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This paper proposes a non-adaptive control solution framework to the practical output regulation problem (PORP) for a class of nonlinear systems with uncertain parameters, unknown control directions and uncertain exosystem dynamics. The…

Optimization and Control · Mathematics 2025-06-17 Shimin Wang , Martin Guay , Denis Dochain

This paper tackles the problem of generating safe exit controllers for continuous-time systems described by stochastic differential equations (SDEs). The primary aim is to develop controllers that maximize the lower bounds of the exit…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Bai Xue

We systematically develop a learning-based treatment of stochastic optimal control (SOC), relying on direct optimization of parametric control policies. We propose a derivation of adjoint sensitivity results for stochastic differential…

Machine Learning · Computer Science 2021-06-08 Stefano Massaroli , Michael Poli , Stefano Peluchetti , Jinkyoo Park , Atsushi Yamashita , Hajime Asama

This paper investigates multivariable extremum seeking using unit-vector control. By employing the gradient algorithm and a polytopic embedding of the unknown Hessian matrix, we establish sufficient conditions, expressed as linear matrix…

Optimization and Control · Mathematics 2025-04-11 Enzo Ferreira Tomaz Silva , Pedro Henrique Silva Coutinho , Tiago Roux Oliveira , Miroslav Krstić

To deal with time-varying processor availability and lossy communication channels in embedded and networked control systems, one can employ an event-triggered sequence-based anytime control (E-SAC) algorithm. The main idea of E-SAC is, when…

Optimization and Control · Mathematics 2018-04-24 Thuy V. Dang , K. V. Ling , D. E. Quevedo

In this paper, we propose a single-loop stochastic gradient algorithm for solving stochastic nonconvex-concave minimax optimization with nonlinear convex coupled constraints (MCC). The proposed method, SPACO (Stochastic Penalty-based…

Optimization and Control · Mathematics 2026-05-05 Qichao Cao , Shangzhi Zeng , Jin Zhang , Yuxuan Zhou

This paper introduces an event-triggered source seeking control (ET-SSC) for autonomous vehicles modeled as the nonholonomic unicycle. The classical source seeking control is enhanced with static-triggering conditions to enable aperiodic…

Optimization and Control · Mathematics 2025-04-11 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstic

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…

Economics · Quantitative Finance 2016-11-08 Steven Kou , Xianhua Peng , Xingbo Xu

This paper presents a novel robust predictive controller for constrained nonlinear systems that is able to track piece-wise constant setpoint signals. The tracking model predictive controller presented in this paper extends the nonlinear…

Systems and Control · Electrical Eng. & Systems 2025-08-21 Marco Polver , Daniel Limon , Fabio Previdi , Antonio Ferramosca

We introduce Multi-Iteration Stochastic Optimizers, a novel class of first-order stochastic methods that control the relative $L^2$ error using successive control variates along the iteration path. By exploiting correlations between…

Optimization and Control · Mathematics 2026-05-28 Andre Carlon , Luis Espath , Rafael Lopez , Raul Tempone

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

Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…

Optimization and Control · Mathematics 2019-12-30 Armin Zare , Hesameddin Mohammadi , Neil K. Dhingra , Tryphon T. Georgiou , Mihailo R. Jovanović

This work introduces a novel end-to-end approach for estimating extrinsic parameters of cameras in multi-camera setups on real-life sports fields. We identify the source of significant calibration errors in multi-camera environments and…

Computer Vision and Pattern Recognition · Computer Science 2024-04-22 Grzegorz Rypeść , Grzegorz Kurzejamski

We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…

Machine Learning · Statistics 2016-12-09 Jost Tobias Springenberg , Aaron Klein , Stefan Falkner , Frank Hutter

We develop the method of stochastic modified equations (SME), in which stochastic gradient algorithms are approximated in the weak sense by continuous-time stochastic differential equations. We exploit the continuous formulation together…

Machine Learning · Computer Science 2017-06-21 Qianxiao Li , Cheng Tai , Weinan E

Microgrids are local energy systems that integrate energy production, demand, and storage units. They are generally connected to the regional grid to import electricity when local production and storage do not meet the demand. In this…

In order to stabilize nonlinear systems modeled by stochastic differential equations, we design a Fast Exponentially Stable and Safe Neural Controller (FESSNC) for fast learning controllers. Our framework is parameterized by neural…

Optimization and Control · Mathematics 2024-05-21 Jingdong Zhang , Luan Yang , Qunxi Zhu , Wei Lin

Sliding mode control (SMC) is a robust and computationally efficient solution for tracking control problems of highly nonlinear systems with a great deal of uncertainty. High frequency oscillations due to chattering phenomena and…

Optimization and Control · Mathematics 2017-06-08 Mohammad Reza Amini , Mahdi Shahbakhti , Selina Pan , J. Karl Hedrick

In this paper, we study gradient-based classical extremum seeking (ES) for uncertain n-dimensional (nD) static quadratic maps in the presence of known large constant distinct input delays and large output constant delay with a small…

Systems and Control · Electrical Eng. & Systems 2023-10-17 Xuefei Yang , Emilia Fridman

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw