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This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…

Optimization and Control · Mathematics 2024-11-19 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

In this paper a novel stochastic optimization and extremum seeking algorithm is presented, one which is based on time-delayed random perturbations and step size adaptation. For the case of a one-dimensional quadratic unconstrained…

Optimization and Control · Mathematics 2024-10-29 Naum Dimitrieski , Michael Reyer , Mohamed-Ali Belabbas , Christian Ebenbauer

In this paper, we study gradient-based classical extremum seeking (ES) for uncertain n-dimensional (nD) static quadratic maps in the presence of known large constant distinct input delays and large output constant delay with a small…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Xuefei Yang , Emilia Fridman

This paper presents a static event-triggered control strategy for multivariable Newton-based extremum seeking. The proposed method integrates event-triggered actuation into the Newton-based optimization framework to reduce control updates…

Optimization and Control · Mathematics 2026-01-22 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Paulo Tabuada

In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic

This paper presents novel methods for achieving stable and efficient convergence in multivariable extremum seeking control (ESC) using sliding mode techniques. Drawing inspiration from both classical sliding mode control and more recent…

Optimization and Control · Mathematics 2025-08-13 Roberto Luo , Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic

We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…

Optimization and Control · Mathematics 2025-01-20 Frederic Mazenc , Michael Malisoff , Emilia Fridman

This paper proposes the incorporation of static event-triggered control in the actuation path of Newton-based extremum seeking and its comparison with the earlier gradient version. As in the continuous methods, the convergence rate of the…

Optimization and Control · Mathematics 2025-02-04 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Paulo Tabuada

This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…

Optimization and Control · Mathematics 2024-07-31 Nerito Oliveira Aminde , Tiago Roux Oliveira , Liu Hsu

This paper proposes a finite-time Newton seeking control design for systems described by unknown multivariable static maps. The Newton seeking system has an averaged system that implements a Newton continuous-time algorithm. The averaged…

Optimization and Control · Mathematics 2020-12-18 Martin Guay , Mouhacine Benosman

In this paper, we present the discrete-time unbiased extremum seeking (ES) algorithm for n-dimensional (nD) static quadratic maps in the presence of unknown time-varying measurement delays bounded by known constants which can be large. The…

Optimization and Control · Mathematics 2026-04-07 Adam Jbara , Emilia Fridman , Xuefei Yang

We analyze the convergence of gradient-based optimization algorithms that base their updates on delayed stochastic gradient information. The main application of our results is to the development of gradient-based distributed optimization…

Optimization and Control · Mathematics 2011-05-02 Alekh Agarwal , John C. Duchi

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

This paper studies the extremum seeking control (ESC) problem for a class of constrained nonlinear systems. Specifically, we focus on a family of constraints allowing to reformulate the original nonlinear system in the so-called…

Optimization and Control · Mathematics 2021-03-24 Shuai Yuan , Filippo Fabiani , Simone Baldi

This paper proposes a discrete-time event-triggered extremum seeking control scheme for real-time optimization of nonlinear systems. Unlike conventional discrete-time implementations relying on periodic updates, the proposed approach…

Optimization and Control · Mathematics 2026-04-03 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Frank Allgöwer

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

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

We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…

Optimization and Control · Mathematics 2019-12-17 Jorge I. Poveda , Miroslav Krstic

The stochastic nature of time delays and sampling intervals in Networked Control Systems poses significant challenges for controller synthesis and analysis, often leading to conservative designs and degraded performance. This work presents…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Matheus Wagner , Marcelo M. Morato , Antônio Augusto Fröhlich , Julio E. Normey-Rico

This paper studies a stochastic extremum seeking method to steer a nonholonomic vehicle to the unknown source of a static spatially distributed filed in a plane. The key challenge lies in the lack of vehicle's position information and the…

Optimization and Control · Mathematics 2016-11-16 Jinbiao Lin , Shiji Song , Keyou You , Miroslav Krstic
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