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Optimal Control (OC) is the process of determining control and state trajectories for a dynamic system, over a period of time, in order to optimize a given performance index. With the increasing of variables and complexity, OC problems can…

Optimization and Control · Mathematics 2014-09-02 Helena Sofia Rodrigues , M. Teresa T. Monteiro , Delfim F. M. Torres

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

In this paper, we present a novel control scheme for feedback optimization. That is, we propose a discrete-time controller that can steer the steady state of a physical plant to the solution of a constrained optimization problem without…

Systems and Control · Electrical Eng. & Systems 2020-07-09 Verena Häberle , Adrian Hauswirth , Lukas Ortmann , Saverio Bolognani , Florian Dörfler

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

This paper is concerned with data-driven optimal control of nonlinear systems. We present a convex formulation to the optimal control problem (OCP) with a discounted cost function. We consider OCP with both positive and negative discount…

Optimization and Control · Mathematics 2022-02-07 Joseph Moyalan , Hyungjin Choi , Yongxin Chen , Umesh Vaidya

Optimal control provides a principled framework for transforming dynamical system models into intelligent decision-making, yet classical computational approaches are often too expensive for real-time deployment in dynamic or uncertain…

Optimization and Control · Mathematics 2026-01-01 Wuzhe Xu , Jiequn Han , Rongjie Lai

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

Solving optimal control problems (OCPs) of autonomous agents operating under spatial and temporal constraints fast and accurately is essential in applications ranging from eco-driving of autonomous vehicles to quadrotor navigation. However,…

Robotics · Computer Science 2026-01-07 Shiying Dong , Zhipeng Shen , Rudolf Reiter , Hailong Huang , Bingzhao Gao , Hong Chen , Wen-Hua Chen

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

Mathematical optimization is one of the cornerstones of modern engineering research and practice. Yet, throughout all application domains, mathematical optimization is, for the most part, considered to be a numerical discipline.…

Optimization and Control · Mathematics 2024-01-09 Adrian Hauswirth , Zhiyu He , Saverio Bolognani , Gabriela Hug , Florian Dörfler

This paper brings the concept of ``optimism" to the new and promising framework of online Non-stochastic Control (NSC). Namely, we study how NSC can benefit from a prediction oracle of unknown quality responsible for forecasting future…

Machine Learning · Computer Science 2024-08-27 Naram Mhaisen , George Iosifidis

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

Optimal feedback control (OFC) is a theory from the motor control literature that explains how humans move their body to achieve a certain goal, e.g., pointing with the finger. OFC is based on the assumption that humans aim to control their…

Human-Computer Interaction · Computer Science 2022-04-21 Florian Fischer , Arthur Fleig , Markus Klar , Jörg Müller

Traditional stochastic optimal control methods that attempt to obtain an optimal feedback policy for nonlinear systems are computationally intractable. In this paper, we derive a decoupling principle between the open loop plan, and the…

Systems and Control · Computer Science 2019-02-28 Karthikeya S Parunandi , Suman Chakravorty

Many robotics tasks, such as path planning or trajectory optimization, are formulated as optimal control problems (OCPs). The key to obtaining high performance lies in the design of the OCP's objective function. In practice, the objective…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Trevor Barron , Xiaojing Zhang

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…

This paper develops and analyzes feedback-based online optimization methods to regulate the output of a linear time-invariant (LTI) dynamical system to the optimal solution of a time-varying convex optimization problem. The design of the…

Optimization and Control · Mathematics 2018-05-31 Marcello Colombino , Emiliano Dall'Anese , Andrey Bernstein

The Inverse Optimal Control (IOC) problem is a structured system identification problem that aims to identify the underlying objective function based on observed optimal trajectories. This provides a data-driven way to model experts'…

Optimization and Control · Mathematics 2024-02-28 Han Zhang , Axel Ringh

Feedback optimization refers to a class of methods that steer a control system to a steady state that solves an optimization problem. Despite tremendous progress on the topic, an important problem remains open: enforcing state constraints…

Optimization and Control · Mathematics 2026-02-11 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels
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