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We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

We generalize the Safe Extremum Seeking algorithm to address the minimization of an unknown objective function subject to multiple unknown inequality and equality constraints, relying on recent results of gradient flow systems. These…

Optimization and Control · Mathematics 2025-10-09 Alan Williams , Jorge Cortés , Alexander Scheinker

We introduce a type of safe extremum seeking (ES) controller, which minimizes an unknown objective function while also maintaining practical positivity of an unknown barrier function. We show semi-global practical asymptotic stability of…

Optimization and Control · Mathematics 2023-09-28 Alan Williams , Miroslav Krstic , Alexander Scheinker

In this paper, we propose and practically evaluate a class of gradient-free control functions ensuring the motion of a unicycle-type system towards the extremum point of a time-varying cost function. We prove that the unicycle is able to…

Optimization and Control · Mathematics 2019-02-08 Victoria Grushkovskaya , Simon Michalowsky , Alexander Zuyev , Max May , Christian Ebenbauer

This paper proposes the incorporation of static event-triggered control in the actuation path of Newton-based extremum seeking and its comparison with the earlier gradient version. As in the continuous methods, the convergence rate of the…

Optimization and Control · Mathematics 2025-02-04 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Paulo Tabuada

Extremum seeking systems are powerful methods able to steer the input of a (dynamical) cost function towards an optimizer, without any prior knowledge of the cost function. To achieve their objective, they typically combine time-periodic…

Optimization and Control · Mathematics 2022-04-11 Christophe Labar , Christian Ebenbauer , Lorenzo Marconi

Extremum seeking feedback is a powerful method to steer a dynamical system to an extremum of a partially or completely unknown map. It often requires advanced system-theoretic tools to understand the qualitative behavior of extremum seeking…

Dynamical Systems · Mathematics 2012-12-07 Hans-Bernd Dürr , Miloš S. Stanković , Christian Ebenbauer , Karl H. Johansson

We propose two perturbation-based extremum seeking control (ESC) schemes for general single input single output nonlinear dynamical systems, having structures similar to that of the classical ESC scheme. We propose novel adaptation laws for…

Systems and Control · Electrical Eng. & Systems 2021-01-06 Diganta Bhattacharjee , Kamesh Subbarao

This paper presents the design and analysis of the extremum seeking for static maps with input passed through a partial differential equation (PDE) of the diffusion type defined on a time-varying spatial domain whose boundary position is…

Optimization and Control · Mathematics 2023-11-14 Mauricio Linhares Galvao , Tiago Roux Oliveira , Miroslav Krstic

We introduce and analyze the stability of a class of event-triggered extremum-seeking algorithms designed to solve resource-aware, model-free, optimization problems. Leveraging recent advances in Lie-Bracket Averaging for hybrid systems, we…

Optimization and Control · Mathematics 2025-12-11 Mahmoud Abdelgalil , Jorge I. Poveda

In this paper, we develop an extremum seeking control method integrated with iterative learning control to track a time-varying optimizer within finite time. The behavior of the extremum seeking system is analyzed via an approximating…

Optimization and Control · Mathematics 2017-12-19 Zhixing Cao , Hans-Bernd Dürr , Christian Ebenbauer , Frank Allgöwer , Furong Gao

We study the asymptotic shape of the trajectory of the stochastic gradient descent algorithm applied to a convex objective function. Under mild regularity assumptions, we prove a functional central limit theorem for the properly rescaled…

Machine Learning · Statistics 2026-02-18 Kessang Flamand , Victor-Emmanuel Brunel

This paper presents a static event-triggered control strategy for multivariable Newton-based extremum seeking. The proposed method integrates event-triggered actuation into the Newton-based optimization framework to reduce control updates…

Optimization and Control · Mathematics 2026-01-22 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic , Paulo Tabuada

In this paper, a class of nonlinear driftless control-affine systems satisfying the bracket generating condition is considered. A gradient-free optimization algorithm is developed for the minimization of a cost function along the…

Optimization and Control · Mathematics 2021-05-13 Victoria Grushkovskaya , Alexander Zuyev

We introduce a new class of extremum seeking controllers able to achieve fixed time convergence to the solution of optimization problems defined by static and dynamical systems. Unlike existing approaches in the literature, the convergence…

Optimization and Control · Mathematics 2019-12-17 Jorge I. Poveda , Miroslav Krstic

This paper presents novel methods for achieving stable and efficient convergence in multivariable extremum seeking control (ESC) using sliding mode techniques. Drawing inspiration from both classical sliding mode control and more recent…

Optimization and Control · Mathematics 2025-08-13 Roberto Luo , Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic

This paper focuses on the further development of the Lie bracket approximation approach for extremum seeking systems. Classical results in this area provide extremum seeking algorithms with exponential convergence rates for quadratic-like…

Optimization and Control · Mathematics 2025-10-28 Victoria Grushkovskaya , Sameh A. Eisa

This paper addresses the design and analysis of an extremum-seeking (ES) controller for scalar static maps in the context of infinite-dimensional dynamics governed by complex-valued partial differential equations (PDEs) of Schrodinger type.…

Optimization and Control · Mathematics 2025-11-18 Paulo Henrique Foganholo Biazetto , Gustavo Artur de Andrade , Tiago Roux Oliveira , Miroslav Krstic

This paper presents a novel extremum seeking control (ESC) approach for the vibrational stabilization of a class of mechanical systems (e.g., systems characterized by equations of motion resulting from Newton second law or Euler-Lagrange…

Optimization and Control · Mathematics 2025-05-28 Ahmed A. Elgohary , Sameh A. Eisa

In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…

Optimization and Control · Mathematics 2020-12-25 Jorge I. Poveda , Miroslav Krstic