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We study an optimal intervention problem on the linear threshold model (LTM) in which a social planner aims to design minimal-cost interventions that modify the agents' thresholds, under the constraint that at least a predefined fraction of…

Computer Science and Game Theory · Computer Science 2026-05-13 Leonardo Cianfanelli , Sebastiano Messina , Giacomo Como , Fabio Fagnani

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

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

A model-based signal processing framework is proposed for pandemic trend forecasting and control, by using non-pharmaceutical interventions (NPI) at regional and country levels worldwide. The control objective is to prescribe quantifiable…

Optimization and Control · Mathematics 2021-11-23 Reza Sameni

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

Optimization and Control · Mathematics 2019-10-15 Omar El Housni , Vineet Goyal

We provide easy and readable GNU Octave/MATLAB code for the simulation of mathematical models described by ordinary differential equations and for the solution of optimal control problems through Pontryagin's maximum principle. For that, we…

Optimization and Control · Mathematics 2019-12-23 Carlos Campos , Cristiana J. Silva , Delfim F. M. Torres

Pandemic influenza has the epidemic potential to kill millions of people. While various preventive measures exist (i.a., vaccination and school closures), deciding on strategies that lead to their most effective and efficient use remains…

Machine Learning · Computer Science 2018-06-18 Pieter Libin , Timothy Verstraeten , Diederik M. Roijers , Jelena Grujic , Kristof Theys , Philippe Lemey , Ann Nowé

We introduce a new method, stepwise method for solving optimal con- trol problems. Our first motivation for new approach emanate from limi- tations on continuous time control functions in PMP. Practically in most of the real world models,…

Optimization and Control · Mathematics 2015-06-26 Mehdi Afshar , Farshad Merrikhbayat , Mohammad Reza Razvan

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

Tuberculosis remains a significant global health challenge, with millions of new cases reported annually. Recent studies suggest that expanding the accessibility of TB intervention programs can lead to a substantial decrease in both TB…

In this article we derive a Pontryagin maximum principle (PMP) for discrete-time optimal control problems on matrix Lie groups. The PMP provides first order necessary conditions for optimality; these necessary conditions typically yield two…

Systems and Control · Computer Science 2018-08-07 Karmvir Singh Phogat , Debasish Chatterjee , Ravi Banavar

In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…

Optimization and Control · Mathematics 2025-03-18 Jakob Harzer , Jochem De Schutter , Moritz Diehl

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu

The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…

Optimization and Control · Mathematics 2021-02-09 Alexander Weber , Alexander Knoll

Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

We propose a linear programming (LP) framework for steady-state diffusion and flux optimization on geometric networks. The state variable satisfies a discrete diffusion law on a weighted, oriented graph, where conductances are scaled by…

Optimization and Control · Mathematics 2025-11-06 Harbir Antil , Rainald Löhner , Felipe Pérez

Testing is a crucial control mechanism for an epidemic outbreak because it enables the health authority to detect and isolate the infected cases, thereby limiting the disease transmission to susceptible people, when no effective treatment…

In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…

Numerical Analysis · Mathematics 2018-03-06 Martin Neuenhofen

This work will study an optimal control problem describing the two-strain SEIR epidemic model. The studied model is in the form of six nonlinear differential equations illustrating the dynamics of the susceptibles and the exposed, the…

Populations and Evolution · Quantitative Biology 2024-04-29 Karam Allali , Mouhamadou A. M. T. Balde , Babacar M. Ndiaye

This paper presents a new method for solving a class of nonlinear optimal control problems with a quadratic performance index. In this method, first the original optimal control problem is transformed into a nonlinear two-point boundary…

Optimization and Control · Mathematics 2014-09-18 Amin Jajarmi , Hamidreza Ramezanpour , Arman Sargolzaei , Pouyan Shafaei