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This work presents DMPC (Data-and Model-Driven Predictive Control) to solve control problems in which some of the constraints or parts of the objective function are known, while others are entirely unknown to the controller. It is assumed…

Systems and Control · Electrical Eng. & Systems 2021-03-02 Hassan Jafarzadeh , Cody Fleming

This paper presents a new formulation for model-free robust optimal regulation of continuous-time nonlinear systems. The proposed reinforcement learning based approach, referred to as incremental adaptive dynamic programming (IADP),…

Systems and Control · Electrical Eng. & Systems 2022-03-25 Cong Li , Yongchao Wang , Fangzhou Liu , Qingchen Liu , Martin Buss

Leveraging the concept of the macroscopic fundamental diagram (MFD), perimeter control can alleviate network-level congestion by identifying critical intersections and regulating them effectively. Considering the time-varying nature of…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Can Chen , Yunping Huang , Hongwei Zhang , Shimin Wang , Martin Guay , Shu-Chien Hsu , Renxin Zhong

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 consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…

Robotics · Computer Science 2012-02-27 Vu Anh Huynh , Sertac Karaman , Emilio Frazzoli

We are interested in optimally controlling a discrete time dynamical system that can be influenced by exogenous uncertainties. This is generally called a Stochas-tic Optimal Control (SOC) problem and the Dynamic Programming (DP) principle…

Optimization and Control · Mathematics 2017-05-25 François Pacaud , Pierre Carpentier , Jean-Philippe Chancelier , Vincent Leclère

This paper investigates the performance of Newton's method, iterative Linear Quadratic Regulator (iLQR), and Differential Dynamic Programming (DDP) in solving discrete-time optimal control problems. We offer a unified perspective on these…

Optimization and Control · Mathematics 2026-05-26 Abhijeet , Suman Chakravorty

This paper presents a constrained adaptive dynamic programming (CADP) algorithm to solve general nonlinear nonaffine optimal control problems with known dynamics. Unlike previous ADP algorithms, it can directly deal with problems with state…

Systems and Control · Electrical Eng. & Systems 2022-04-11 Jingliang Duan , Zhengyu Liu , Shengbo Eben Li , Qi Sun , Zhenzhong Jia , Bo Cheng

We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…

Optimization and Control · Mathematics 2023-08-08 Hyeong Soo Chang

We introduce a modeling framework for manipulation planning based on the formulation of the dynamics as a projected dynamical system. This method uses implicit signed distance functions and their gradients to formulate an equivalent…

Optimization and Control · Mathematics 2025-01-22 Anton Pozharskiy , Armin Nurkanović , Moritz Diehl

Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

This paper is concerned with the robust tracking control of linear uncertain systems, whose unknown system parameters and disturbances are bounded within ellipsoidal sets. We propose an adaptive robust control that can actively learn the…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Xuehui Ma , Shiliang Zhang , Yushuai Li , Fucai Qian , Tingwen Huang

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

We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…

Optimization and Control · Mathematics 2017-05-26 Vincent Guigues

We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…

Optimization and Control · Mathematics 2018-08-20 Ahmad Ahmad Ali , Michael Hinze

A numerical study of an optimal control formulation for a shape optimization problem governed by an elliptic variational inequality is performed. The shape optimization problem is reformulated as a boundary control problem in a fixed…

Optimization and Control · Mathematics 2018-01-22 Raino A. E. Mäkinen

Signal Temporal Logic (STL) has gained popularity in recent years as a specification language for cyber-physical systems, especially in robotics. Beyond being expressive and easy to understand, STL is appealing because the synthesis…

Robotics · Computer Science 2020-11-17 Vince Kurtz , Hai Lin

We define a regularized variant of the Dual Dynamic Programming algorithm called REDDP (REgularized Dual Dynamic Programming) to solve nonlinear dynamic programming equations. We extend the algorithm to solve nonlinear stochastic dynamic…

Optimization and Control · Mathematics 2020-05-05 Vincent Guigues , Miguel Lejeune , Wajdi Tekaya
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