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Iterative linear quadradic regulator(iLQR) has become a benchmark method to deal with nonlinear stochastic optimal control problem. However, it does not apply to delay system. In this paper, we extend the iLQR theory and prove new theorem…

Optimization and Control · Mathematics 2020-02-19 Cheng Ju , Yan Qin , Chunjiang Fu

We present an approach for solving optimal Dirichlet boundary control problems of nonlinear optics by using deep learning. For computing high resolution approximations of the solution to the nonlinear wave model, we propose higher order…

Numerical Analysis · Mathematics 2023-12-27 Nils Margenberg , Franz X. Kärtner , Markus Bause

We introduce and analyze various Regularized Combined Field Integral Equations (CFIER) formulations of time-harmonic Navier equations in media with piece-wise constant material properties. These formulations can be derived systematically…

Numerical Analysis · Mathematics 2022-04-21 Victor Dominguez , Catalin Turc

We survey some representative results on fuzzy fractional differential equations, controllability, approximate controllability, optimal control, and optimal feedback control for several different kinds of fractional evolution equations.…

Optimization and Control · Mathematics 2018-04-20 Ravi P. Agarwal , Dumitru Baleanu , Juan J. Nieto , Delfim F. M. Torres , Yong Zhou

Neural operators improve conventional neural networks by expanding their capabilities of functional mappings between different function spaces to solve partial differential equations (PDEs). One of the most notable methods is the Fourier…

Machine Learning · Computer Science 2024-07-29 Xuanle Zhao , Yue Sun , Tielin Zhang , Bo Xu

This paper offers a unified perspective on different approaches to the solution of optimal control problems through the lens of constrained sequential quadratic programming. In particular, it allows us to find the relationships between…

Optimization and Control · Mathematics 2025-10-07 Abhijeet , Suman Chakravorty

In this paper, we extend a classical approach to linear quadratic (LQ) optimal control via Popov operators to abstract linear differential-algebraic equations (ADAEs) in Hilbert spaces. To ensure existence of solutions, we assume that the…

Optimization and Control · Mathematics 2024-07-11 Hannes Gernandt , Timo Reis

This paper highlights a parallel between the forward backward sweeping method for optimal control and deep learning training procedures. We reformulate a classical optimal control problem, constrained by a differential equation system, into…

Optimization and Control · Mathematics 2025-04-23 Wenjing Zhang , Wandi Ding , Huaiping Zhu

Direct data-driven optimal control provides an elegant end-to-end paradigm, yet its real-time applicability is often hindered by the growing dimensionality of online decision variables. Recent breakthroughs, notably Data-EnablEd Policy…

Systems and Control · Electrical Eng. & Systems 2026-05-18 Shubo Kang , Keyou You

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Optimization and Control · Mathematics 2025-03-21 Chuanzhi Lv , Hongdan Li , Huanshui Zhang

We consider the control of semilinear stochastic partial differential equations (SPDEs) via deterministic controls. In the case of multiplicative noise, existence of optimal controls and necessary conditions for optimality are derived. In…

Optimization and Control · Mathematics 2021-10-28 Wilhelm Stannat , Lukas Wessels

In this paper, we address Linear Quadratic Regulator (LQR) problems through a novel iterative algorithm named EXtremum-seeking Policy iteration LQR (EXP-LQR). The peculiarity of EXP-LQR is that it only needs access to a truncated…

Optimization and Control · Mathematics 2025-06-13 Guido Carnevale , Nicola Mimmo , Giuseppe Notarstefano

In this paper, we consider optimal control problems of stochastic Volterra equations (SVEs) with singular kernels, where the control domain is not necessarily convex. We establish a global maximum principle by means of the spike variation…

Probability · Mathematics 2025-03-11 Yushi Hamaguchi

We derive an explicit solution to the operator Riccati equation solving the Linear-Quadratic (LQ) optimal control problem for a class of boundary controlled hyperbolic partial differential equations (PDEs). Different descriptions of the…

Optimization and Control · Mathematics 2025-03-17 Anthony Hastir , Birgit Jacob , Hans Zwart

We study the sample efficiency of domain randomization and robust control for the benchmark problem of learning the linear quadratic regulator (LQR). Domain randomization, which synthesizes controllers by minimizing average performance over…

Systems and Control · Electrical Eng. & Systems 2025-02-19 Tesshu Fujinami , Bruce D. Lee , Nikolai Matni , George J. Pappas

We propose a methodology for performing risk-averse quadratic regulation of partially observed Linear Time-Invariant (LTI) systems disturbed by process and output noise. To compensate against the induced variability due to both types of…

Optimization and Control · Mathematics 2022-04-20 Nikolas Koumpis , Anastasios Tsiamis , Dionysios Kalogerias

The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…

Optimization and Control · Mathematics 2025-09-18 Addie McCurdy , Emily Jensen

This paper studies data-driven approaches to the continuous-time linear quadratic regulator (LQR) problem based on two existing parameterizations, namely a closed-loop (CL) parameterization from behavioral system theory and an integral…

Optimization and Control · Mathematics 2026-05-01 Armin Gießler , Felix Thömmes , Sören Hohmann

This paper is concerned with a risk-sensitive optimal control problem for a feedback connection of a quantum plant with a measurement-based classical controller. The plant is a multimode open quantum harmonic oscillator driven by a…

Quantum Physics · Physics 2019-12-30 Igor G. Vladimirov , Matthew R. James , Ian R. Petersen

We propose and analyse a new methodology based on linear-quadratic regulation (LQR) for stabilising falling liquid films via blowing and suction at the base. LQR methods enable rapidly responding feedback control by precomputing a gain…

Optimization and Control · Mathematics 2023-07-11 Oscar A. Holroyd , Radu Cimpeanu , Susana N. Gomes