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In this paper we design a novel class of online distributed optimization algorithms leveraging control theoretical techniques. We start by focusing on quadratic costs, and assuming to know an internal model of their variation. In this…

Optimization and Control · Mathematics 2026-01-21 Wouter J. A. van Weerelt , Nicola Bastianello

We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary…

Optimization and Control · Mathematics 2021-01-14 S. A. Belbas

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

General Physics · Physics 2009-11-11 H. J. Kappen

This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…

Optimization and Control · Mathematics 2017-11-01 Shaolin Ji , Xiaole Xue

Model predictive control is a prominent approach to construct a feedback control loop for dynamical systems. Due to real-time constraints, the major challenge in MPC is to solve model-based optimal control problems in a very short amount of…

Optimization and Control · Mathematics 2020-12-15 Sina Ober-Blöbaum , Sebastian Peitz

This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…

Optimization and Control · Mathematics 2017-05-05 Yuanqi Mao , Michael Szmuk , Behcet Acikmese

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…

Machine Learning · Computer Science 2020-01-22 Elad Hazan , Sham M. Kakade , Karan Singh

This work addresses the problem of risk-sensitive control for nonlinear systems with imperfect state observations, extending results for the linear case. In particular, we derive an algorithm that can compute local solutions with…

Optimization and Control · Mathematics 2021-10-22 Bilal Hammoud , Armand Jordana , Ludovic Righetti

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

In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

Probability · Mathematics 2020-04-16 Mingshang Hu , Falei Wang

Passivity-based approaches have been suggested as a solution to the problem of decentralised control design in many multi-agent network control problems due to the plug- and-play functionality they provide. However, it is not clear if these…

Optimization and Control · Mathematics 2023-05-17 Liam Hallinan , Jeremy D. Watson , Ioannis Lestas

This paper deals with the reconstruction of the desired demand in an optimal control problem, stated over a tree-shaped transportation network which is governed by a linear hyperbolic conservation law. As desired demands typically undergo…

Optimization and Control · Mathematics 2024-04-24 Simone Göttlich , Patrick Mehlitz , Thomas Schillinger

A fundamental question in neuroscience is how the brain creates an internal model of the world to guide actions using sequences of ambiguous sensory information. This is naturally formulated as a reinforcement learning problem under partial…

Machine Learning · Computer Science 2020-11-02 Minhae Kwon , Saurabh Daptardar , Paul Schrater , Xaq Pitkow

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…

Machine Learning · Computer Science 2021-10-22 Matthias Schultheis , Dominik Straub , Constantin A. Rothkopf

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

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

This paper presents an inverse optimal control methodology and its application to training a predictive model of human motor control from a manipulation task. It introduces a convex formulation for learning both objective function and…

Systems and Control · Computer Science 2019-12-05 Marcel Menner , Peter Worsnop , Melanie N. Zeilinger

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 present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…

Geophysics · Physics 2012-05-29 Nick Polydorides , Alireza Aghasi , Eric L. Miller