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This paper presents sufficient conditions for optimal control of systems with dynamics given by a linear operator, in order to obtain an explicit solution to the Bellman equation that can be calculated in a distributed fashion. Further, the…

Optimization and Control · Mathematics 2025-06-19 David Ohlin , Richard Pates , Murat Arcak

In the context of the linear programming (LP) approach to data-driven control, one assumes that the dynamical system is unknown but can be observed indirectly through data on its evolution. Both theoretical and empirical evidence suggest…

Optimization and Control · Mathematics 2021-09-28 Andrea Martinelli , Matilde Gargiani , John Lygeros

Differential Dynamic Programming is an optimal control technique often used for trajectory generation. Many variations of this algorithm have been developed in the literature, including algorithms for stochastic dynamics or state and input…

Optimization and Control · Mathematics 2022-05-26 Dennis Gramlich , Carsten W. Scherer , Christian Ebenbauer

This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…

Analysis of PDEs · Mathematics 2014-01-27 Guy Barles , Ariela Briani , Emmanuel Chasseigne

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer

The aim of this paper is to adapt the general multitime maximum principle to a Riemannian setting. More precisely, we intend to study geometric optimal control problems constrained by the metric compatibility evolution PDE system; the…

Optimization and Control · Mathematics 2012-10-22 Andreea Bejenaru , Constantin Udriste

Using results from quantum filtering theory and methods from classical control theory, we derive an optimal control strategy for an open two-level system (a qubit in interaction with the electromagnetic field) controlled by a laser. The aim…

Quantum Physics · Physics 2009-11-10 Luc Bouten , Simon Edwards , V P Belavkin

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

In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…

Systems and Control · Computer Science 2014-08-13 Ashutosh Nayyar , Laurent Lessard

The optimal control for mobile agents is an important and challenging issue. Recent work shows that using randomized mechanism in agents' control can make the state unpredictable, and thus improve the security of agents. However, the…

Systems and Control · Electrical Eng. & Systems 2022-09-05 Chendi Qu , Jianping He , Jialun Li

This study introduces an optimal mechanism in a dynamic stochastic knapsack environment. The model features a single seller who has a fixed quantity of a perfectly divisible item. Impatient buyers with a piece-wise linear utility function…

Computer Science and Game Theory · Computer Science 2024-02-23 Jihyeok Jung , Chan-Oi Song , Deok-Joo Lee , Kiho Yoon

Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that the problem admits linear optimal cost and the associated…

Optimization and Control · Mathematics 2023-09-27 Yuchao Li , Anders Rantzer

The production system (multidimensional object) is considered as a dynamic system with discrete time. Formalized: space (state of the object, control actions, goals, observed values, analytical estimates). Analytical estimates of the state…

Optimization and Control · Mathematics 2024-12-17 Sergei Masaev

A distributed optimal control problem for an extended model of phase field type for tumor growth is addressed. In this model, the chemotaxis effects are also taken into account. The control is realized by two control variables that design…

Analysis of PDEs · Mathematics 2021-03-23 Pierluigi Colli , Andrea Signori , Jürgen Sprekels

The problem of optimization of the rolling dynamics model is considered. That providing safe movement at high frequency when interacting with the railway. Moreover, allowing to evaluate the dynamic parameters when designing new and…

Computational Engineering, Finance, and Science · Computer Science 2020-10-20 Anas M. Al-Oraiqat , Alexander Y. Ivanov , Yuriy A. Ivanov

This paper presents a mathematical framework for optimizing drug delivery in cancer treatment using a nonlocal model of solid tumor growth. We present a coupled system of partial differential equations that incorporate long-range cellular…

Optimization and Control · Mathematics 2025-03-13 Bouhamidi Abderrahman , El Harraki Imad , Melouani Yassine

Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is…

Systems and Control · Computer Science 2015-05-21 Ali Heydari

Making optimal decisions under uncertainty is a shared problem among distinct fields. While optimal control is commonly studied in the framework of dynamic programming, it is approached with differing perspectives of the Bellman optimality…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Thomas Banker , Nathan P. Lawrence , Ali Mesbah

An operational description of the controlled Markov dynamics of quantum-mechanical system is introduced. The feedback control strategies with regard to the dynamical reduction of quantum states in the course of quantum real-time…

Quantum Physics · Physics 2007-05-23 V P Belavkin
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