Average Optimal Control of Uncertain Control-Affine Systems
Optimization and Control
2025-12-12 v2
Abstract
This work studies optimal control problems of systems with uncertain, probabilistically distributed parameters to optimize average performance. Known as Riemann-Stieltjes, average, or ensemble optimal control, this kind of problem is crucial when parameter uncertainty matters. We derive necessary optimality conditions and characterize feedback controls for control-affine systems. Two scenarios are examined: known initial conditions (finite-dimensional case) and uncertain initial conditions (infinite-dimensional framework). The Pontryagin Maximum Principle is extended using a Hilbert space formulation.
Cite
@article{arxiv.2505.06204,
title = {Average Optimal Control of Uncertain Control-Affine Systems},
author = {M. Soledad Aronna and Gabriel de Lima Monteiro and Oscar Sierra Fonseca},
journal= {arXiv preprint arXiv:2505.06204},
year = {2025}
}