control structure, in which a supervisor triggers the most appropriate controller from a multi-controller unit, aims at improving the…

Systems and Control · Computer Science 2013-03-28 Burak Demirel , Corentin Briat , Mikael Johansson

In this paper, we consider optimal control of stochastic differential equations subject to an expected path constraint. The stochastic maximum principle is given for a general optimal stochastic control in terms of constrained FBSDEs. In…

Optimization and Control · Mathematics 2022-08-16 Ying Hu , Shanjian Tang , Zuo Quan Xu

We develop a computationally efficient learning-based forward-backward stochastic differential equations (FBSDE) controller for both continuous and hybrid dynamical (HD) systems subject to stochastic noise and state constraints. Solutions…

Systems and Control · Electrical Eng. & Systems 2023-05-12 Bolun Dai , Prashanth Krishnamurthy , Andrew Papanicolaou , Farshad Khorrami

This paper investigates a new class of homogeneous stochastic control problems with cone control constraints, extending the classical homogeneous stochastic linear-quadratic (LQ) framework to encompass nonlinear system dynamics and…

Optimization and Control · Mathematics 2025-07-30 Ying Hu , Xiaomin Shi , Zuo Quan Xu

Control of the stochastic dynamics of a quantum system is indispensable in fields such as quantum information processing and metrology. However, there is no general ready-made approach to the design of efficient control strategies. Here, we…

Quantum Physics · Physics 2021-04-26 Frank Schäfer , Pavel Sekatski , Martin Koppenhöfer , Christoph Bruder , Michal Kloc

This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

Optimization and Control · Mathematics 2024-11-19 Andreas Prohl , Yanqing Wang

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

This paper is concerned with the data-driven stabilization of unknown boundary controlled semilinear parabolic systems. The nonlinear dynamics of the system are lifted using a finite number of eigenfunctionals of the Koopman operator…

Systems and Control · Electrical Eng. & Systems 2025-04-17 Joachim Deutscher , Tarik Enderes

The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are…

Optimization and Control · Mathematics 2017-09-29 Edson A. Coayla-Teran , Paulo M. Dias de Magalhães , Jorge Ferreira

We consider a stochastic control problem for a class of nonlinear kernels. More precisely, our problem of interest consists in the optimisation, over a set of possibly non-dominated probability measures, of solutions of backward stochastic…

Probability · Mathematics 2017-07-28 Dylan Possamaï , Xiaolu Tan , Chao Zhou

Motivated by engineering applications of subsea installation by deepwater construction vessels in oil drilling, and of aid delivery by unmanned aerial vehicles in disaster relief, we develop output-feedback boundary control of…

Optimization and Control · Mathematics 2020-07-20 Ji Wang , Miroslav Krstic

A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…

Optimization and Control · Mathematics 2016-11-15 Xiaodong Xu , Stevan Dubljevic

This paper investigates the existence of a G-relaxed optimal control of a controlled stochastic differential delay equation driven by G-Brownian motion (G-SDDE in short). First, we show that optimal control of G-SDDE exists for the finite…

Optimization and Control · Mathematics 2023-08-29 Omar Kebiri , Nabil Elgroud