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In this paper, we extend two classes of functions involved in asymptotic stability analyses. The goal of this extension is to study a maximization problem on the reachable values of a discrete-time dynamical system. This specific…

Optimization and Control · Mathematics 2026-03-03 Assalé Adjé

In this thesis, we focus on some of the NP-hard problems in control theory. Thanks to the converse Lyapunov theory, these problems can often be modeled as optimization over polynomials. To avoid the problem of intractability, we establish a…

Optimization and Control · Mathematics 2017-02-21 Reza Kamyar

In this paper, we solve a maximization problem where the objective function is quadratic and the constraints set is the reachable values set of a stable discrete-time affine system. This problem is equivalent to solve an infinite number of…

Optimization and Control · Mathematics 2023-09-04 Assalé Adjé

In this paper, we study a maximization problem on real sequences. More precisely, for a given sequence, we are interested in computing the supremum of the sequence and an index for which the associated term is maximal. We propose a general…

Optimization and Control · Mathematics 2026-03-03 Assalé Adjé

While ensuring stability for linear systems is well understood, it remains a major challenge for nonlinear systems. A general approach in such cases is to compute a combination of a Lyapunov function and an associated control policy.…

Machine Learning · Computer Science 2023-12-27 Junlin Wu , Andrew Clark , Yiannis Kantaros , Yevgeniy Vorobeychik

A Discrete-Time Linear Complementarity System (DLCS) is a dynamical system in discrete time whose state evolution is governed by linear dynamics in states and algebraic variables that solve a Linear Complementarity Problem (LCP). The DLCS…

Optimization and Control · Mathematics 2023-12-29 Arvind U. Raghunathan , Jeffrey T. Linderoth

In this paper, we study the numerical method for stochastic optimal control problems (SOCPs). By reducing the optimal control problem to the discrete case, we derive a discrete stochastic maximum principle (SMP). With the help of this SMP,…

Numerical Analysis · Mathematics 2020-07-14 Mingshang Hu , Lianzi Jiang

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

The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…

Systems and Control · Computer Science 2016-07-12 Omar Zakary , Mostafa Rachik

We propose a numerical method to approximate the value function for the optimal stopping problem of a piecewise deterministic Markov process (PDMP). Our approach is based on quantization of the post jump location---inter-arrival time Markov…

Probability · Mathematics 2016-08-14 Benoîte de Saporta , François Dufour , Karen Gonzalez

Numerical solutions for the optimal feedback stabilization of discrete time dynamical systems is the focus of this paper. Set-theoretic notion of almost everywhere stability introduced by the Lyapunov measure, weaker than conventional…

Optimization and Control · Mathematics 2017-02-20 Arvind Raghunathan , Umesh Vaidya

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

Deep learning methods have demonstrated significant potential for addressing complex nonlinear control problems. For real-world safety-critical tasks, however, it is crucial to provide formal stability guarantees for the designed…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Han Wang , Keyan Miao , Diego Madeira , Antonis Papachristodoulou

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the applied theory is developed for discrete-time systems.…

Dynamical Systems · Mathematics 2014-02-07 Niklas Wahlström , Patrix Axelsson , Fredrik Gustafsson

As industrial models and designs grow increasingly complex, the demand for optimal control of large-scale dynamical systems has significantly increased. However, traditional methods for optimal control incur significant overhead as problem…

Quantum Physics · Physics 2024-11-05 Connor Clayton , Jiaqi Leng , Gengzhi Yang , Yi-Ling Qiao , Ming C. Lin , Xiaodi Wu

This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…

Optimization and Control · Mathematics 2018-01-03 Qingyuan Qi , Huanshui Zhang , Peijun Ju

We suggest and compare different methods for the numerical solution of Lyapunov like equations with application to control of Markovian jump linear systems. First, we consider fixed point iterations and associated Krylov subspace…

Numerical Analysis · Mathematics 2017-03-14 Tobias Damm , Kazuhiro Sato , Axel Vierling

In this work we use optimal control to generate Discrete Time Crystals (DTC) in generic many-body quantum systems. We define appropriate cost functions, which, when optimized, result in the formation of DTCs. This hitherto unexplored method…

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

The max-cut problem is a classical graph theory problem which is NP-complete. The best polynomial time approximation scheme relies on \emph{semidefinite programming} (SDP). We study the conditions under which graphs of certain classes have…

Optimization and Control · Mathematics 2021-09-07 Daniel Hong , Hyunwoo Lee , Alex Wei
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