Related papers: Numerical solution of a fuzzy time-optimal control…
We consider fractional order optimal control problems in which the dynamic control system involves integer and fractional order derivatives and the terminal time is free. Necessary conditions for a state/control/terminal-time triplet to be…
Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…
The equivalence of time-optimal and distance-optimal control problems is shown for a class of parabolic control systems. Based on this equivalence, an approach for the efficient algorithmic solution of time-optimal control problems is…
We survey some representative results on fuzzy fractional differential equations, controllability, approximate controllability, optimal control, and optimal feedback control for several different kinds of fractional evolution equations.…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…
This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
A complete analytic solution for the time-optimal control problem for nonlinear control systems of the form $\dot x_1=u$, $\dot x_j=x_1^{j-1}$, $j=2,\ldots,n$, is obtained for arbitrary $n$. The main goal of the paper is to present the…
This paper is concerned with a time-inconsistent stochastic optimal control problem in an infinite time horizon with a non-degenerate diffusion in the state equation. A major assumption is that people become rational after a large time.…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
In this paper, we consider a discrete-time stochastic control problem with uncertain initial and target states. We first discuss the connection between optimal transport and stochastic control problems of this form. Next, we formulate a…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
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…
The optimal control problem for discrete-time systems with colored multiplicative noise is discussed in this paper. The problem will be more difficult to deal with than the case of white noise due to the correlation of the adjoining state.…
This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…
We solve the problem concerning a time optimal return of a particle with a prescribed velocity to the origin by applying a magnitude-bounded force. The equations of controlled motion are derived and explicitly integrated, and the optimal…