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We consider the problem of learning a linear control policy for a linear dynamical system, from demonstrations of an expert regulating the system. The standard approach to this problem is policy fitting, which fits a linear policy by…

Optimization and Control · Mathematics 2020-01-22 Malayandi Palan , Shane Barratt , Alex McCauley , Dorsa Sadigh , Vikas Sindhwani , Stephen Boyd

Achieving optimality in controlling physical systems is a profound challenge across diverse scientific and engineering fields, spanning neuromechanics, biochemistry, autonomous systems, economics, and beyond. Traditional solutions, relying…

Optimization and Control · Mathematics 2025-02-14 Tingli Hu , Sami Haddadin

A hypothetical risk-neutral agent who trades to maximize the expected profit of the next trade will approximately exhibit long-term optimal behavior as long as this agent uses the vector $p = \nabla V (t, x)$ as effective microstructure…

Trading and Market Microstructure · Quantitative Finance 2020-12-25 Bastien Baldacci , Jerome Benveniste , Gordon Ritter

Quantum technologies will ultimately require manipulating many-body quantum systems with high precision. Cold atom experiments represent a stepping stone in that direction: a high degree of control has been achieved on systems of increasing…

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…

Optimization and Control · Mathematics 2017-12-20 Dimitri P. Bertsekas

We present a numerically tractable formulation for computing the optimal control of the class of hybrid dynamical systems whose trajectories are continuous. Our formulation, an extension of existing relaxed-control techniques for switched…

Optimization and Control · Mathematics 2016-05-26 Tyler Westenbroek , Humberto Gonzalez

Positive systems naturally arise in situations where the model tracks physical quantities. Although the linear case is well understood, analysis and controller design for nonlinear positive systems remain challenging. Model reduction…

Optimization and Control · Mathematics 2023-12-15 Antonio Jiménez-Pastor , Daniele Toller , Mirco Tribastone , Max Tschaikowski , Andrea Vandin

We consider an optimal control problem where the state is governed by a free boundary problem called the two-phase membrane problem and the control appears in the coefficients of the characteristic function of the positivity and negativity…

Optimization and Control · Mathematics 2024-05-20 Farid Bozorgnia , Vyacheslav Kungurtsev

This paper is concerned with a bilinear control problem for enhancing convection-cooling via an incompressible velocity field. Both optimal open-loop control and closed-loop feedback control designs are addressed. First and second order…

Optimization and Control · Mathematics 2021-07-15 Weiwei Hu , Jun Liu , Zhu Wang

In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…

Probability · Mathematics 2025-05-14 Andrey A. Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

Optimal control problems without control costs in general do not possess solutions due to the lack of coercivity. However, unilateral constraints together with the assumption of existence of strictly positive solutions of a pre-adjoint…

Optimization and Control · Mathematics 2017-02-27 Christian Clason , Anton Schiela

In this paper, we present the combined learning-and-control (CLC) approach, which is a new way to solve optimal control problems with unknown dynamics by unifying model-based control and data-driven learning. The key idea is simple: we…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Panagiotis Kounatidis , Andreas A. Malikopoulos

This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…

Optimization and Control · Mathematics 2011-10-11 Luis Rodrigues , Didier Henrion , Mehdi Abedinpour Fallah

The Koopman operator enables simplified representations for nonlinear systems in data-driven optimal control, but the accompanying uncertainties inevitably induce deviations in the optimal controller and associated value function. This…

Systems and Control · Electrical Eng. & Systems 2026-04-08 Yicheng Lin , Bingxian Wu , Nan Bai , Yunxiao Ren , Zhongkui Li , Zhisheng Duan

We analyze a bilinear optimal control problem for the Stokes--Brinkman equations: the control variable enters the state equations as a coefficient. In two- and three-dimensional Lipschitz domains, we perform a complete continuous analysis…

Numerical Analysis · Mathematics 2025-10-22 Alejandro Allendes , Gilberto Campaña , Enrique Otarola

Koopman-based modeling and model predictive control have been a promising alternative for optimal control of nonlinear processes. Good Koopman modeling performance significantly depends on an appropriate nonlinear mapping from the original…

Systems and Control · Electrical Eng. & Systems 2024-08-06 Zhaoyang Li , Minghao Han , Dat-Nguyen Vo , Xunyuan Yin

This paper aims to study a family of deterministic optimal control problems in infinite dimensional spaces. The peculiar feature of such problems is the presence of a positivity state constraint, which often arises in economic applications.…

Optimization and Control · Mathematics 2022-06-02 Alessandro Calvia , Salvatore Federico , Fausto Gozzi

Nonconvex optimal-control problems governed by evolution problems in infinite-dimensional spaces (as e.g. parabolic boundary-value problems) needs a continuous (and possibly also smooth) extension on some (preferably convex)…

Optimization and Control · Mathematics 2021-02-02 Tomáš Roubíček

The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…

Optimization and Control · Mathematics 2022-01-19 Jorge Ortega , Omar Santos , Liliam Rodríguez , Sabine Mondié

We consider the optimal control of linear systems over wireless MIMO fading channels, where the MIMO wireless fading and random access of the remote controller may cause intermittent controllability or uncontrollability of the closed-loop…

Optimization and Control · Mathematics 2023-01-26 Songfu Cai , Vincent Lau
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