Related papers: Necessary conditions involving Lie brackets for im…
We consider a stochastic impulse control problem that is motivated by applications such as the optimal exploitation of a natural resource. In particular, we consider a stochastic system whose uncontrolled state dynamics are modelled by a…
Derivative based optimization methods are efficient at solving optimal control problems near local optima. However, their ability to converge halts when derivative information vanishes. The inference approach to optimal control does not…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…
We establish necessary optimality conditions for variational problems with a Lagrangian depending on a combined Caputo derivative of variable fractional order. The endpoint of the integral is free, and thus transversality conditions are…
We address the problem of reinforcement learning in which observations may exhibit an arbitrary form of stochastic dependence on past observations and actions, i.e. environments more general than (PO)MDPs. The task for an agent is to attain…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of $X$ given the remaining components implies their joint independence. We…
A non-equilibrium, generally time-dependent, environment whose form is deduced by optimal learning control is shown to provide a means for incoherent manipulation of quantum systems. Incoherent control by the environment (ICE) can serve to…
In this paper we show that several dynamical systems with time delay can be described as vector fields associated to smooth functions via a bracket of Leibniz structure. Some examples illustrate the theoretical considerations.
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
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…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
We develop a rigorous theory of external influences on finite discrete dynamical systems, going beyond the perturbation paradigm, in that the external influence need not be a small contribution. Indeed, the covariance condition can be…
In this paper we address the problem of tracking control of nonlinear systems via contraction analysis. The necessary conditions of the systems which can achieve universal asymptotic tracking are studied under several different cases. We…
We study more general variational problems on time scales. Previous results are generalized by proving necessary optimality conditions for (i) variational problems involving delta derivatives of more than the first order, and (ii) problems…
Solutions to the interval observation problem for delayed impulsive and switched systems with $L_1$-performance are provided. The approach is based on first obtaining stability and $L_1/\ell_1$-to-$L_1/\ell_1$ performance analysis…
An impulsive feedback-adaptive control is developed in order to drive trajectories of a dynamical system towards an invariant manifold with fixed and spaced impulsive controls. The approach requires the explicit knowledge of the set of…
The paper deals with the extremum seeking problem for a class of cost functions depending only on a part of state variables of a control system. This problem is related to the concept of partial asymptotic stability and analyzed by…
We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…