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We present an algorithm, based on the Differential Dynamic Programming framework, to handle trajectory optimization problems in which the horizon is determined online rather than fixed a priori. This algorithm exhibits exact one-step…

Robotics · Computer Science 2021-11-18 Kyle Stachowicz , Evangelos A. Theodorou

We present a real-time-capable set-based framework for closed-loop predictive control of autonomous systems using tools from computational geometry, dynamic programming, and convex optimization. The control architecture relies on the…

Optimization and Control · Mathematics 2025-12-09 Abhinav G. Kamath , Abraham P. Vinod , Purnanand Elango , Stefano Di Cairano , Avishai Weiss

In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…

Optimization and Control · Mathematics 2025-04-01 Huanshui Zhang , Hongxia Wang

This work studies the design of safe control policies for large-scale non-linear systems operating in uncertain environments. In such a case, the robust control framework is a principled approach to safety that aims to maximize the…

Systems and Control · Computer Science 2019-03-04 Edouard Leurent , Yann Blanco , Denis Efimov , Odalric-Ambrym Maillard

Inverse Optimal Control (IOC) seeks to recover an unknown cost from expert demonstrations, and it provides a systematic way of modeling experts' decision mechanisms while considering the prior information of the cost functions.…

Optimization and Control · Mathematics 2025-12-01 Ziliang Wang , Han Zhang , Axel Ringh

In this paper, we present a framework for solving continuous optimal control problems when the true system dynamics are approximated through an imperfect model. We derive a control strategy by applying Pontryagin's Minimum Principle to the…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Panagiotis Kounatidis , Andreas A. Malikopoulos

This article introduces a numerical algorithm that serves as a preliminary step toward solving continuous-time model predictive control (MPC) problems directly without explicit time-discretization. The chief ingredients of the underlying…

Optimization and Control · Mathematics 2024-01-24 Souvik Das , Siddhartha Ganguly , Muthyala Anjali , Debasish Chatterjee

This chapter compares different formulations for Economic nonlinear Model Predictive Control (EMPC) which are all based on an established dissipativity assumption on the underlying Optimal Control Problem (OCP). This includes schemes with…

Systems and Control · Electrical Eng. & Systems 2020-07-29 Timm Faulwasser , Mario Zanon

This paper presents a data-driven method to find a closed-loop optimal controller, which minimizes a specified infinite-horizon cost function for systems with unknown dynamics. Suppose the closed-loop optimal controller can be parameterized…

Machine Learning · Computer Science 2025-11-20 Wenjian Hao , Paulo C. Heredia , Shaoshuai Mou

With a growing interest in data-driven control techniques, Model Predictive Control (MPC) provides an opportunity to exploit the surplus of data reliably, particularly while taking safety and stability into account. In many real-world and…

Artificial Intelligence · Computer Science 2021-06-04 Mayank Mittal , Marco Gallieri , Alessio Quaglino , Seyed Sina Mirrazavi Salehian , Jan Koutník

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

This work presents the first application of the state-of-the-art Koenig-D'Amico reachable set theory solver to cislunar, chaotic relative motion in the Circular-Restricted Three-Body Problem (CR3BP). The relative motion dynamics of two…

Optimization and Control · Mathematics 2025-07-30 Matthew Hunter , Walter J. Manuel , Simone D'Amico

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$,…

Optimization and Control · Mathematics 2018-08-13 Dante Kalise , Karl Kunisch , Zhiping Rao

We study a risk-averse optimal control problem for a finite-horizon Borel model, where a cumulative cost is assessed via exponential utility. The setting permits non-linear dynamics, non-quadratic costs, and continuous state and control…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Margaret P. Chapman , Kevin M. Smith

An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…

Optimization and Control · Mathematics 2025-10-10 Hamed Taghavian , Florian Dorfler , Mikael Johansson

We consider the problem of minimum energy steering of a linear stochastic system to a final prescribed distribution over a finite horizon and to maintain a stationary distribution over an infinite horizon. We present sufficient conditions…

Systems and Control · Computer Science 2014-10-14 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

This paper focuses on the attitude pointing control problem under pointing-forbidden constraints and performance constraints. The spacecraft is expected to align its sensor's boresight to a desired direction, while the terminal control…

Systems and Control · Electrical Eng. & Systems 2022-09-14 Jiakun Lei , Tao Meng , Weijia Wang , Shujian Sun , Heng Li , Zhonghe Jin

This paper examines the global convergence problem of SLAM algorithms, an issue that faces topological obstructions. This is because the state-space of attitude dynamics is defined on a non-contractible manifold: the special orthogonal…

Systems and Control · Electrical Eng. & Systems 2022-12-13 Seyed Hamed Hashemi , Jouni Mattila