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This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Jing Lai , Junlin Xiong , Zhan Shu

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

This paper addresses the model-free nonlinear optimal problem with generalized cost functional, and a data-based reinforcement learning technique is developed. It is known that the nonlinear optimal control problem relies on the solution of…

Systems and Control · Computer Science 2013-11-20 Biao Luo , Huai-Ning Wu , Tingwen Huang , Derong Liu

We consider the adaptive control problem for discrete-time, nonlinear stochastic systems with linearly parameterised uncertainty. Assuming access to a parameterised family of controllers that can stabilise the system in a bounded set within…

Systems and Control · Electrical Eng. & Systems 2025-11-24 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

Predictive control is frequently used for control problems involving constraints. Being an optimization based technique utilizing a user specified so-called stage cost, performance properties, i.e., bounds on the infinite horizon…

Systems and Control · Electrical Eng. & Systems 2022-09-09 Lukas Beckenbach , Stefan Streif

Stochastic model predictive control (SMPC) has been a promising solution to complex control problems under uncertain disturbances. However, traditional SMPC approaches either require exact knowledge of probabilistic distributions, or rely…

Optimization and Control · Mathematics 2020-01-03 Chao Shang , Fengqi You

In this note we address the problem of indirect adaptive (regulation or tracking) control of nonlinear, input affine dissipative systems. It is assumed that the supply rate, the storage and the internal dissipation functions may be…

Systems and Control · Electrical Eng. & Systems 2022-01-19 Romeo Ortega , Rafael Cisneros , Lei Wang , Arjan van der Schaft

We consider the problem of optimal control for partially observed dynamical systems. Despite its prevalence in practical applications, there are still very few algorithms available, which take uncertainties in the current state estimates…

Optimization and Control · Mathematics 2025-03-18 Sebastian Reich

We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…

Optimization and Control · Mathematics 2008-06-27 Silvia Faggian , Fausto Gozzi

Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement. Using a quantum noise model to describe the stochastic evolution of the open quantum system and working in parallel with classical indeterministic…

Quantum Physics · Physics 2007-05-23 S. C. Edwards , V. P. Belavkin

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

Driverless vehicles are complex systems operating in constantly changing environments. Automated driving is achieved by controlling the coupled longitudinal and lateral vehicle dynamics. Model predictive control is one of the most promising…

Optimization and Control · Mathematics 2025-09-25 Yassine Kebbati , Naima Ait-Oufroukh , Vicenç Puig , Vincent Vigneron , Dalil Ichalal

We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…

Optimization and Control · Mathematics 2020-05-12 Liam S. P. Lawrence , John W. Simpson-Porco , Enrique Mallada

A learning technique for finite horizon optimal control problems and its approximation based on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is involved when the feedback law is constructed by…

Optimization and Control · Mathematics 2023-02-21 Karl Kunisch , Donato Vásquez-Varas

This article studies the control ideas of the optimal backstepping technique, proposing an event-triggered optimal tracking control scheme for a class of strict-feedback nonlinear systems with non-affine and nonlinear faults. A simplified…

Optimization and Control · Mathematics 2024-06-13 Ling Wang , Xin Wang , Ziming Wang

This paper targets control problems that exhibit specific safety and performance requirements. In particular, the aim is to ensure that an agent, operating under uncertainty, will at runtime strictly adhere to such requirements. Previous…

Logic in Computer Science · Computer Science 2020-10-09 Stefan Pranger , Bettina Könighofer , Martin Tappler , Martin Deixelberger , Nils Jansen , Roderick Bloem

This paper describes an online off-policy data-driven reinforcement learning based-algorithm to regulate and control the relative position of a deputy satellite in an autonomous satellite docking problem. The optimal control policy is…

Systems and Control · Electrical Eng. & Systems 2023-05-25 Omar Qasem , Madhur Tiwari , Hector Gutierrez

We present a novel approach to control design for nonlinear systems which leverages model-free policy optimization techniques to learn a linearizing controller for a physical plant with unknown dynamics. Feedback linearization is a…

In this paper, we provide a direct data-driven approach to synthesize safety controllers for unknown linear systems affected by unknown-but-bounded disturbances, in which identifying the unknown model is not required. First, we propose a…

Systems and Control · Electrical Eng. & Systems 2023-01-16 Bingzhuo Zhong , Majid Zamani , Marco Caccamo

This paper presents a continuous-time output feedback adaptive control technique for stabilization and tracking control problems. The adaptive controller is motivated by the classical discrete-time retrospective cost adaptive control…

Systems and Control · Electrical Eng. & Systems 2025-06-11 Mohammad Mirtaba , Ankit Goel
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