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A Linear-quadratic optimal control problem is considered for mean-field stochastic differential equations with deterministic coefficients. By a variational method, the optimality system is derived, which turns out to be a linear mean-field…

Optimization and Control · Mathematics 2011-10-10 Jiongmin Yong

The design of controllers from data for nonlinear systems is a challenging problem. In a recent paper, De Persis, Rotulo and Tesi, "Learning controllers from data via approximate nonlinearity cancellation," IEEE Transactions on Automatic…

Systems and Control · Electrical Eng. & Systems 2024-04-30 Xiaoyan Dai , Claudio De Persis , Nima Monshizadeh , Pietro Tesi

Decentralized stochastic control (DSC) considers the optimal control problem of a multi-agent system. However, DSC cannot be solved except in the special cases because the estimation among the agents is generally intractable. In this work,…

Optimization and Control · Mathematics 2023-05-16 Takehiro Tottori , Tetsuya J. Kobayashi

We study a linear quadratic optimal control problem with stochastic coefficients and a terminal state constraint, which may be in force merely on a set with positive, but not necessarily full probability. Under such a partial terminal…

Optimization and Control · Mathematics 2017-11-15 Peter Bank , Moritz Voß

This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…

Optimization and Control · Mathematics 2024-11-19 Dawei Liu , Juanjuan Xu , huanshui Zhang

Designing a static state-feedback controller subject to structural constraint achieving asymptotic stability is a relevant problem with many applications, including network decentralized control, coordinated control, and sparse feedback…

Optimization and Control · Mathematics 2021-06-03 Francesco Ferrante , Fabrizio Dabbene , Chiara Ravazzi

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

Optimization and Control · Mathematics 2020-10-19 Xiao Ma , Qingyuan Qi , Xun Li , Huanshui Zhang

Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line…

Systems and Control · Computer Science 2016-06-13 Andrew Knyazev , Peizhen Zhu , Stefano Di Cairano

Recent work on data-driven control and reinforcement learning has renewed interest in a relative old field in control theory: model-free optimal control approaches which work directly with a cost function and do not rely upon perfect…

Optimization and Control · Mathematics 2021-08-31 Eduardo D. Sontag

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

We develop a switched predictor-feedback law, which achieves global asymptotic stabilization of linear systems with input delay and with the plant and actuator states available only in (almost) quantized form. The control design relies on a…

Optimization and Control · Mathematics 2024-09-06 Florent Koudohode , Nikolaos Bekiaris-Liberis

Achieving optimality in controlling physical systems is a profound challenge across diverse scientific and engineering fields, spanning neuromechanics, biochemistry, autonomous systems, economics, and beyond. Traditional solutions, relying…

Optimization and Control · Mathematics 2025-02-14 Tingli Hu , Sami Haddadin

In this paper, we investigate a continuous-time linear quadratic control problem for systems with unknown matrices, where only input-output data are available. We propose an output-feedback learning framework based on a canonical nonminimal…

Optimization and Control · Mathematics 2026-05-19 Weijian Li , Bowen Yi , Panos J. Antsaklis , Hai Lin

A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost…

Optimization and Control · Mathematics 2026-02-24 Weijun Meng , Tianxiao Wang , Ji-Feng Zhang

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

This paper is concerned with a linear quadratic optimal control for a class of singular Volterra integral equations. Under proper convexity conditions, optimal control uniquely exists, and it could be characterized via Frechet derivative of…

Optimization and Control · Mathematics 2021-09-17 Shuo Han , Ping Lin , Jiongmin Yong

This paper bridges optimization and control, and presents a novel closed-loop control framework based on natural gradient descent, offering a trajectory-oriented alternative to traditional cost-function tuning. By leveraging the Fisher…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Ramin Esmzad , Farnaz Adib Yaghmaie , Hamidreza Modares

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

Probability · Mathematics 2008-12-20 Seid Bahlali

Firstly, a new state feedback model reference adaptive control approach is developed for uncertain systems with gain scheduled reference models in a multi-input multi-output (MIMO) setting. Specifically, adaptive state feedback for output…

Optimization and Control · Mathematics 2014-03-18 Mehrdad Pakmehr , Tansel Yucelen