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Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…

Systems and Control · Computer Science 2012-11-20 Shridhar K. Shah , Herbert G. Tanner , Chetan D. Pahlajani

We consider the problem of steering the joint state probability density function of a static feedback linearizable control system over finite time horizon. Potential applications include controlling neuronal populations, swarm guidance, and…

Optimization and Control · Mathematics 2020-04-30 Kenneth F. Caluya , Abhishek Halder

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

The integration of Large Language Models (LLMs) into evolutionary frameworks has established a new paradigm for automated heuristic discovery. Despite their promise, these methods typically search in the discrete space of program syntax,…

Artificial Intelligence · Computer Science 2026-05-19 Cheikh Ahmed , Mahdi Mostajabdaveh , Zirui Zhou

In automated planning, control parameters extend standard action representations through the introduction of continuous numeric decision variables. Existing state-of-the-art approaches have primarily handled control parameters as embedded…

Artificial Intelligence · Computer Science 2026-03-09 Ángel Aso-Mollar , Diego Aineto , Enrico Scala , Eva Onaindia

This paper presents a method for choosing a Particle Swarm Optimization based optimizer for the Dynamic Vehicle Routing Problem on the basis of the initially available data of a given problem instance. The optimization algorithm is chosen…

Neural and Evolutionary Computing · Computer Science 2020-06-17 Michał Okulewicz , Jacek Mańdziuk

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…

Optimization and Control · Mathematics 2018-02-19 Vladimir Gaitsgory , Alex Parkinson , Ilya Shvartsman

This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…

Optimization and Control · Mathematics 2021-09-17 Na Li , Xun Li , Jing Peng , Zuo Quan Xu

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

Optimization and Control · Mathematics 2021-12-14 Eduardo Casas , Karl Kunisch

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

Finding the shortest path between two points in a graph is a fundamental problem that has been well-studied over the past several decades. Shortest path algorithms are commonly applied to modern navigation systems, so our study aims to…

Data Structures and Algorithms · Computer Science 2022-08-02 Kevin Y. Chen

Given a network, the critical node detection problem finds a subset of nodes whose removal disrupts the network connectivity. Since many real-world systems are naturally modeled as graphs, assessing the vulnerability of the network is…

Discrete Mathematics · Computer Science 2025-12-02 Tuguldur Bayarsaikhan , Altannar Chinchuluun , Ashwin Arulselvan , Panos Pardalos

We consider wireless mesh networks and the problem of routing end-to-end traffic over multiple paths for the same origin-destination pair with minimal interference. We introduce a heuristic for path determination with two distinguishing…

Networking and Internet Architecture · Computer Science 2013-02-11 Fabio R. J. Vieira , José F. de Rezende , Valmir C. Barbosa , Serge Fdida

This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…

Systems and Control · Electrical Eng. & Systems 2020-05-12 Guanze Peng , Veeraruna Kavitha , Qunayan Zhu

This paper addresses a prevailing assumption in single-agent heuristic search theory- that problem-solving algorithms should guarantee shortest-path solutions, which are typically called optimal. Optimality implies a metric for judging…

Artificial Intelligence · Computer Science 2013-04-10 Othar Hansson , Andy Mayer

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

Optimizing the transient control of gas networks is a highly challenging task. The corresponding model incorporates the combinatorial complexity of determining the settings for the many active elements as well as the non-linear and…

Optimization and Control · Mathematics 2022-06-14 Felix Hennings , Kai Hoppmann-Baum , Janina Zittel