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This is a draft paper originally posted on Arxiv as a documentation of a plenary lecture at CDC2023. The core material has been accepted for publication at L4DC 2024. Certainty equivalence adaptive controllers are analysed using a…

Optimization and Control · Mathematics 2024-06-04 Anders Rantzer

Model-reference adaptive systems refer to a consortium of techniques that guide plants to track desired reference trajectories. Approaches based on theories like Lyapunov, sliding surfaces, and backstepping are typically employed to advise…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mohammed Abouheaf , Wail Gueaieb , Davide Spinello , Salah Al-Sharhan

In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…

Optimization and Control · Mathematics 2013-03-06 Shanjian Tang , Fu Zhang

In this paper, near optimal tracking of a class of nonlinear systems is addressed. Adaptive (approximate) dynamic programming approach is used to calculate the optimal control in closed form. ADP (Adaptive (approximate) dynamic programming)…

Optimization and Control · Mathematics 2021-09-22 Farshid Asadi , Ali Heydari

Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…

Optimization and Control · Mathematics 2026-05-28 Roland Schurig , David Ohlin , Anders Rantzer , Emma Tegling , Rolf Findeisen

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…

Optimization and Control · Mathematics 2025-03-27 Alexander Fradkov

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

This paper studies finite-horizon robust tracking control for discrete-time linear systems, based on input-output data. We leverage behavioral theory to represent system trajectories through a set of noiseless historical data, instead of…

Optimization and Control · Mathematics 2021-02-25 Liang Xu , Mustafa Sahin Turan , Baiwei Guo , Giancarlo Ferrari-Trecate

We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…

Machine Learning · Computer Science 2010-09-22 Konrad Rawlik , Marc Toussaint , Sethu Vijayakumar

Motivated by perception-based control problems in autonomous systems, this paper addresses the problem of developing feedback controllers to regulate the inputs and the states of a dynamical system to optimal solutions of an optimization…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Liliaokeawawa Cothren , Gianluca Bianchin , Sarah Dean , Emiliano Dall'Anese

Passivity-based approaches have been suggested as a solution to the problem of decentralised control design in many multi-agent network control problems due to the plug- and-play functionality they provide. However, it is not clear if these…

Optimization and Control · Mathematics 2023-05-17 Liam Hallinan , Jeremy D. Watson , Ioannis Lestas

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Farshad Rahimi , Sepideh Ziaei

The design of an automated vehicle controller can be generally formulated into an optimal control problem. This paper proposes a continuous-time finite-horizon approximate dynamicprogramming (ADP) method, which can synthesis off-line…

Systems and Control · Electrical Eng. & Systems 2020-07-07 Ziyu Lin , Jingliang Duan , Shengbo Eben Li , Haitong Ma , Yuming Yin

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Sergei Rossomakhine

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…

Machine Learning · Computer Science 2026-01-16 Patrick Cheridito , Jean-Loup Dupret , Donatien Hainaut

This work highlights the duality between state estimation methods and model predictive control. A predictive controller, observed control, is presented that uses this duality to efficiently compute control actions with linear time-horizon…

Optimization and Control · Mathematics 2025-08-20 Eugene T. Hamzezadeh , Andrew J. Petruska

It is well known that the extension of Watkins' algorithm to general function approximation settings is challenging: does the projected Bellman equation have a solution? If so, is the solution useful in the sense of generating a good…

Optimization and Control · Mathematics 2020-08-11 Prashant G. Mehta , Sean P. Meyn

In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…

Optimization and Control · Mathematics 2023-02-20 Filippo de Feo , Salvatore Federico , Andrzej Święch
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