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This paper addresses the problem of control synthesis for nonlinear optimal control problems in the presence of state and input constraints. The presented approach relies upon transforming the given problem into an infinite-dimensional…

Optimization and Control · Mathematics 2017-03-03 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

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

We study the distributed stochastic compositional optimization problems over directed communication networks in which agents privately own a stochastic compositional objective function and collaborate to minimize the sum of all objective…

Optimization and Control · Mathematics 2022-03-22 Shengchao Zhao , Yongchao Liu

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

This paper highlights a parallel between the forward backward sweeping method for optimal control and deep learning training procedures. We reformulate a classical optimal control problem, constrained by a differential equation system, into…

Optimization and Control · Mathematics 2025-04-23 Wenjing Zhang , Wandi Ding , Huaiping Zhu

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

This paper presents a simple approach to low-thrust optimal-fuel and optimal-time transfer problems between two elliptic orbits using the Cartesian coordinates system. In this case, an orbit is described by its specific angular momentum and…

Optimization and Control · Mathematics 2014-12-09 Hantian Zhang , Dong Eui Chang , Qingjie Cao

This paper investigates the infinite horizon optimal control problem (OCP) for space applications characterized by nonlinear dynamics. The proposed approach divides the problem into a finite horizon OCP with a regularized terminal cost,…

Optimization and Control · Mathematics 2025-10-13 Abhijeet , Mohamed Naveed Gul Mohamed , Aayushman Sharma , Suman Chakravorty

We present an empirical, gradient-based method for solving data-driven stochastic optimal control problems using the theory of kernel embeddings of distributions. By embedding the integral operator of a stochastic kernel in a reproducing…

Optimization and Control · Mathematics 2022-09-20 Adam J. Thorpe , Jake A. Gonzales , Meeko M. K. Oishi

Mesh refinement in pseudospectral (PS) optimal control is embarrassingly easy --- simply increase the order $N$ of the Lagrange interpolating polynomial and the mathematics of convergence automates the distribution of the grid points.…

Optimization and Control · Mathematics 2019-05-01 N. Koeppen , I. M. Ross , L. C. Wilcox , R. J. Proulx

Low-degree polynomials have emerged as a powerful paradigm for providing evidence of statistical-computational gaps across a variety of high-dimensional statistical models [Wein25]. For detection problems -- where the goal is to test a…

Machine Learning · Statistics 2026-01-06 Alexandra Carpentier , Simone Maria Giancola , Christophe Giraud , Nicolas Verzelen

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control con- straints and cost are all described by polynomials, and more generally for OCPs with smooth…

Optimization and Control · Mathematics 2016-08-14 Jean-Bernard Lasserre , Didier Henrion , Christophe Prieur , Emmanuel Trélat

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

Mechanical systems are usually modeled by second-order Ordinary Differential Equations (ODE) which take the form $\ddot{q} = f(t, q, \dot{q})$. While simulation methods tailored to these equations have been studied, using them in direct…

Optimization and Control · Mathematics 2023-04-26 Léo Simpson , Armin Nurkanović , Moritz Diehl

Tasks for autonomous robotic systems commonly require stabilization to a desired region while maintaining safety specifications. However, solving this multi-objective problem is challenging when the dynamics are nonlinear and…

Robotics · Computer Science 2023-05-24 Oswin So , Chuchu Fan

The paper presents an approach to studying optimal control problems in the space of nonnegative measures with dynamics given by a nonlocal balance law. This approach relies on transforming the balance law into a continuity equation in the…

Optimization and Control · Mathematics 2025-01-30 Nikolay Pogodaev , Maxim Staritsyn

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

This work focuses on indirect descent methods for optimal control problems governed by nonlinear ordinary differential equations in Banach spaces, viewed as abstract models of distributed dynamics. As a reference line, we revisit the…

Optimization and Control · Mathematics 2025-12-12 Roman Chertovskih , Nikolay Pogodaev , Maxim Staritsyn , A. Pedro Aguiar