Cover Image

Constrained non-linear estimation and links with stochastic filtering

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Chaintron, Louis-Pierre, Mertz, Laurent, Moireau, Philippe, Zidani, Hasnaa
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Numerical solving of an optimal control problem in large time horizon: the aerial vehicle guidance
by: Askovic, Veljko, et al.
Published: (2025)

Regularity and stability for the Gibbs conditioning principle on path space via McKean-Vlasov control
by: Chaintron, Louis-Pierre, et al.
Published: (2024)

Optimal rate of convergence in the vanishing viscosity for quadratic Hamilton-Jacobi equations
by: Chaintron, Louis-Pierre, et al.
Published: (2025)

Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
by: Ciotir, Ioana, et al.
Published: (2025)

Constrained stochastic linear quadratic control under regime switching with controlled jump size
by: Shi, Xiaomin, et al.
Published: (2024)

Non-linear stochastic trajectory optimisation
by: Caleb, Thomas, et al.
Published: (2025)

Constrained recursive kernel density/regression estimation by stochastic quasi-gradient methods
by: Norkin, Vladimir, et al.
Published: (2024)

On derivative-free extended Kalman filtering and its Matlab-oriented square-root implementations for state estimation in continuous-discrete nonlinear stochastic systems
by: Kulikova, Maria V., et al.
Published: (2024)

Flow matching for stochastic linear control systems
by: Mei, Yuhang, et al.
Published: (2024)

Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
by: Lefgoum, Raian, et al.
Published: (2024)

Theoretical analysis of the randomized subspace regularized Newton method for non-convex optimization
by: Fuji, Terunari, et al.
Published: (2022)

Inexact subgradient algorithm with a non-asymptotic convergence guarantee for copositive programming problems
by: Nishijima, Mitsuhiro, et al.
Published: (2025)

Two-stage stochastic algorithm for solving large-scale (non)-convex separable optimization problems under affine constraints
by: Dubois-Taine, Benjamin, et al.
Published: (2026)

Morrey estimates for the gradient in non-linear variational transmission problems
by: Esposito, Luca, et al.
Published: (2026)

Multistage stochastic optimization for drayage procurement in container logistics using stochastic dual dynamic programming
by: Vassos, Georgios, et al.
Published: (2025)

Model-free stochastic linear quadratic design by semidefinite programming
by: Guo, Jing, et al.
Published: (2024)

On adaptive stochastic heavy ball momentum for solving linear systems
by: Zeng, Yun, et al.
Published: (2023)

Near optimal controls for partially observed stochastic linear quadratic problems
by: Sun, Jingrui, et al.
Published: (2025)

Mean-field stochastic linear quadratic control problem with random coefficients
by: Xiong, Jie, et al.
Published: (2024)

Closed-loop analysis of linear stochastic MPC with risk-averse constraints
by: Schießl, Jonas, et al.
Published: (2026)

Robust targeted exploration for systems with non-stochastic disturbances
by: Venkatasubramanian, Janani, et al.
Published: (2024)

Exploiting the polyhedral geometry of stochastic linear bilevel programming
by: Muñoz, Gonzalo, et al.
Published: (2022)

Balancing adaptability and predictability: K-revision multistage stochastic programming
by: Wang, Chengwenjian, et al.
Published: (2026)

UD-based pairwise and MIMO Kalman-like filtering for estimation of econometric model structures
by: Kulikova, Maria V., et al.
Published: (2024)

Chance constraints transcription and failure risk estimation for stochastic trajectory optimisation
by: Caleb, Thomas, et al.
Published: (2025)

Robust mean field control: stochastic maximum principle and variational mean field games
by: Delarue, François, et al.
Published: (2026)

Low-rank approximated Kalman filter using Oja's principal component flow for discrete-time linear systems
by: Tsuzuki, Daiki, et al.
Published: (2024)

Computing stabilizing feedback gains for stochastic linear systems via policy iteration method
by: Zhang, Xinpei, et al.
Published: (2025)

Inverse reinforcement learning by expert imitation for the stochastic linear-quadratic optimal control problem
by: Sun, Zhongshi, et al.
Published: (2024)

Time-reversal solution of BSDEs in stochastic optimal control: a linear quadratic study
by: Mei, Yuhang, et al.
Published: (2024)

Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
by: Joa, Eunhyek, et al.
Published: (2024)

Low-rank approximated Kalman-Bucy filters using Oja's principal component flow for linear time-invariant systems
by: Tsuzuki, Daiki, et al.
Published: (2024)

Non-linear estimators for the observation and stabilisation of falling liquid films
by: Holroyd, Oscar, et al.
Published: (2025)

Distributed partial state estimation for linear state-space systems
by: Jaiswal, Juhi, et al.
Published: (2026)

Proximal observers for secure state estimation
by: Bako, Laurent, et al.
Published: (2024)

Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
by: Schießl, Jonas, et al.
Published: (2023)

Discrete-time linear quadratic stochastic control with equality-constrained inputs: Application to energy demand response
by: Seugnet, Leo, et al.
Published: (2026)

Distributed adaptive estimation for stochastic large regression models
by: Gan, Die, et al.
Published: (2026)

Carleman estimate for semi-discrete stochastic parabolic operators in arbitrary dimension and applications to controllability
by: Lecaros, Rodrigo, et al.
Published: (2025)

Convergence rate for linear minimizer-estimators in the moment-sum-of-squares hierarchy
by: Schlosser, Corbinian
Published: (2025)