最优化与控制
In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…
Direct collocation for Bolza optimal control yields discrete Karush-Kuhn-Tucker (KKT) points, while practical solvers expose only discrete quantities such as primal-dual iterates, reduced Hessians, and Jacobians. This creates a gap between…
We introduce a natural displacement control for minimizer sets of oracle objectives equipped with certified epigraphic information. Formally, we replace the usual local uniform value control of objective perturbations - uncertifiable from…
This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions,…
In this paper, we introduce a novel variant of the CBO method that incorporates jumps according to an $\alpha$-stable stochastic process in a kinetic framework. This extension gives rise to nonlocal stochastic effects, which improve the…
Scaled graphs (SGs) offer a geometric framework for feedback stability analysis. This paper develops containment conditions for SGs within multiplier-defined regions, addressing both circular and conic geometries. For circular regions, we…
We propose an active learning algorithm for linear system identification with optimal centered noise excitation. Notably, our algorithm, based on ordinary least squares and semidefinite programming, attains the minimal sample complexity…
We revisit finite-dimensional linear-quadratic optimal control from the viewpoint of differential flatness. If the pair (A, B) is controllable, then the linear control system is flat, and every trajectory can be parametrized by a flat…
In this paper, we investigate the distributed optimal control problem for a kind of nonlinear multi-agent systems. In particular,both the state and the system dynamic structures of each agent are private and can only be shared among…
Continuous-time stochastic control with time-inhomogeneous jump-diffusion dynamics is central in finance and economics, but computing optimal policies is difficult under explicit time dependence, discontinuous shocks, and high…
In this paper, we investigate the distributed load frequency control problem in a multi-area smart grid under external load disturbances and measurement noise. The novelty lies in that the information privacy is fully taken into account,…
Many optimization problems in science and engineering involve objective functions that are nonsmooth at their minimizers. A common strategy is to trace a branch of minimizers of a regularized objective as the smoothing scale tends to zero;…
Operating reserve requirements in security-constrained economic dispatch (SCED) depend strongly on the assumed correlation structure of renewable forecast errors, yet that structure is usually specified exogenously rather than learned for…
In \cite{LPP:2025}, it was shown that, in arbitrary dimension, the spatial semi-discretization of a controlled stochastic parabolic operator is generically not null-controllable. Nevertheless, $\phi$-null controllability results remain…
Electric utility companies perform numerous technical interventions every day. Since it is generally not possible to complete all planned interventions within a single day, companies face two objectives: maximizing the total duration of…
We introduce Mean-Field Game (MFG) epidemiological models, in which immunity either wanes with time in a fully observable way or disappears instantaneously with no direct observation (making a previously recovered individual fully…
Recent developments in data-driven control have revived interest in the behavioral approach to systems theory, where systems are defined as sets of trajectories rather than being described by a specific model or representation. However,…
An observer framework is presented for robust regulation of RF cavity fields and localized identification of disturbances in RF systems. A standard cavity field observer is augmented with additional states to estimate the evolution of…
This work uncovers variational principles behind symmetrizing the Bregman divergences induced by generic mirror maps over the cone of positive definite matrices. We show that computing the canonical means for this symmetrization can be…
We consider optimal experimental design for parameter estimation in dynamical systems governed by controlled ordinary differential equations. In such problems, Fisher-based criteria are attractive because they lead to time-additive…