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In this paper, we propose a class of penalty methods with stochastic approximation for solving stochastic nonlinear programming problems. We assume that only noisy gradients or function values of the objective function are available via…

Optimization and Control · Mathematics 2016-05-20 Xiao Wang , Shiqian Ma , Ya-xiang Yuan

The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…

Optimization and Control · Mathematics 2012-11-19 Eveline Rosseel , Garth N. Wells

This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…

Systems and Control · Computer Science 2012-11-27 Jean-Francois Stumper , Ralph Kennel

In this work, we propose to efficiently solve time dependent parametrized optimal control problems governed by parabolic partial differential equations through the certified reduced basis method. In particular, we will exploit an error…

Numerical Analysis · Mathematics 2021-03-10 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

This paper presents a constraint-lifting control framework for designing stabilizing controllers that guarantee the forward invariance of a prescribed safe set. State-of-the-art safety-enforcing methods, such as control barrier functions…

Optimization and Control · Mathematics 2026-04-29 Jhon Manuel Portella Delgado , Ankit Goel

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…

Optimization and Control · Mathematics 2023-04-26 Ajay Jasra , Jeremy Heng , Yaxian Xu , Adrian N. Bishop

Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain the control. In this work, instead of focusing on the value…

Optimization and Control · Mathematics 2021-09-10 Alain Bensoussan , Jiayue Han , Sheung Chi Phillip Yam , Xiang Zhou

This paper studies the design of feedback controllers to steer a switching linear time-invariant dynamical system towards the solution trajectory of a time-varying convex optimization problem. We propose two types of controllers: (i) a…

Optimization and Control · Mathematics 2022-02-22 Gianluca Bianchin , Jorge I. Poveda , Emiliano Dall'Anese

This paper deals with nonlinear mechanics of an elevator brake system subjected to uncertainties. A deterministic model that relates the braking force with uncertain parameters is deduced from mechanical equilibrium conditions. In order to…

Computational Engineering, Finance, and Science · Computer Science 2024-09-30 Piotr Wolszczak , Pawel Lonkwic , Americo Cunha , Grzegorz Litak , Szymon Molski

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

This paper proposes a novel learning-based approach for achieving exponential stabilization of nonlinear control-affine systems. We leverage the Control Contraction Metrics (CCMs) framework to co-synthesize Neural Contraction Metrics (NCMs)…

Systems and Control · Electrical Eng. & Systems 2024-03-27 Muhammad Zakwan , Liang Xu , Giancarlo Ferrari-Trecate

In this paper, we focus on the problem about direct way to design a stable controller for nonlinear system. A framework of learning controller with Lyapunov-based constraint is proposed, which is intended to transform designing and analyis…

Systems and Control · Computer Science 2019-03-11 Me Le , Chi Yanxun , Li Zhiwei , Xu Dongfu , Zhang Yulong

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

This paper considers the problem of robust stability and stabilization for linear fractional-order system with nonlinear uncertain parameters, with fractional order 0<a<2. A dynamic output feedback controller, with predetermined order, for…

Optimization and Control · Mathematics 2021-06-25 Pouya Badri , Mahdi Sojoodi , Elyar Zavvari

This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…

Systems and Control · Electrical Eng. & Systems 2023-12-25 Prakash Mallick , Zhiyong Chen

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together concepts such as…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Marcus Aloysius Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Stabilizing an unknown control system is one of the most fundamental problems in control systems engineering. In this paper, we provide a simple, model-free algorithm for stabilizing fully observed dynamical systems. While model-free…

Systems and Control · Electrical Eng. & Systems 2021-10-14 Juan C. Perdomo , Jack Umenberger , Max Simchowitz

This survey paper deals with the stabilization of nonlinear systems by analyzing the controlling method in terms of state feedback and output feedback. A brief overview of some literature on how the feedback controller of some dynamic…

Systems and Control · Electrical Eng. & Systems 2022-01-03 Demelash Abiye Deguale

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…

Systems and Control · Computer Science 2017-05-30 Dan Yu , Mohammadhussein Rafieisakhaei , Suman Chakravorty