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This manuscript focuses on the $\mathcal{H}_\infty$ observer design for a class of nonlinear discrete systems under the presence of measurement noise or external disturbances. Two new Linear Matrix Inequality (LMI) conditions are developed…

Systems and Control · Electrical Eng. & Systems 2024-07-12 Shivaraj Mohite

In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…

Numerical Analysis · Mathematics 2024-12-20 Max Winkler

Occupation measures and linear matrix inequality (LMI) relax-ations (called the moment sums of squares or Lasserre hierarchy) have been used previously as a means for solving control law verification and validation (VV) problems. However,…

Systems and Control · Electrical Eng. & Systems 2020-05-20 Daniel Wagner , Didier Henrion , Martin Hrom{č}ík

Generating time-optimal, collision-free trajectories for autonomous mobile robots involves a fundamental trade-off between guaranteeing safety and managing computational complexity. State-of-the-art approaches formulate spline-based motion…

Robotics · Computer Science 2026-03-26 Dries Dirckx , Jan Swevers , Wilm Decré

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

Data-driven control of discrete-time and continuous-time systems is of tremendous research interest. In this paper, we explore data-driven optimal control of continuous-time linear systems using input-output data. Based on a density result,…

Optimization and Control · Mathematics 2024-07-18 Philipp Schmitz , Timm Faulwasser , Paolo Rapisarda , Karl Worthmann

A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…

Optimization and Control · Mathematics 2017-05-30 Yuan-Hua Ni , Cedric Ka-Fai Yiu , Huanshui Zhang , Ji-Feng Zhang

In this paper we study optimal control problems for nonholonomic systems defined on Lie algebroids by using quasi-velocities. We consider both kinematic, i.e. systems whose cost functional depends only on position and velocities, and…

Optimization and Control · Mathematics 2015-05-27 L. Abrunheiro , M. Camarinha , J. F. Cariñena , J. Clemente-Gallardo , E. Martínez , P. Santos

We present a combination technique based on mixed differences of both spatial approximations and quadrature formulae for the stochastic variables to solve efficiently a class of Optimal Control Problems (OCPs) constrained by random partial…

Numerical Analysis · Mathematics 2024-03-29 Fabio Nobile , Tommaso Vanzan

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh

We present an efficient transcription method for highly oscillatory optimal control problems. For these problems, the optimal state trajectory consists of fast oscillations that change slowly over the time horizon. Out of a large number of…

Optimization and Control · Mathematics 2022-05-19 Jakob Harzer , Jochem De Schutter , Moritz Diehl

In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…

Optimization and Control · Mathematics 2022-01-13 Andrea Pesare , Michele Palladino , Maurizio Falcone

We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…

Optimization and Control · Mathematics 2023-11-07 David Ohlin , Emma Tegling , Anders Rantzer

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin

This study addresses a distributed state feedback controller design problem for continuous-time linear time-invariant systems by means of linear matrix inequalities (LMIs). As structural constraints on a control gain result in non-convexity…

Optimization and Control · Mathematics 2025-11-19 Yuto Watanabe , Sotaro Fushimi , Kazunori Sakurama

This work is concerned with an optimal control problem governed by a non-smooth quasilinear elliptic equation with a nonlinear coefficient in the principal part that is locally Lipschitz continuous and directionally but not G\^ateaux…

Optimization and Control · Mathematics 2021-09-28 Christian Clason , Vu Huu Nhu , Arnd Rösch

We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…

Optimization and Control · Mathematics 2017-06-09 Pablo Pedregal

We address the role of noise and the issue of efficient computation in stochastic optimal control problems. We consider a class of non-linear control problems that can be formulated as a path integral and where the noise plays the role of…

Computational Physics · Physics 2009-11-10 H. J. Kappen

This paper extends the formulation of a data-driven control method - the Optimal Controller Identification (OCI) - to cope with non-minimum phase (NMP) systems, without a priori knowledge of the NMP transmission zero, i.e. without obtaining…

Systems and Control · Electrical Eng. & Systems 2023-05-31 D. D. Huff , L. Campestrini , G. R. Gonçalves da Silva , A. S. Bazanella

This paper is concerned with an optimal control problem governed by a non-smooth semilinear elliptic equation. We show that the control-to-state mapping is directionally differentiable and precisely characterize its Bouligand…

Optimization and Control · Mathematics 2018-01-29 Constantin Christof , Christian Clason , Christian Meyer , Stephan Walther