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We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

Systems and Control · Computer Science 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

Guaranteeing safe behavior on complex autonomous systems -- from cars to walking robots -- is challenging due to the inherently high dimensional nature of these systems and the corresponding complex models that may be difficult to determine…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Tamas G. Molnar , Aaron D. Ames

In recent developments, a novel set of necessary optimality conditions for mixed constrained optimal control problems, termed the asymptotic weak maximum principle, has been formulated. These novel conditions deviate from the classical ones…

Optimization and Control · Mathematics 2026-05-18 Rodrigo B. Moreira , Valeriano A. de Oliveira

With the increasing need for safe control in the domain of autonomous driving, model-based safety-critical control approaches are widely used, especially Control Barrier Function (CBF)-based approaches. Among them, Exponential CBF (eCBF) is…

Robotics · Computer Science 2022-05-10 Spencer Van Koevering , Yiwei Lyu , Wenhao Luo , John Dolan

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

The deepening of the penetration of renewable energy is challenging how power system operators cope with their associated variability and uncertainty. The inherent flexibility of dispathchable assets present in power systems, which is often…

Optimization and Control · Mathematics 2024-08-19 Mohamed Awadalla , François Bouffard

Predictive control, which is based on a model of the system to compute the applied input optimizing the future system behavior, is by now widely used. If the nominal models are not given or are very uncertain, data-driven model predictive…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Hoang Hai Nguyen , Maurice Friedel , Rolf Findeisen

In this paper we propose a data-driven distributionally robust Model Predictive Control framework for constrained stochastic systems with unbounded additive disturbances. Recursive feasibility is ensured by optimizing over an linearly…

Optimization and Control · Mathematics 2023-03-07 Christoph Mark , Steven Liu

We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate…

Machine Learning · Statistics 2023-01-18 Songkai Xue , Yuekai Sun , Mikhail Yurochkin

In this letter, we derive minimum-energy controls for a broad class of control-affine systems using a Lagrange multiplier fixed-point equation and a generally non-symmetric Gramian-like matrix. In feasible coercivity classes, this fixed…

Optimization and Control · Mathematics 2026-03-19 Cyprien Tamekue , Zongxi Yu , ShiNung Ching

We study model-free learning methods for the output-feedback Linear Quadratic (LQ) control problem in finite-horizon subject to subspace constraints on the control policy. Subspace constraints naturally arise in the field of distributed…

Systems and Control · Electrical Eng. & Systems 2021-07-14 Luca Furieri , Yang Zheng , Maryam Kamgarpour

In this work, we present a numerical optimal control framework for reachable set computation using \emph{normotopes}, a new set representation as a norm ball with a shaping matrix. In reachable set computations, we expect to continuously…

Optimization and Control · Mathematics 2025-09-30 Akash Harapanahalli , Samuel Coogan

This paper deals with the problem of formulating an adaptive Model Predictive Control strategy for constrained uncertain systems. We consider a linear system, in presence of bounded time varying additive uncertainty. The uncertainty is…

Systems and Control · Electrical Eng. & Systems 2021-04-13 Monimoy Bujarbaruah , Xiaojing Zhang , Marko Tanaskovic , Francesco Borrelli

The performance of current quantum hardware is severely limited. While expanding the quantum ISA with high-fidelity, expressive basis gates is a key path forward, it imposes significant gate calibration overhead and complicates compiler…

Quantum Physics · Physics 2026-03-17 Zhaohui Yang , Dawei Ding , Qi Ye , Cupjin Huang , Jianxin Chen , Yuan Xie

The question of open-loop control in the Gaussian regime may be cast by asking which Gaussian unitary transformations are reachable by turning on and off a given set of quadratic Hamiltonians. For compact groups, including finite…

Neural networks are powerful tools for data-driven modeling of complex dynamical systems, enhancing predictive capability for control applications. However, their inherent nonlinearity and black-box nature challenge control designs that…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Xiao Li , Tianhao Wei , Changliu Liu , Anouck Girard , Ilya Kolmanovsky

Many control applications require that a system be constrained to a particular set of states, often termed as safe set. A practical and flexible method for rendering safe sets forward-invariant involves computing control input using Control…

Optimization and Control · Mathematics 2021-06-11 James Usevitch , Kunal Garg , Dimitra Panagou

Safety filters based on control barrier functions (CBFs) and high-order control barrier functions (HOCBFs) are often implemented through quadratic programs (QPs). In general, especially in the presence of multiple constraints, feasibility…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Shima Sadat Mousavi , Max H. Cohen , Pol Mestres , Aaron D. Ames

Instances generation is crucial for linear programming algorithms, which is necessary either to find the optimal pivot rules by training learning method or to evaluate and verify corresponding algorithms. This study proposes a general…

Optimization and Control · Mathematics 2022-11-22 Anqi Li , Congying Han , Tiande Guo

The paper investigates data-driven output-feedback predictive control of linear systems subject to stochastic disturbances. The scheme relies on the recursive solution of a suitable data-driven reformulation of a stochastic Optimal Control…

Systems and Control · Electrical Eng. & Systems 2022-12-16 Guanru Pan , Ruchuan Ou , Timm Faulwasser
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