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The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…

Optimization and Control · Mathematics 2024-10-04 Guoyuan Chen , Yi Wang , Qinglong Zhou

In this paper, we propose a novel image restoration framework that integrates optimal control techniques with the Hamilton-Jacobi-Bellman (HJB) equation. Motivated by models from production planning, our method restores degraded images by…

Analysis of PDEs · Mathematics 2025-05-13 Dragos-Patru Covei

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

This paper deals with the tracking control problem for a very simple class of unknown nonlinear systems. In this paper, we presents a design strategy for tracking control of time-varying state constrained nonlinear systems in an adaptive…

Systems and Control · Electrical Eng. & Systems 2022-10-12 Pankaj Kumar Mishra , Nishchal K Verma

Nonlinear robust control is pursued by overcoming the drawback of linear robust control that it ignores available information about existing nonlinearities and the resulting controllers may be too conservative, especially when the…

Systems and Control · Electrical Eng. & Systems 2019-12-30 Yongqiang Li , Chaolun Lu , Zhongsheng Hou , Yuanjing Feng

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

This paper proposes a new adaptation methodology to find the control inputs for a class of nonlinear systems with time-varying bounded uncertainties. The proposed method does not require any prior knowledge of the uncertainties including…

Optimization and Control · Mathematics 2018-03-16 Yi-Wen Liao , Selina Pan , Francesco Borrelli , J. Karl Hedrick

In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…

Optimization and Control · Mathematics 2013-01-03 Shaolin Ji , Shuzhen Yang

This paper derives a closed-form method for computing hybrid force-velocity control. The key idea is to maximize the kinematic conditioning of the mechanical system, which includes a robot, free objects, a rigid environment and contact…

Robotics · Computer Science 2021-03-26 Yifan Hou , Matthew T. Mason

This study introduces a mathematical framework to investigate the viability and reachability of production systems under constraints. We develop a model that incorporates key decision variables, such as pricing policy, quality investment,…

Optimization and Control · Mathematics 2025-09-16 Achraf Bouhmady , Mustapha Serhani , Nadia Raissi

The Dynamic Programming approach allows to compute a feedback control for nonlinear problems, but suffers from the curse of dimensionality. The computation of the control relies on the resolution of a nonlinear PDE, the…

Numerical Analysis · Mathematics 2019-11-14 Alessandro Alla , Luca Saluzzi

In this paper, a novel design scheme is introduced to solve the optimal control problem for nonlinear systems with unsymmetrical and state-dependent input constraints. By introducing an initial stabilizing control policy as the baseline of…

Systems and Control · Electrical Eng. & Systems 2022-11-18 Yangguang Yu , Xiangke Wang , Zhiyong Sun , Lincheng Shen

This note presents an extension to the adaptive control strategy presented in [1] able to counter eventual instability due to disturbances at the input of an otherwise $\mathcal{L}_2$ stable closed-loop system. These disturbances are due to…

Optimization and Control · Mathematics 2015-05-20 Mario di Bernardo , Umberto Montanaro , Romeo Ortega , Stefania Santini

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…

Optimization and Control · Mathematics 2009-11-25 Kostas Margellos , John Lygeros

This article presents an adaptive nonlinear delayed feedback control scheme for stabilizing the unstable periodic orbit of unknown fractional-order chaotic systems. The proposed control framework uses the Lyapunov approach and sliding mode…

Systems and Control · Electrical Eng. & Systems 2023-11-10 Bahram Yaghooti , Kaveh Safavigerdini , Reza Hajiloo , Hassan Salarieh

Optimal feedback controllers for nonlinear systems can be derived by solving the Hamilton-Jacobi-Bellman (HJB) equation. However, because the HJB is a nonlinear partial differential equation, numerical methods typically provide only…

Optimization and Control · Mathematics 2026-03-25 Morgan Jones , Matthew Peet

Safe obstacle avoidance and target set stabilization for nonlinear systems using reactive feedback control is under consideration. Based only on local information and by considering virtual dynamics, a safe path is generated online. The…

Systems and Control · Electrical Eng. & Systems 2024-12-02 Lukas Lanza , Philipp Braun

We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…

Probability · Mathematics 2019-06-28 Idris Kharroubi , Nicolas Langrené , Huyên Pham

A gradient-enhanced functional tensor train cross approximation method for the resolution of the Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control of nonlinear dynamics is presented. The procedure uses samples…

Numerical Analysis · Mathematics 2023-02-23 Sergey Dolgov , Dante Kalise , Luca Saluzzi