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This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…

Optimization and Control · Mathematics 2025-03-11 Chenhui Hao , Jingtao Shi , Shuaiqi Zhang

A novel method of exponentially stable adaptive control to compensate for matched parametric uncertainty under a mild condition of semi-persistent excitation (s-PE) of a regressor with piecewise-constant rank and nullspace is proposed. It…

Systems and Control · Electrical Eng. & Systems 2022-10-24 Anton Glushchenko , Konstantin Lastochkin

We consider perturbation-based extremum seeking, which recovers an approximate gradient of an analytically unknown objective function through measurements. Using classical needle variation analysis, we are able to explicitly quantify the…

Systems and Control · Computer Science 2018-09-13 Stefan Wildhagen , Simon Michalowsky , Jan Feiling , Christian Ebenbauer

This paper presents a novel approach to stochastic economic model predictive control (SEMPC) that minimizes average economic cost while satisfying an empirical expected shortfall (EES) constraint to manage risk. A new scenario-based problem…

Systems and Control · Electrical Eng. & Systems 2025-10-31 Alireza Arastou , Algo Carè , Ye Wang , Marco Campi , Erik Weyer

The paper deals with output feedback stabilization of exponentially stable systems by an integral controller. We propose appropriate Lyapunov functionals to prove exponential stability of the closed-loop system. An example of parabolic PDE…

Analysis of PDEs · Mathematics 2019-01-09 A Terrand-Jeanne , Vincent Andrieu , Valérie Dos Santos Martins , C. -Z Xu

A novel, model free, approach to experimental closed-loop flow control is implemented on a separated flow. Feedback control laws are generated using genetic programming where they are optimized using replication, mutation and cross-over of…

Fluid Dynamics · Physics 2015-06-19 Nicolas Gautier , Thomas Duriez , Jean-Luc Aider , Bernd Noack , Marc Segond , Markus Abel

In this paper we study an event based control algorithm for trajectory tracking in nonlinear systems. The desired trajectory is modelled as the solution of a reference system with an exogenous input and it is assumed that the desired…

Systems and Control · Computer Science 2015-10-16 Pavankumar Tallapragada , Nikhil Chopra

Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…

Optimization and Control · Mathematics 2023-01-31 Nikolas Nüsken , Lorenz Richter

This paper presents a new model-based algorithm that computes predictive optimal controls on-line and in closed loop for traditionally challenging nonlinear systems. Examples demonstrate the same algorithm controlling hybrid impulsive,…

Robotics · Computer Science 2017-09-04 Alex Ansari , Todd Murphey

This paper provides observer-based sampled-data and event-triggered boundary control strategies for a class of reaction-diffusion PDEs with collocated sensing and Robin actuation. Infinite-dimensional backstepping design is used as the…

Systems and Control · Electrical Eng. & Systems 2021-08-21 Bhathiya Rathnayake , Mamadou Diagne , Iasson Karafyllis

The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…

Optimization and Control · Mathematics 2015-12-01 Tan H. Cao , Boris S. Mordukhovich

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

Optimization and Control · Mathematics 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

Ensemble control offers rich and diverse opportunities in mathematical systems theory. In this paper, we present a new paradigm of ensemble control, referred to as distributional control, for ensemble systems. We shift the focus from…

Optimization and Control · Mathematics 2025-04-08 Jr-Shin Li , Wei Zhang

In this paper, we study the use of robust model independent bounded extremum seeking (ES) feedback control to improve the robustness of deep reinforcement learning (DRL) controllers for a class of nonlinear time-varying systems. DRL has the…

Machine Learning · Computer Science 2026-03-11 Shaifalee Saxena , Alan Williams , Rafael Fierro , Alexander Scheinker

We present differentiable predictive control (DPC), a method for learning constrained neural control policies for linear systems with probabilistic performance guarantees. We employ automatic differentiation to obtain direct policy…

Systems and Control · Electrical Eng. & Systems 2022-01-28 Jan Drgona , Aaron Tuor , Draguna Vrabie

Optimal control problems are inherently hard to solve as the optimization must be performed simultaneously with updating the underlying system. Starting from an initial guess, Howard's policy improvement algorithm separates the step of…

Optimization and Control · Mathematics 2020-05-25 B. Kerimkulov , D. Šiška , Ł. Szpruch

This paper investigates the synthesis of distributed economic control algorithms under which dynamically coupled physical systems are regulated to a variational equilibrium of a constrained convex game. We study two complementary cases: (i)…

Optimization and Control · Mathematics 2021-08-25 Yang Lu , Minghui Zhu
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