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This paper introduces a continuous-time constrained nonlinear control scheme which implements a model predictive control strategy as a continuous-time dynamic system. The approach is based on the idea that the solution of the optimal…

Systems and Control · Computer Science 2017-09-20 Marco M. Nicotra , Dominic Liao-McPherson , Ilya V. Kolmanovsky

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

We analyze a novel class of rough stochastic control problems that allows for a convenient approach to solving pathwise stochastic control problems with both non-anticipative and anticipative controls. We first establish the well-posedness…

Optimization and Control · Mathematics 2026-01-19 Ulrich Horst , Huilin Zhang

This paper presents a framework for the safety-critical control of robotic systems, when safety is defined on safe regions in the configuration space. To maintain safety, we synthesize a safe velocity based on control barrier function…

Robotics · Computer Science 2022-11-21 Tamas G. Molnar , Ryan K. Cosner , Andrew W. Singletary , Wyatt Ubellacker , Aaron D. Ames

A common theme in all the above areas is designing a dynamical system to accomplish desired objectives, possibly in some predefined optimal way. Since control theory advances the idea of suitably modifying the behavior of a dynamical…

Optimization and Control · Mathematics 2024-07-03 Revati Gunjal , Syed Shadab Nayyer , Sushama Wagh , Navdeep Singh

In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…

Optimization and Control · Mathematics 2025-09-04 Siyu Lv , Zhen Wu , Jie Xiong , Xin Zhang

Incorporating force bounds is crucial for realistic control implementations in physical systems. Here, we investigate the fastest possible synchronisation of a Li\'enard system to its limit cycle using a bounded external force. To tackle…

Optimization and Control · Mathematics 2025-12-29 C. Ríos-Monje , C. A. Plata , D. Guéry-Odelin , A. Prados

Handling uncertainty in model predictive control comes with various challenges, especially when considering state constraints under uncertainty. Most methods focus on either the conservative approach of robustly accounting for uncertainty…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Michael Fink , Tim Brüdigam , Dirk Wollherr , Marion Leibold

The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…

Machine Learning · Computer Science 2018-06-05 Qianxiao Li , Long Chen , Cheng Tai , Weinan E

We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…

Optimization and Control · Mathematics 2024-05-08 Xingjian Li , Deepanshu Verma , Lars Ruthotto

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…

Optimization and Control · Mathematics 2015-11-24 Yin-Lam Chow , Marco Pavone

Most interesting problems in robotics (e.g., locomotion and manipulation) are realized through intermittent contact with the environment. Due to the perception and modeling errors, assuming an exact time for establishing contact with the…

Robotics · Computer Science 2024-10-21 Haizhou Zhao , Majid Khadiv

We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…

Machine Learning · Statistics 2026-02-03 Luc Brogat-Motte , Alessandro Rudi , Riccardo Bonalli

Efficient methods to provide sub-optimal solutions to non-convex optimization problems with knowledge of the solution's sub-optimality would facilitate the widespread application of nonlinear optimal control algorithms. To that end,…

Optimization and Control · Mathematics 2023-04-10 Prithvi Akella , Aaron D. Ames

In this paper we study strongly robust optimal control problems under volatility uncertainty. In the $G$-framework we adapt the stochastic maximum principle to find necessary and sufficient conditions for the existence of a strongly robust…

Optimization and Control · Mathematics 2014-04-14 Francesca Biagini , Thilo Meyer-Brandis , Bernt Øksendal , Krzysztof Paczka

In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…

Optimization and Control · Mathematics 2024-04-04 Wei Gong , Dongdong Liang

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

We address the risk bounded trajectory optimization problem of stochastic nonlinear robotic systems. More precisely, we consider the motion planning problem in which the robot has stochastic nonlinear dynamics and uncertain initial…

Robotics · Computer Science 2022-03-08 Weiqiao Han , Ashkan Jasour , Brian Williams

Hybrid dynamical systems are systems which posses both continuous and discrete transitions. Assuming that the discrete transitions (resets) occur a finite number of times, the optimal control problem can be solved by gluing together the…

Optimization and Control · Mathematics 2024-03-20 William Clark , Maria Oprea , Aden Shaw