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This work introduces a sequential convex programming framework for non-linear, finite-dimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the…

Optimization and Control · Mathematics 2022-09-27 Riccardo Bonalli , Thomas Lew , Marco Pavone

We establish an algorithm to learn feedback maps from data for a class of robust model predictive control (MPC) problems. The algorithm accounts for the approximation errors due to the learning directly at the synthesis stage, ensuring…

Optimization and Control · Mathematics 2025-10-16 Siddhartha Ganguly , Shubham Gupta , Debasish Chatterjee

The linear quadratic regulator is the fundamental problem of optimal control. Its state feedback version was set and solved in the early 1960s. However the static output feedback problem has no explicit-form solution. It is suggested to…

Optimization and Control · Mathematics 2020-11-03 Ilyas Fatkhullin , Boris Polyak

A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined as a measure of robustness of the…

Optimization and Control · Mathematics 2016-11-17 Mark M. Tobenkin , Ian R. Manchester , Jennifer Wang , Alexandre Megretski , Russ Tedrake

The problem of estimating an unknown force driving a linear oscillator is revisited. When using linear measurement, feedback is often cited as a mechanism to enhance bandwidth or sensitivity. We show that as long as the oscillator dynamics…

By optimizing the predicted performance over a receding horizon, model predictive control (MPC) provides the ability to enforce state and control constraints. The present paper considers an extension of MPC for nonlinear systems that can be…

Systems and Control · Electrical Eng. & Systems 2023-09-29 Mohammadreza Kamaldar , Dennis S. Bernstein

We address an optimal control problem for linear stochastic systems with unknown noise distributions and joint chance constraints using conformal prediction. Our approach involves designing a feedback controller to maintain an error system…

Systems and Control · Electrical Eng. & Systems 2024-12-10 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

Stabilizing feedback operators are presented which depend only on the orthogonal projection of the state onto the finite-dimensional control space. A class of monotone feedback operators mapping the finite-dimensional control space into…

Optimization and Control · Mathematics 2025-03-10 Karl Kunisch , Sérgio S. Rodrigues , Daniel Walter

Recent research shows that supervised learning can be an effective tool for designing near-optimal feedback controllers for high-dimensional nonlinear dynamic systems. But the behavior of neural network controllers is still not well…

Optimization and Control · Mathematics 2022-10-10 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

Finite-time optimal feedback control for flow networks under information constraints is studied. By utilizing the framework of multi-parametric linear programming, it is demonstrated that when cost/constraints can be modeled or approximated…

Systems and Control · Computer Science 2019-09-24 Saeid Jafari , Ketan Savla

The convergence of policy gradient algorithms in reinforcement learning hinges on the optimization landscape of the underlying optimal control problem. Theoretical insights into these algorithms can often be acquired from analyzing those of…

Machine Learning · Computer Science 2023-11-01 Jingliang Duan , Wenhan Cao , Yang Zheng , Lin Zhao

We consider the problem of output feedback stabilization in linear systems when the measured outputs and control inputs are subject to event-triggered sampling and dynamic quantization. A new sampling algorithm is proposed for outputs which…

Dynamical Systems · Mathematics 2016-09-26 Aneel Tanwani , Christophe Prieur , Mirko Fiacchini

Flexibility is increasingly gaining importance in modern power system operation. This paper presents a controller framework based on Online Feedback Optimization for real-time coordination of power system flexibility. The proposed approach…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Florian Klein-Helmkamp , Matthis Berger , Irina Zettl , Andreas Ulbig

Model predictive control (MPC) is pervasive in research and industry. However, designing the cost function and the constraints of the MPC to maximize closed-loop performance remains an open problem. To achieve optimal tuning, we propose a…

Optimization and Control · Mathematics 2024-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

The stable combination of optimal feedback policies with online learning is studied in a new control-theoretic framework for uncertain nonlinear systems. The framework can be systematically used in transfer learning and sim-to-real…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Brett T. Lopez , Jean-Jacques E. Slotine

This paper considers distribution networks featuring inverter-interfaced distributed energy resources, and develops distributed feedback controllers that continuously drive the inverter output powers to solutions of AC optimal power flow…

Optimization and Control · Mathematics 2016-06-22 Emiliano Dall'Anese , Andrea Simonetto

Wind farms can increase annual energy production (AEP) with advanced control algorithms by coordinating the set points of individual turbine controllers across the farm. However, it remains a significant challenge to achieve performance…

Optimization and Control · Mathematics 2020-03-18 Yi Guo , Mario Rotea , Tyler Summers

This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…

Optimization and Control · Mathematics 2025-04-01 Chuanzhi Lv , Xunmin Yin , Hongdan Li , Huanshui Zhang

This paper presents a novel methodology to tackle feedback optimal control problems in scenarios where the exact state of the controlled process is unknown. It integrates data assimilation techniques and optimal control solvers to manage…

Optimization and Control · Mathematics 2024-04-10 Siming Liang , Ruoyu Hu , Feng Bao , Richard Archibald , Guannan Zhang
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