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Control problems are always challenging since they arise from the real-world systems where stochasticity and randomness are of ubiquitous presence. This naturally and urgently calls for developing efficient neural control policies for…

Systems and Control · Electrical Eng. & Systems 2022-09-16 Jingdong Zhang , Qunxi Zhu , Wei Lin

This paper considers decentralized dynamic optimization problems where nodes of a network try to minimize a sequence of time-varying objective functions in a real-time scheme. At each time slot, nodes have access to different summands of an…

Optimization and Control · Mathematics 2016-03-29 Aryan Mokhtari , Wei Shi , Qing Ling , Alejandro Ribeiro

Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…

Robotics · Computer Science 2016-09-13 Yunpeng Pan , Xinyan Yan , Evangelos Theodorou , Byron Boots

We present a novel extremum seeking method for affine connection mechanical control systems. The proposed control law involves periodic perturbation signals with sufficiently large amplitudes and frequencies. A suitable averaging analysis…

Optimization and Control · Mathematics 2022-11-30 Raik Suttner

In this paper, we develop the extremum-seeking approach to generate admissible trajectories in a neighborhood of a given reference curve in the state space. The cost function of the problem represents the distance between the current system…

Optimization and Control · Mathematics 2026-01-16 Alexander Zuyev , Victoria Grushkovska

Convergence of Extremum Seeking (ES) algorithms has been established in the limit of small gains. Using averaging theory and contraction analysis, we propose a framework for computing explicit bounds on the departure of the ES scheme from…

Optimization and Control · Mathematics 2013-03-20 Gabriel Bousquet , Jean-Jacques Slotine

We present a method for finding optimal controllers for unknown, time-varying, dynamic systems which can be re-initialized from a given initial condition repeatedly, in which the performance measure is available for sampling with noise, but…

Optimization and Control · Mathematics 2018-08-16 Alexander Scheinker , David Scheinker

With increasingly favorable economics and bundling of different grid services, energy storage systems (ESS) are expected to play a key role in integrating renewable generation. This work considers the coordination of ESS owned by customers…

Optimization and Control · Mathematics 2018-05-31 Sarthak Gupta , Vassilis Kekatos , Walid Saad

To be useful for quantum computation, gate operations must be maintained at high fidelities over long periods of time. In addition to decoherence, slow drifts in control hardware leads to inaccurate gates, causing the quality of operation…

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…

Optimization and Control · Mathematics 2025-02-04 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

This paper presents a new concept of controlled dissipativity as an extension of the standard dissipativity property to systems with parameter-varying storage functions under the framework of economic model predictive control (EMPC). Based…

Optimization and Control · Mathematics 2023-02-22 Zihang Dong , David Angeli , Goran Strbac

This work proposes a unified control architecture that couples a Reinforcement Learning (RL)-driven controller with a disturbance-rejection Extended State Observer (ESO), complemented by an Event-Triggered Mechanism (ETM) to limit…

Optimization and Control · Mathematics 2026-01-01 Ningwei Bai , Chi Pui Chan , Qichen Yin , Tengyang Gong , Yunda Yan , Zezhi Tang

This paper focuses on the further development of the Lie bracket approximation approach for extremum seeking systems. Classical results in this area provide extremum seeking algorithms with exponential convergence rates for quadratic-like…

Optimization and Control · Mathematics 2025-10-28 Victoria Grushkovskaya , Sameh A. Eisa

This paper focuses on the further development of the Lie bracket approximation approach for optimization and control via extremum seeking systems. Classical results in this area provide algorithms with exponential convergence rates for…

Optimization and Control · Mathematics 2026-05-25 Victoria Grushkovskaya , Sameh A. Eisa

This paper presents a methodology for Practically Safe Extremum Seeking (PSfES), designed to optimize unknown objective functions while strictly enforcing safety constraints via a Logarithmic Barrier Function (LBF). Unlike traditional…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Qixu Wang , Patrick McNamee , Zahra Nili Ahmadabadi

Extremum seeking systems are powerful methods able to steer the input of a (dynamical) cost function towards an optimizer, without any prior knowledge of the cost function. To achieve their objective, they typically combine time-periodic…

Optimization and Control · Mathematics 2022-04-11 Christophe Labar , Christian Ebenbauer , Lorenzo Marconi

Classifiers are often utilized in time-constrained settings where labels must be assigned to inputs quickly. To address these scenarios, budgeted multi-stage classifiers (MSC) process inputs through a sequence of partial feature acquisition…

Neural and Evolutionary Computing · Computer Science 2021-12-06 Nolan H. Hamilton , Errin W. Fulp

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…

Economics · Quantitative Finance 2016-11-08 Steven Kou , Xianhua Peng , Xingbo Xu

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

Optimization and Control · Mathematics 2024-03-26 Caio Kalil Lauand , Sean Meyn