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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

In this paper, we deal with data-driven predictive control of linear time-invariant (LTI) systems. Specifically, we show for the first time how explicit predictive laws can be learnt directly from data, without needing to identify the…

Systems and Control · Electrical Eng. & Systems 2021-09-14 Andrea Sassella , Valentina Breschi , Simone Formentin

This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…

Optimization and Control · Mathematics 2022-03-15 Guangchen Wang , Heng Zhang

We consider the problem of designing a feedback controller that guides the input and output of a linear time-invariant system to a minimizer of a convex optimization problem. The system is subject to an unknown disturbance that determines…

Optimization and Control · Mathematics 2018-10-10 Liam S. P. Lawrence , Zachary E. Nelson , Enrique Mallada , John W. Simpson-Porco

In this paper, we examine the question of the boundary controllability of the one-dimensional non-isentropic Euler equation for compressible polytropic gas, in the context of weak entropy solutions. We consider the system in Eulerian…

Optimization and Control · Mathematics 2013-04-16 Olivier Glass

This paper presents a sample-efficient, data-driven control framework for finite-horizon linear quadratic (LQ) control of linear time-varying (LTV) systems. In contrast to the time-invariant case, the time-varying LQ problem involves a…

Systems and Control · Electrical Eng. & Systems 2025-09-30 Sahel Vahedi Noori , Maryam Babazadeh

Optimal control theory and machine learning techniques are combined to formulate and solve in closed form an optimal control formulation of online learning from supervised examples with regularization of the updates. The connections with…

Optimization and Control · Mathematics 2016-12-15 Giorgio Gnecco , Alberto Bemporad , Marco Gori , Marcello Sanguineti

We study whether optimal state-feedback laws for a family of heterogeneous Multiple-Input, Multiple-Output (MIMO) Linear Time-Invariant (LTI) systems can be captured by a single learned controller. We train one transformer policy on…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Turki Bin Mohaya , Maitham F. AL-Sunni , John M. Dolan , Peter Seiler

This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…

Optimization and Control · Mathematics 2019-05-03 Marijan Vukosavljev , Angela P. Schoellig , Mireille E. Broucke

In this paper, we study structural controllability of a linear time invariant (LTI) composite system consisting of several subsystems. We assume that the neighbourhood of each subsystem is unconstrained, i.e., any subsystem can interact…

Optimization and Control · Mathematics 2017-11-17 Shana Moothedath , Prasanna Chaporkar , Madhu N. Belur

We apply the method of controlled Lagrangians by potential shaping to Euler--Poincar\'e mechanical systems with broken symmetry. We assume that the configuration space is a general semidirect product Lie group $\mathsf{G} \ltimes V$ with a…

Optimization and Control · Mathematics 2023-03-24 César Contreras , Tomoki Ohsawa

This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…

Optimization and Control · Mathematics 2025-09-05 Egor Dogadin , Alexey Peregudin

This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…

Systems and Control · Electrical Eng. & Systems 2025-04-25 Igor Ladnik

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

Systems and Control · Electrical Eng. & Systems 2023-09-06 Jintao Sun , Michael Cantoni

The synthesis of a smooth tracking control for Euler-Lagrangian (EL) systems under stringent state, input, and temporal (SIT) constraints is challenging. In contrast to existing methods that utilize prior knowledge of EL model parameters…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Chidre Shravista Kashyap , Pushpak Jagtap , Jishnu Keshavan

In this paper, we provide a system theoretic treatment of a new class of multilinear time-invariant (MLTI) systems in which the states, inputs and outputs are tensors, and the system evolution is governed by multilinear operators. The MLTI…

Optimization and Control · Mathematics 2021-03-02 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

This paper develops a direct data-driven inverse optimal control (3DIOC) algorithm for the linear time-invariant (LTI) system who conducts a linear quadratic (LQ) control, where the underlying objective function is learned directly from…

Optimization and Control · Mathematics 2024-09-18 Chendi Qu , Jianping He , Xiaoming Duan

Current research suggests the use of a liner quadratic performance index for optimal control of regulators in various applications. Some examples include correcting the trajectory of rocket and air vehicles, vibration suppression of…

General Mathematics · Mathematics 2007-05-23 Alexander Bolonkin , Robert Sierakowski

We consider the problem of designing a feedback controller which robustly regulates an LTI system to an optimal operating point in the presence of unmeasured disturbances. A general design framework based on so-called optimality models was…

Optimization and Control · Mathematics 2022-08-18 John W. Simpson-Porco

In this paper, we discuss our recent works on the null-controllability, the exact controllability, and the stabilization of linear hyperbolic systems in one dimensional space using boundary controls on one side for the optimal time. Under…

Optimization and Control · Mathematics 2020-12-11 Jean-Michel Coron , Hoai-Minh Nguyen
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