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This paper presents a new paradigm to stabilize uncertain stochastic linear systems. Herein, second moment polytopic (SMP) systems are proposed that generalize systems with both uncertainty and randomness. The SMP systems are characterized…

Optimization and Control · Mathematics 2024-10-28 Yuji Ito , Kenji Fujimoto

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints…

Optimization and Control · Mathematics 2015-12-04 An Li , Jane Ye

Despite the celebrated success of stochastic control approaches for uncertain systems, such approaches are limited in the ability to handle non-Gaussian uncertainties. This work presents an adaptive robust control for linear uncertain…

Optimization and Control · Mathematics 2026-01-13 Xuehui Ma , Shiliang Zhang , Zhiyong Sun , Xiaohui Zhang , Sabita Maharjan

This paper develops a variational inference framework for control of infinite dimensional stochastic systems. We employ a measure theoretic approach which relies on the generalization of Girsanov's theorem, as well as the relation between…

Optimization and Control · Mathematics 2018-09-11 George I. Boutselis , Marcus Pereira , Evangelos A. Theodorou

In this paper we study, from a variational and geometrical point of view, second-order variational problems on Lie groupoids and the construction of variational integrators for optimal control problems. First, we develop variational…

Dynamical Systems · Mathematics 2015-06-30 Leonardo Colombo , David Martin de Diego

This paper proposes a robust control method based on sliding mode design for two-level quantum systems with bounded uncertainties. An eigenstate of the two-level quantum system is identified as a sliding mode. The objective is to design a…

Quantum Physics · Physics 2012-04-26 Daoyi Dong , Ian R. Petersen

This paper investigates the relationship between Pontryagin's maximum principle and dynamic programming principle in the context of stochastic optimal control systems governed by stochastic evolution equations with random coefficients in…

Optimization and Control · Mathematics 2025-11-05 Dingqian Gao , Qi Lü

In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…

Optimization and Control · Mathematics 2020-07-14 Weijun Meng , Jingtao Shi

The Helmholtz conditions are necessary and sufficient conditions for a system of second order differential equations to be variational, that is, equivalent to a system of Euler-Lagrange equations for a regular Lagrangian. On the other hand,…

Optimization and Control · Mathematics 2018-10-17 Marta Farré Puiggalí , Anthony M. Bloch

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Optimal control of two-qubit quantum systems attracts high interest due to applications ranging from two-qubit gate generation to optimization of receiver for transferring coherence matrices along spin chains. State preparation and…

Quantum Physics · Physics 2025-02-21 Oleg Morzhin , Alexander Pechen

This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…

Functional Analysis · Mathematics 2015-01-27 Pastorel Gaspar , Lorena Popa

This paper develops high-accuracy methods for numerically solving optimal control problems subject to nonsmooth differential equations with set-valued step functions. A notable subclass of these systems are Filippov systems. The set-valued…

Optimization and Control · Mathematics 2024-05-07 Armin Nurkanović , Anton Pozharskiy , Jonathan Frey , Moritz Diehl

Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…

Systems and Control · Computer Science 2017-05-08 Pushpak Jagtap , Majid Zamani

When designing optimal controllers for any system, it is often the case that the true state of the system is unknown to the controller, for example due to noisy measurements or partially observable states. Incomplete state information must…

Optimization and Control · Mathematics 2014-01-23 Kendra Lesser , Meeko Oishi

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen

Geometric optimal control utilizes tools from differential geometry to analyze the structure of a problem to determine the control and state trajectories to reach a desired outcome while minimizing some cost function. For a controlled…

Optimization and Control · Mathematics 2022-09-20 Maria Oprea , Max Ruth , Dora Kassabova , William Clark

We study the time-optimal robust control of a two-level quantum system subjected to field inhomogeneities. We apply the Pontryagin Maximum Principle and we introduce a reduced space onto which the optimal dynamics is projected down. This…

Quantum Physics · Physics 2025-09-03 O. Fresse-Colson , S. Guérin , Xi Chen , D. Sugny
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