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This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice…

Computational Finance · Quantitative Finance 2010-04-29 Benjamin Jourdain , Bernard Lapeyre , Piergiacomo Sabino

This paper aims to provide a new problem formulation of path following for mechanical systems without time parameterization nor guidance laws, namely, we express the control objective as an orbital stabilization problem. It is shown that,…

Systems and Control · Electrical Eng. & Systems 2020-01-29 Bowen Yi , Romeo Ortega , Ian R. Manchester , Houria Siguerdidjane

In this article, the minimum time control problem of an electric vehicle is modeled as a Mayer problem in optimal control, with affine dynamics with respect to the control and with state constraints. The candidates as minimizers are…

Optimization and Control · Mathematics 2019-11-22 Olivier Cots

This paper presents a novel model-reference reinforcement learning control method for uncertain autonomous surface vehicles. The proposed control combines a conventional control method with deep reinforcement learning. With the conventional…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Qingrui Zhang , Wei Pan , Vasso Reppa

The recently introduced energy-saving extension of the sub-optimal sliding mode control allows for control-off phases during the convergence to second-order equilibrium. This way, it enables for a lower energy consumption compared to the…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Michael Ruderman

This article is an overview of the various literature on path tracking methods and their implementation in simulation and realistic operating environments.The scope of this study includes analysis, implementation,tuning, and comparison of…

We discuss connections between sequential system identification and control for linear time-invariant systems, often termed indirect data-driven control, as well as a contemporary direct data-driven control approach seeking an optimal…

Optimization and Control · Mathematics 2021-09-15 Florian Dörfler , Jeremy Coulson , Ivan Markovsky

This paper presents a novel synthesis method for designing an optimal and robust guidance law for a non-throttleable upper stage of a launch vehicle, using a convex approach. In the unperturbed scenario, a combination of lossless and…

Optimization and Control · Mathematics 2022-12-14 Boris Benedikter , Alessandro Zavoli , Guido Colasurdo , Simone Pizzurro , Enrico Cavallini

This note presents an embedded automatic control strategy for a low consumption vehicle equipped with an "on/off" engine. The main difficulties are the hybrid nature of the dynamics, the non smoothness of the dynamics of each mode, the…

Optimization and Control · Mathematics 2017-07-26 Thomas Chambrion , Gilles Millerioux

Permanent Magnet Synchronous Motors (PMSMs) are widely employed in high-performance drive systems owing to their high efficiency and power density. However, nonlinear dynamics, parameter uncertainties, and load disturbances complicate their…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Mubarak Badamasi Aremu , Abdullah Ajasa , Ali Nasir

This paper investigates first-order variable metric backward forward dynamical systems associated with monotone inclusion and convex minimization problems in real Hilbert space. The operators are chosen so that the backward-forward…

Optimization and Control · Mathematics 2021-06-15 Pankaj Gautam , D. R. Sahu , J. C. Yao

The problem we focus on in this paper is to find a nearly optimal sliding mode controller of continuous-time nonlinear multiple-input multiple-output (MIMO) systems that can both reduce chattering and minimize the cost function, which is a…

Systems and Control · Electrical Eng. & Systems 2021-10-26 Lei Guo , Han Zhao , Yuan Song

We present the design of a low-cost wheeled mobile robot, and an analytical model for predicting its motion under the influence of motor torques and friction forces. Using our proposed model, we show how to analytically compute the gradient…

Robotics · Computer Science 2020-09-25 Yanshi Luo , Abdeslam Boularias , Mridul Aanjaneya

The adaptive smoothing method (ASM) is a widely used approach for traffic state reconstruction. This article presents a Python implementation of ASM, featuring end-to-end calibration using real-world ground truth data. The calibration is…

Machine Learning · Computer Science 2026-02-03 Junyi Ji , Derek Gloudemans , Gergely Zachár , Matthew Nice , William Barbour , Daniel B. Work

Feedback motion planning over cell decompositions provides a robust method for generating collision-free robot motion with formal guarantees. However, existing algorithms often produce paths with unnecessary bending, leading to slower…

Robotics · Computer Science 2026-04-16 Aref Amiri , Steven M. LaValle

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

We study energy-conserving Hamiltonian Boundary Value Methods (HBVMs) for Hamiltonian systems, which arise in applications where long-term preservation of energy and symplecticity is essential. HBVMs are multi-stage schemes whose stage…

Numerical Analysis · Mathematics 2026-05-18 Fabio Durastante , Mariarosa Mazza

The topology transition problem of transmission networks is becoming increasingly crucial with topological flexibility more widely leveraged to promote high renewable penetration. This paper proposes a novel methodology to address this…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Tong Han , Yue Song , David J. Hill

This article presents an in-depth review of the topic of path following for autonomous robotic vehicles, with a specific focus on vehicle motion in two dimensional space (2D). From a control system standpoint, path following can be…

In the present work, we develop a novel particle method for a general class of mean field control problems, with source and terminal constraints. Specific examples of the problems we consider include the dynamic formulation of the…

Optimization and Control · Mathematics 2025-08-27 Katy Craig , Karthik Elamvazhuthi , Harlin Lee