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In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

Optimization and Control · Mathematics 2012-04-18 Ather Gattami , Omid Khorsand

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

This paper studies a discrete-time optimal switching problem on a finite horizon. The underlying model has a running reward, terminal reward and signed (positive and negative) switching costs. Using the martingale approach to optimal…

Optimization and Control · Mathematics 2016-10-17 Randall Martyr

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

We analyze an optimal stopping problem with a constraint on the expected cost. When the reward function and cost function are Lipschitz continuous in state variable, we show that the value of such an optimal stopping problem is a continuous…

Optimization and Control · Mathematics 2017-08-08 Erhan Bayraktar , Song Yao

We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…

Optimization and Control · Mathematics 2017-06-08 Angeliki Kamoutsi , Tobias Sutter , Peyman Mohajerin Esfahani , John Lygeros

In this paper, we propose an adaptive event-triggered reinforcement learning control for continuous-time nonlinear systems, subject to bounded uncertainties, characterized by complex interactions. Specifically, the proposed method is…

Machine Learning · Computer Science 2024-10-01 Umer Siddique , Abhinav Sinha , Yongcan Cao

In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…

Systems and Control · Electrical Eng. & Systems 2021-05-20 Lei Guo , Han Zhao

For certain industrial control applications an explicit function capturing the nontrivial trade-off between competing objectives in closed loop performance is not available. In such scenarios it is common practice to use the human innate…

Systems and Control · Electrical Eng. & Systems 2020-02-11 Alex. S. Ira , Chris Manzie , Iman Shames , Robert Chin , Dragan Nesic , Hayato Nakada , Takeshi Sano

This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…

Optimization and Control · Mathematics 2026-03-17 Ethan Foss , Simone D'Amico

This paper proposes a method to design an optimal dynamic contract between a principal and an agent, who has the authority to control both the principal's revenue and an engineered system. The key characteristic of our problem setting is…

Optimization and Control · Mathematics 2014-03-24 Insoon Yang , Duncan S. Callaway , Claire J. Tomlin

We address the persistent monitoring problem in two-dimensional mission spaces where the objective is to control the trajectories of multiple cooperating agents to minimize an uncertainty metric. In a one-dimensional mission space, we have…

Optimization and Control · Mathematics 2014-04-21 Xuchao Lin , Christos G. Cassandras

Identifying the dynamic precompensator that renders a nonlinear control system feedback linearizable is a challenging problem. Researchers have explored the problem -- dynamic feedback linearization -- and produced existence conditions and…

Optimization and Control · Mathematics 2026-02-03 Rollen S. D'Souza

This paper studies a class of dynamic Stackelberg games under open-loop information structure with constrained linear agent dynamics and quadratic utility functions. We show two important properties for this class of dynamic Stackelberg…

Optimization and Control · Mathematics 2016-08-09 Sen Li , Wei Zhang , Jianming Lian , Karanjit Kalsi

This paper considers the leader-follower control problem for a linear multi-agent system with undirected topology and linear coupling subject to integral quadratic constraints (IQCs). A consensus-type control protocol is proposed based on…

Systems and Control · Computer Science 2013-03-13 Yi Cheng , V. Ugrinovskii

In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…

Optimization and Control · Mathematics 2014-01-31 Giacomo Albi , Michael Herty , Lorenzo Pareschi

Linear quadratic regulator with unmeasurable states and unknown system matrix parameters better aligns with practical scenarios. However, for this problem, balancing the optimality of the resulting controller and the leniency of the…

Optimization and Control · Mathematics 2025-09-04 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu

A learning based method for obtaining feedback laws for nonlinear optimal control problems is proposed. The learning problem is posed such that the open loop value function is its optimal solution. This infinite dimensional, function space,…

Optimization and Control · Mathematics 2022-10-26 Karl Kunisch , Donato Vásquez-Varas , Daniel Walter

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

Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Aren Karapetyan , Efe C. Balta , Andrea Iannelli , John Lygeros