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As it is popular known, Riccati equation is the key basic tool for optimal control in the modern control theory. The solvability conditions of optimal control, stabilization conditions and controller design are all based on the Riccati…

最优化与控制 · 数学 2017-12-27 Huanshui Zhang , Juanjuan Xu

Inventory and queueing systems are often designed by controlling weighted combination of some time-averaged performance metrics (like cumulative holding, shortage, server-utilization or congestion costs); but real-world constraints, like…

最优化与控制 · 数学 2025-07-01 Madhu Dhiman , Veeraruna Kavitha , Nandyala Hemachandra

Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability…

系统与控制 · 电气工程与系统科学 2026-01-08 Jad Wehbeh , Eric C. Kerrigan

This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…

最优化与控制 · 数学 2026-02-05 Chung-Han Hsieh

In this paper, we present a convex formulation of $H_{\infty}$-optimal control problem for coupled linear ODE-PDE systems with one spatial dimension. First, we reformulate the coupled ODE-PDE system as a Partial Integral Equation (PIE)…

最优化与控制 · 数学 2020-06-26 Sachin Shivakumar , Amritam Das , Siep Weiland , Matthew M. Peet

Output-based controllers are known to be fragile with respect to model uncertainties. The standard $\mathcal{H}_{\infty}$-control theory provides a general approach to robust controller design based on the solution of the…

最优化与控制 · 数学 2022-04-22 Peter Benner , Jan Heiland , Steffen W. R. Werner

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

数值分析 · 数学 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

End-to-end engineering design pipelines, in which designs are evaluated using concurrently defined optimal controllers, are becoming increasingly common in practice. To discover designs that perform well even under the misspecification of…

系统与控制 · 电气工程与系统科学 2025-10-10 Yash Patel , Sahana Rayan , Ambuj Tewari

In this report, we present a new Linear-Quadratic Semistabilizers (LQS) theory for linear network systems. This new semistable H2 control framework is developed to address the robust and optimal semistable control issues of network systems…

最优化与控制 · 数学 2014-09-18 Qing Hui , Zhenyi Liu

We develop a novel frequency-based H-infinity control method for a large class of infinite-dimensional Linear-Time-Invariant systems in transfer function form. Major benefits of our approach is that reduction or identification techniques…

最优化与控制 · 数学 2017-12-18 P. Apkarian , D. Noll

This article discusses an optimal control problem for a phase field model of two immiscible incompressible fluid flow, incorporating surface tension effects. The optimal control problem is defined with a $L^2$-cost functional and subject to…

最优化与控制 · 数学 2026-05-12 Arghya Kundu

The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…

系统与控制 · 电气工程与系统科学 2023-09-06 Jintao Sun , Michael Cantoni

This paper investigates the H2 and H-infinity suboptimal distributed filtering problems for continuous time linear systems. Consider a linear system monitored by a number of filters, where each of the filters receives only part of the…

最优化与控制 · 数学 2020-02-10 Junjie Jiao , Harry L. Trentelman , M. Kanat Camlibel

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

The problem of robust controller synthesis for plants affected by structured uncertainty, captured by integral quadratic constraints, is discussed. The solution is optimized towards a worst-case white noise rejection specification, which is…

系统与控制 · 电气工程与系统科学 2023-12-05 Maximilian Schütte , Annika Eichler , Herbert Werner

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…

最优化与控制 · 数学 2025-01-08 Tobias Breiten , Karl Kunisch

Standard H-infinity/H2 robust control and analysis tools operate on uncertain parameters assumed to vary independently within prescribed bounds. This paper extends their capabilities in the presence of constraints coupling these parameters…

系统与控制 · 电气工程与系统科学 2026-02-18 Ervan Kassarian , Francesco Sanfedino , Daniel Alazard , Andrea Marrazza

In this presentation, we will develop a short overview of main trends of optimization in systems and control, and from there outline some new perspectives emerging today. More specifically, we will focus on the current situation, where it…

最优化与控制 · 数学 2012-05-02 Emile Simon

Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…

机器人学 · 计算机科学 2021-03-05 Ashwin Khadke , Hartmut Geyer

Traditional solvable optimal control theory predominantly focuses on quadratic costs due to their analytical tractability, yet they often fail to capture critical non-linearities inherent in real-world systems including water, energy,…

最优化与控制 · 数学 2025-05-22 Julian Barreiro-Gomez , Tyrone E. Duncan , Bozenna Pasik-Duncan , Hamidou Tembine