Related papers: The time optimal control problem with control cons…
We establish a geometric Pontryagin maximum principle for discrete time optimal control problems on finite dimensional smooth manifolds under the following three types of constraints: a) constraints on the states pointwise in time, b)…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…
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…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
An analysis of the motion of a relativistic electron under a linear constraint in four dimensions is presented. Interesting results are given that show that the state of the electron is well defined under the formalism of time optimal…
This paper considers the optimal control of time varying continuous time Markov chains whose transition rates are themselves Markov processes. In one set of problems the solution of an ordinary differential equation is shown to determine…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
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…
This paper introduces a new recursive stochastic optimal control problem driven by a forward-backward stochastic differential equations (FBSDEs), where the ter?minal time varies according to the constraints of the state of the forward…
We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…
The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…
We study, using an optimal control point of view, higher-order variational problems of Herglotz type with time delay. Main results are higher-order Euler-Lagrange and DuBois-Reymond necessary optimality conditions as well as a higher-order…
In this paper, we investigate the multi-objective optimal control problem of ordinary differential equations on Riemannian manifolds. We first obtain the second-order necessary conditions for weak Pareto optimal solutions for…
This article solves an optimal control problem arising in attitude control of a spacecraft under state and control constraints. We first derive the discrete-time attitude dynamics by employing discrete mechanics. The orientation transfer,…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential…
Time delays are ubiquitous in industrial processes, and they must be accounted for when designing control algorithms because they have a significant effect on the process dynamics. Therefore, in this work, we propose a simultaneous approach…
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.…
Algebraically speaking, linear time-invariant (LTI) systems can be considered as modules. In this framework, controllability is translated as the freeness of the system module. Optimal control mainly relies on quadratic Lagrangians and the…