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Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach relies on…

Optimization and Control · Mathematics 2017-07-21 Mickaël D. Chekroun , Axel Kröner , Honghu Liu

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

A novel class of Runge-Kutta discontinuous Galerkin schemes for coupled systems of conservation laws in multiple space dimensions that are separated by a fixed sharp interface is introduced. The schemes are derived from a relaxation…

Numerical Analysis · Mathematics 2026-01-19 Niklas Kolbe , Siegfried Müller , Aleksey Sikstel

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

Existing methods for optimal control struggle to deal with the complexity commonly encountered in real-world systems, including dimensionality, process error, model bias and data heterogeneity. Instead of tackling these system complexities…

Machine Learning · Computer Science 2024-03-05 Felipe Montealegre-Mora , Marcus Lapeyrolerie , Melissa Chapman , Abigail G. Keller , Carl Boettiger

The aim of this work is to develop a deep learning method for solving high-dimensional stochastic control problems based on the Hamilton--Jacobi--Bellman (HJB) equation and physics-informed learning. Our approach is to parameterize the…

Optimization and Control · Mathematics 2025-06-23 Zhe Jiao , Wantao Jia , Weiqiu Zhu

We analyse large deviations of the dynamical activity in one-dimensional systems of diffusing hard particles. Using an optimal-control representation of the large-deviation problem, we analyse effective interaction forces which can be added…

Statistical Mechanics · Physics 2020-01-22 Jakub Dolezal , Robert L. Jack

Many safety-critical real-world problems, such as autonomous driving and collaborative robots, are of a distributed multi-agent nature. To optimize the performance of these systems while ensuring safety, we can cast them as distributed…

Systems and Control · Electrical Eng. & Systems 2025-08-20 Abdullah Tokmak , Thomas B. Schön , Dominik Baumann

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

Robotics · Computer Science 2021-03-05 Ashwin Khadke , Hartmut Geyer

We develop efficient hierarchical preconditioners for optimal control problems governed by partial differential equations with uncertain coefficients. Adopting a discretize-then-optimize framework that integrates finite element…

Optimization and Control · Mathematics 2026-02-24 Zhendong Li , Akwum Onwunta , Bedřich Sousedík

This paper proposes a data-driven framework to solve time-varying optimization problems associated with unknown linear dynamical systems. Making online control decisions to regulate a dynamical system to the solution of an optimization…

Optimization and Control · Mathematics 2021-09-08 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

In this paper, a space-time discontinuous Galerkin finite element method for distributed optimal control problems governed by unsteady diffusion-convection-reaction equations with control constraints is studied. Time discretization is…

Optimization and Control · Mathematics 2013-08-09 Tuğba Akman , Bülent Karasözen

The standard practice in modeling dynamics and optimal control of a large population, ensemble, multi-agent system represented by it's continuum density, is to model individual decision making using local feedback information. In comparison…

Optimization and Control · Mathematics 2020-09-29 Kaivlaya Bakshi , Evangelos A. Theodorou

We consider the stochastic optimal control problem of McKean-Vlasov stochastic differential equation where the coefficients may depend upon the joint law of the state and control. By using feedback controls, we reformulate the problem into…

Probability · Mathematics 2017-03-09 Huyên Pham , Xiaoli Wei

We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…

Optimization and Control · Mathematics 2021-07-30 Benoît Bonnet , Francesco Rossi

This paper investigates the finite-horizon distributionally robust mixed-integer control (DRMIC) of uncertain linear systems. However, deriving an optimal causal feedback control policy to this DRMIC problem is computationally formidable…

Optimization and Control · Mathematics 2025-02-11 Xutao Ma , Chao Ning , Wenli Du , Yang Shi

Data-driven and adaptive control approaches face the problem of introducing sudden distributional shifts beyond the distribution of data encountered during learning. Therefore, they are prone to invalidating the very assumptions used in…

Systems and Control · Electrical Eng. & Systems 2025-08-25 Mohammad Ramadan , Evan Toler , Mihai Anitescu

In this paper, how to successfully and efficiently condition a target population of agents towards consensus is discussed. To overcome the curse of dimensionality, the mean field formulation of the consensus control problem is considered.…

Optimization and Control · Mathematics 2022-07-20 Giacomo Albi , Sara Bicego , Dante Kalise

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros