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For nonlinear discrete time systems satisfying a controllability condition, we present a stability condition for model predictive control without stabilizing terminal constraints or costs. The condition is given in terms of an analytical…

Optimization and Control · Mathematics 2012-04-02 Lars Grüne , Jürgen Pannek , Martin Seehafer , Karl Worthmann

A standard way of finding a feedback law that stabilizes a control system to an operating point is to recast the problem as an infinite horizon optimal control problem. If the optimal cost and the optmal feedback can be found on a large…

Optimization and Control · Mathematics 2019-04-02 Arthur J. Krener

For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal…

Optimization and Control · Mathematics 2011-09-27 Lars Grüne , Jürgen Pannek , Martin Seehafer , Karl Worthmann

This paper considers the optimal control and stabilization problems for networked control systems (NCSs) with asymmetric information. In this NCSs model, the remote controller can receive packet-dropout states of the plant, and the…

Optimization and Control · Mathematics 2019-09-04 Xiao Liang , Huanshui Zhang , Juanjuan Xu

This paper addresses two minimum reaching time control problems within the context of finite stable systems. The well-known Variable Structure Control (VSC) and Unity Vector Control (UVC) strategies are analyzed, with the primary objective…

Systems and Control · Electrical Eng. & Systems 2025-03-10 J. C. Geromel , L. Hsu , E. V. L. Nunes

In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Nestor N. Deniz , Guido Sanchez , Marina H. Murillo , Leonardo L. Giovanini

We address the infinite-horizon minimum energy control problem for linear time-invariant finite-dimensional systems $(A, B)$. We show that the problem admits a solution if and only if $(A, B)$ is stabilizable and $A$ does not have imaginary…

Optimization and Control · Mathematics 2025-02-26 Mohamed-Ali Belabbas , Xudong Chen

Predictability horizon properties of chaotic dynamical systems can be related to their spectral properties. It is shown, using this relationship, that the spectral properties of the leading large-scale climate daily indices indicate a…

Atmospheric and Oceanic Physics · Physics 2018-12-27 A. Bershadskii

We present an efficient algorithm to compute the induced norms of finite-horizon Linear Time-Varying (LTV) systems. The formulation includes both induced $\mathcal{L}_2$ and terminal Euclidean norm penalties. Existing computational…

Systems and Control · Electrical Eng. & Systems 2020-11-03 Jyot Buch , Murat Arcak , Peter Seiler

We propose a receding horizon control strategy that readily handles systems that exhibit interval-wise total energy constraints on the input control sequence. The approach is based on a variable optimization horizon length and contractive…

Systems and Control · Computer Science 2012-03-22 Eduardo Arvelo , Nuno C. Martins

Traditional time series forecasting methods optimize for accuracy alone. This objective neglects temporal consistency, in other words, how consistently a model predicts the same future event as the forecast origin changes. We introduce the…

Machine Learning · Computer Science 2026-04-24 Chutian Ma , Grigorii Pomazkin , Giacinto Paolo Saggese , Paul Smith

An innovative numerical algorithm for solving infinite-horizon optimal control problems is introduced in this paper, using the IsoCost-HyperSurface (ICHS) concept. In the state space of an optimal control system, an ICHS is defined as a set…

Systems and Control · Electrical Eng. & Systems 2022-09-15 Saeed Rahimi , Amir Salimi Lafmejani , Ahmad Kalhor

The control of ensembles of dynamical systems is an intriguing and challenging problem, arising for example in quantum control. We initiate the investigation of optimal control of ensembles of discrete-time systems, focusing on minimising…

Optimization and Control · Mathematics 2025-11-07 Christian Fiedler , Alessandro Scagliotti

We study the global linear convergence of policy gradient (PG) methods for finite-horizon continuous-time exploratory linear-quadratic control (LQC) problems. The setting includes stochastic LQC problems with indefinite costs and allows…

Optimization and Control · Mathematics 2024-03-05 Michael Giegrich , Christoph Reisinger , Yufei Zhang

This paper develops algorithms for high-dimensional stochastic control problems based on deep learning and dynamic programming. Unlike classical approximate dynamic programming approaches, we first approximate the optimal policy by means of…

Probability · Mathematics 2021-09-21 Côme Huré , Huyên Pham , Achref Bachouch , Nicolas Langrené

A receding horizon learning scheme is proposed to transfer the state of a discrete-time dynamical control system to zero without the need of a system model. Global state convergence to zero is proved for the class of stabilizable and…

Systems and Control · Electrical Eng. & Systems 2020-12-16 Christian Ebenbauer , Fabian Pfitz , Shuyou Yu

We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…

Optimization and Control · Mathematics 2008-06-27 Silvia Faggian , Fausto Gozzi

We consider a decentralized networked control system (DNCS) consisting of a remote controller and a collection of linear plants, each associated with a local controller. Each local controller directly observes the state of its co-located…

Systems and Control · Computer Science 2018-06-19 Yi Ouyang , Seyed Mohammad Asghari , Ashutosh Nayyar

Model predictive control has shown potential to enhance the robustness of quantum control systems. In this work, we propose a tractable Stochastic Model Predictive Control (SMPC) framework for finite-dimensional quantum systems under…

Quantum Physics · Physics 2025-12-04 Yunyan Lee , Ian R. Petersen , Daoyi Dong

The Receding Horizon Control (RHC) strategy consists in replacing an infinite-horizon stabilization problem by a sequence of finite-horizon optimal control problems, which are numerically more tractable. The dynamic programming principle…

Optimization and Control · Mathematics 2019-06-06 Karl Kunisch , Laurent Pfeiffer
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