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This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…

Optimization and Control · Mathematics 2022-03-25 Eleonora Donadini , Maria Strazzullo , Marco Tezzele , Gianluigi Rozza

Model predictive control (MPC) is an effective approach to control multivariable dynamic systems with constraints. Most real dynamic models are however affected by plant-model mismatch and process uncertainties, which can lead to…

Systems and Control · Electrical Eng. & Systems 2022-11-29 Zhengang Zhong , Ehecatl Antonio del Rio-Chanona , Panagiotis Petsagkourakis

In this paper, we consider the problem of minimum-time optimal control for a dynamical system with initial state uncertainties and propose a sequential convex programming (SCP) solution framework. We seek to minimize the expected terminal…

Optimization and Control · Mathematics 2024-09-17 Kazuya Echigo , Abhishek Cauligi , Behçet Açıkmeşe

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

Optimization and Control · Mathematics 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

Model Predictive Control (MPC) is widely used to achieve performance objectives, while enforcing operational and safety constraints. Despite its high performance, MPC often demands significant computational resources, making it challenging…

Optimization and Control · Mathematics 2025-01-24 Mohsen Amiri , Mehdi Hosseinzadeh

Autonomous agents are limited in their ability to observe the world state. Partially observable Markov decision processes (POMDPs) formally model the problem of planning under world state uncertainty, but POMDPs with continuous actions and…

Robotics · Computer Science 2020-07-08 Dicong Qiu , Yibiao Zhao , Chris L. Baker

This paper presents a new method for achieving dynamic consensus in linear discrete-time homogeneous multi-agent systems (MAS) with marginally stable or unstable dynamics. The guarantee of consensus in this setting involves a set of…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Maryam Babazadeh , Naim Bajcinca

We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…

Optimization and Control · Mathematics 2024-10-03 Nicole El Karoui , Xiaolu Tan

This paper addresses the problem of learning the optimal control policy for a nonlinear stochastic dynamical system with continuous state space, continuous action space and unknown dynamics. This class of problems are typically addressed in…

Machine Learning · Computer Science 2019-04-18 Ran Wang , Karthikeya Parunandi , Dan Yu , Dileep Kalathil , Suman Chakravorty

The control of robotic systems in complex, shared collaborative workspaces presents significant challenges in achieving robust performance and safety when learning from experienced or simulated data is employed in the pipeline. A primary…

Robotics · Computer Science 2025-09-16 Mostafa Eslami , Maryam Babazadeh

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

This work addresses the design of multi-agent coordination through high-order consensus protocols. While first-order consensus strategies are well-studied -- with known robustness to uncertainties such as time delays, time-varying weights,…

Systems and Control · Electrical Eng. & Systems 2025-04-11 Jonas Hansson , Emma Tegling

The synthesis of adaptive gain-scheduling controller is discussed for continuous-time linear models characterized by polytopic uncertainties. The proposed approach computes the control law assuming the parameters as uncertain and adaptively…

Systems and Control · Electrical Eng. & Systems 2025-06-17 Ariany C. Oliveira , Victor C. S. Campos , Leonardo. A. Mozelli

This paper presents a distributed stochastic model predictive control (SMPC) approach for large-scale linear systems with private and common uncertainties in a plug-and-play framework. Using the so-called scenario approach, the centralized…

Optimization and Control · Mathematics 2019-01-09 V. Rostampour , T. Keviczky

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

Time-varying stochastic optimization problems frequently arise in machine learning practice (e.g. gradual domain shift, object tracking, strategic classification). Although most problems are solved in discrete time, the underlying process…

Machine Learning · Computer Science 2023-02-24 Subha Maity , Debarghya Mukherjee , Moulinath Banerjee , Yuekai Sun

This paper presents a novel distributed model predictive control (MPC) formulation without terminal cost and a corresponding distributed synthesis approach for distributed linear discrete-time systems with coupled constraints. The proposed…

Systems and Control · Electrical Eng. & Systems 2026-05-28 Xiaoyu Liu , Dimos V. Dimarogonas , Changxin Liu , Azita Dabiri , Bart De Schutter

Model Predictive Control (MPC) is a widely known control method that has proved to be particularly effective in multivariable and constrained control. Closed-loop stability and recursive feasibility can be guaranteed by employing accurate…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

We show that the explicit realization of data-driven predictive control (DPC) for linear deterministic systems is more tractable than previously thought. To this end, we compare the optimal control problems (OCP) corresponding to…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Manuel Klädtke , Dieter Teichrib , Nils Schlüter , Moritz Schulze Darup

Control of nonlinear distributed parameter systems (DPS) under uncertainty is a meaningful task for many industrial processes. However, both intrinsic uncertainty and high dimensionality of DPS require intensive computations, while…

Optimization and Control · Mathematics 2024-10-17 Min Tao , Ioannis Zacharopoulos , Constantinos Theodoropoulos