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This paper is concerned with an infinite horizon stochastic linear quadratic (LQ, for short) optimal control problems with conditional mean-field terms in a switching environment. Different from [17], the cost functionals do not have…

Optimization and Control · Mathematics 2025-03-25 Hongwei Mei , Rui Wang , Qingmeng Wei , Jiongmin Yong

This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…

Optimization and Control · Mathematics 2019-11-12 Jingrui Sun , Jie Xiong , Jiongmin Yong

A data-based policy for iterative control task is presented. The proposed strategy is model-free and can be applied whenever safe input and state trajectories of a system performing an iterative task are available. These trajectories,…

Systems and Control · Computer Science 2019-03-22 Ugo Rosolia , Xiaojing Zhang , Francesco Borrelli

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…

Systems and Control · Computer Science 2021-03-22 Y. Zacchia Lun , A. Abate , A. D'Innocenzo

Given a static vertex-selection problem (e.g. independent set, dominating set) on a graph, we can define a corresponding temporally satisfying reconfiguration problem on a temporal graph which asks for a sequence of solutions to the…

Data Structures and Algorithms · Computer Science 2025-09-22 Tom Davot , Jessica Enright , Laura Larios-Jones

We study the problem of optimal state-feedback tracking control for unknown discrete-time deterministic systems with input constraints. To handle input constraints, state-of-art methods utilize a certain nonquadratic stage cost function,…

Systems and Control · Electrical Eng. & Systems 2020-12-09 Alexandros Tanzanakis , John Lygeros

Scheduling control problems for a family of unitary networks under heavy traffic with general interarrival and service times, probabilistic routing and an infinite horizon discounted linear holding cost are studied. Diffusion control…

Probability · Mathematics 2012-05-07 Amarjit Budhiraja , Arka P. Ghosh

In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

This paper studies the problem of steering a linear time-invariant system subject to state and input constraints towards a goal location that may be inferred only through partial observations. We assume mixed-observable settings, where the…

Optimization and Control · Mathematics 2022-11-22 Ugo Rosolia , Yuxiao Chen , Shreyansh Daftry , Masahiro Ono , Yisong Yue , Aaron D. Ames

A novel method of an adaptive linear quadratic (LQ) regulation of uncertain continuous linear time-invariant systems is proposed. Such an approach is based on the direct self-tuning regulators design framework and the exponentially stable…

Systems and Control · Electrical Eng. & Systems 2023-08-22 Anton Glushchenko , Konstantin Lastochkin

We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…

Optimization and Control · Mathematics 2021-05-31 Andrea Pesare , Michele Palladino , Maurizio Falcone

Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…

Past work proposed an extension to finite control set model predictive control to track both a current reference and a switching frequency reference, simultaneously. Such an objective can jeopardize the current tracking performance, and…

Optimization and Control · Mathematics 2024-04-19 Luca M. Hartmann , Orcun Karaca , Tinus Dorfling , Tobias Geyer

This paper presents a novel two-level control architecture for a fully autonomous vehicle in a deterministic environment, which can handle traffic rules as specifications and low-level vehicle control with real-time performance. At the top…

Robotics · Computer Science 2021-05-07 Erfan Aasi , Cristian Ioan Vasile , Calin Belta

Peak estimation bounds extreme values of a function of state along trajectories of a dynamical system. This paper focuses on extending peak estimation to continuous and discrete settings with time-independent and time-dependent uncertainty.…

Optimization and Control · Mathematics 2021-03-25 Jared Miller , Didier Henrion , Mario Sznaier , Milan Korda

A method is devised for numerically solving a class of finite-horizon optimal control problems subject to cascade linear discrete-time dynamics. It is assumed that the linear state and input inequality constraints, and the quadratic measure…

Optimization and Control · Mathematics 2017-10-13 Michael Cantoni , Farhad Farokhi , Eric C. Kerrigan , Iman Shames

We present a theoretical framework for the analysis of amplitude transfer in Quantum Variational Algorithms (QVAs) for combinatorial optimisation with mixing unitaries defined by vertex-transitive graphs, based on their continuous-time…

Quantum Physics · Physics 2024-06-24 Edric Matwiejew , Jingbo B. Wang

We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…

Numerical Analysis · Mathematics 2018-03-13 Roxana Dumitrescu , Christoph Reisinger , Yufei Zhang

Efficient computation of trajectories of switched affine systems becomes possible, if for any such hybrid system, we can manage to efficiently compute the sequence of switching times. Once the switching times have been computed, we can…

Optimization and Control · Mathematics 2021-05-03 Guillaume O. Berger , Maben Rabi