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We consider optimal control problems involving two constraint sets: one comprised of linear ordinary differential equations with the initial and terminal states specified and the other defined by the control variables constrained by simple…

Optimization and Control · Mathematics 2024-01-17 Regina S. Burachik , C. Yalçın Kaya , Walaa M. Moursi

Transmission-constrained problems in power systems can be cast as polynomial optimization problems whose coefficients vary over time. We consider the complications therein and suggest several approaches. On the example of the…

Optimization and Control · Mathematics 2023-09-25 Jie Liu , Antonio Bellon , Andrea Simonetto , Martin Takac , Jakub Marecek

Singular arcs emerge in the solutions of Optimal Control Problems (OCPs) when the optimal inputs on some finite time intervals cannot be directly obtained via the optimality conditions. Solving OCPs with singular arcs often requires…

Optimization and Control · Mathematics 2025-04-25 Nikilesh Ramesh , Ross Drummond , Pablo Rodolfo Baldivieso Monasterios , Yuanbo Nie

In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…

Optimization and Control · Mathematics 2025-10-21 Shuzhen Yang

In stochastic control applications, typically only an ideal model (controlled transition kernel) is assumed and the control design is based on the given model, raising the problem of performance loss due to the mismatch between the assumed…

Systems and Control · Computer Science 2020-02-04 Ali Devran Kara , Serdar Yüksel

We propose a formulation for approximate constrained nonlinear output-feedback stochastic model predictive control. Starting from the ideal but intractable stochastic optimal control problem (OCP), which involves the optimization over…

Optimization and Control · Mathematics 2023-01-10 Florian Messerer , Katrin Baumgärtner , Moritz Diehl

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…

Optimization and Control · Mathematics 2024-04-04 Christoph Buchheim , Alexandra Grütering , Christian Meyer

This paper presents a nonlinear-model based hybrid optimal control technique to compute a suboptimal power-split strategy for power/energy management in a parallel hybrid electric vehicle (PHEV). The power-split strategy is obtained as…

Optimization and Control · Mathematics 2018-04-04 Kasemsak Uthaichana , Raymond DeCarlo , Sorin Bengea , Miloš Žefran , Steve Pekarek

An effective form of the Variation Evolving Method (VEM), which originates from the continuous-time dynamics stability theory, is developed for the classic time-optimal control problem with control constraint. Within the mathematic…

Systems and Control · Computer Science 2017-11-09 Sheng Zhang , Wei-Qi Qian

Distributed Constraint Optimization Problems (DCOPs) are a widely studied constraint handling framework. The objective of a DCOP algorithm is to optimize a global objective function that can be described as the aggregation of a number of…

Multiagent Systems · Computer Science 2019-09-16 Moumita Choudhury , Saaduddin Mahmud , Md. Mosaddek Khan

We propose two new optimistic planning algorithms for nonlinear hybrid-input systems, in which the input has both a continuous and a discrete component, and the discrete component must respect a dwell-time constraint. Both algorithms select…

Optimization and Control · Mathematics 2023-05-16 Ioana Lal , Constantin Morarescu , Jamal Daafouz , Lucian Busoniu

The modular open-source framework GRAMPC-D for model predictive control of distributed systems is presented in this paper. The modular concept allows to solve optimal control problems (OCP) in a centralized and distributed fashion using the…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Daniel Burk , Andreas Völz , Knut Graichen

This paper investigates an optimal control problem where the system is described by a stochastic differential equation with extended mixed delays that contain point delay, extended distributed delay, and extended noisy memory. The model is…

Optimization and Control · Mathematics 2026-01-19 Xinpo Li , Jingtao Shi

We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…

Optimization and Control · Mathematics 2016-08-31 Olfa Draouil , Bernt Øksendal

Optimal power flow (OPF) problems are non-convex and large-scale optimization problems with important applications in power networks. This paper proposes the scheduled-asynchronous algorithm to solve a distributed semidefinite programming…

Optimization and Control · Mathematics 2017-10-10 Chin-Yao Chang , Jorge Cortes , Sonia Martinez

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

Systems and Control · Computer Science 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

This paper studies the well-posedness and regularity of safe stabilizing optimization-based controllers for control-affine systems in the presence of model uncertainty. When the system dynamics contain unknown parameters, a finite set of…

Optimization and Control · Mathematics 2024-01-01 Pol Mestres , Kehan Long , Nikolay Atanasov , Jorge Cortés

In recent years, the embedding approach for solving switched optimal control problems has been developed in a series of papers. However, the embedding approach, which advantageously converts the hybrid optimal control problem to a classical…

Optimization and Control · Mathematics 2018-04-04 Richard Meyer , Miloš Žefran , Raymond A. DeCarlo

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser