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Algorithms increasingly operate within complex physical, social, and engineering systems where they are exposed to disturbances, noise, and interconnections with other dynamical systems. This article extends known convergence guarantees of…

机器学习 · 计算机科学 2025-12-22 Guner Dilsad Er , Sebastian Trimpe , Michael Muehlebach

We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…

最优化与控制 · 数学 2012-04-30 C. M. Campos , O. Junge , S. Ober-Blöbaum

This paper studies optimal control problems of unknown linear systems subject to stochastic disturbances of uncertain distribution. Uncertainty about the stochastic disturbances is usually described via ambiguity sets of probability…

系统与控制 · 电气工程与系统科学 2023-06-30 Guanru Pan , Timm Faulwasser

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…

最优化与控制 · 数学 2015-11-24 Yin-Lam Chow , Marco Pavone

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…

最优化与控制 · 数学 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

最优化与控制 · 数学 2018-02-13 Laurent Pfeiffer

This paper addresses finite-time horizon optimal control of single-loop networked control systems with stochastically modeled communication channel and disturbances. To cope with the uncertainties, an optimization-based control scheme is…

最优化与控制 · 数学 2021-05-10 Jannik Hahn , Olaf Stursberg

This paper considers the problem of controlling a piecewise continuously differentiable system subject to time-varying uncertainties. The uncertainties are decomposed into a time-invariant, linearly-parameterized portion and a time-varying…

系统与控制 · 电气工程与系统科学 2025-03-12 Ying-Chun Chen , Craig Woolsey

We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…

最优化与控制 · 数学 2020-12-16 Vignesh Sivaramakrishnan , Meeko M. K. Oishi

While techniques have been developed for chance constrained stochastic optimal control using sample disturbance data that provide a probabilistic confidence bound for chance constraint satisfaction, far less is known about how to use sample…

系统与控制 · 电气工程与系统科学 2023-03-31 Shawn Priore , Meeko Oishi

Recently, there has been a surge in interest in safe and robust techniques within reinforcement learning (RL). Current notions of risk in RL fail to capture the potential for systemic failures such as abrupt stoppages from system failures…

系统与控制 · 计算机科学 2019-10-09 David Mguni

This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…

动力系统 · 数学 2017-01-09 Andrea Boccia , Richard B. Vinter

In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…

数值分析 · 数学 2017-12-22 Bangti Jin , Buyang Li , Zhi Zhou

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

最优化与控制 · 数学 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

This paper is concerned with mismatched disturbance rejection control for the second-order discrete-time systems.Different from previous work, the controllability of the system is applied to design the disturbance compensation gain, which…

最优化与控制 · 数学 2022-05-04 Shichao Lv , Kai Peng , Hongxia Wang , Huanshui Zhang

In many resource-limited optimal control problems, multiple constraints may be enforced that are jointly infeasible due to external factors such as subsystem failures, unexpected disturbances, or fuel limitations. In this manuscript, we…

最优化与控制 · 数学 2023-11-06 Natalia Pavlasek , Sarah H. Q. Li , Behçet Açıkmeşe , Meeko Oishi , Claus Danielson

This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…

系统与控制 · 计算机科学 2013-07-16 Giuseppe C. Calafiore , Lorenzo Fagiano

Constraint satisfaction problems (CSPs) consist of a set of variables taking values from some finite domain and a set of local constraints on these variables. The objective is to find an assignment to the variables that maximizes the…

计算复杂性 · 计算机科学 2026-05-12 Amey Bhangale , Yezhou Zhang

Existing methods for nonlinear robust control often use scenario-based approaches to formulate the control problem as large nonlinear optimization problems. The optimization problems are challenging to solve due to their size, especially if…

最优化与控制 · 数学 2023-10-19 Marta Zagorowska , Paola Falugi , Edward O'Dwyer , Eric C. Kerrigan

In this paper we consider time-optimal control problems for systems with backlash. Such systems are described by second order differential equations coupled with restrictions modeling the inelastic shocks. A main feature of such systems is…

最优化与控制 · 数学 2024-01-17 Maria do Rosário de Pinho , Maria Margarida Amorim Ferreira , Georgi Smirnov