Related papers: Time optimal control problems for some non-smooth …
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
This paper presents a new and straightforward procedure for solving bilinear quadratic optimal control problem. In this method, first the original optimal control problem is transformed into a nonlinear twopoint boundary value problem…
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…
In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…
We have found an inconsistency in our previous version of the paper "Generalized splines in R^n and optimal control". We give a new-time-dependent definition of spline curves in R^n which results from solving a non-autonomous linear…
A time optimal attitude control problem is studied for the dynamics of a rigid body. The objective is to minimize the time to rotate the rigid body to a desired attitude and angular velocity while subject to constraints on the control…
We present a new geometric unfolding of a prototype problem of optimal control theory, the Mayer problem. This approach is crucially based on the Stokes Theorem and yields to a necessary and sufficient condition that characterizes the…
Converse optimality theory addresses an optimal control problem conversely where the system is unknown and the value function is chosen. Previous work treated this problem both in continuous and discrete time and non-extensively considered…
We generalize a Maximum Principle for optimal control problems involving sweeping systems previously derived in ``Necessary conditions for optimal control problems with sweeping systems and end point constraints'', by de Pinho, Ferreira and…
A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…
We study the singularities for minimum time control-affine problems in 4D with 2D controls. After regularization, the problem boils down to the study of a bifurcation around some nilpotent equilibrium in the singular locus. We show that the…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
It is first shown that a smooth controllable system on a compact manifold is finite time controllable. The technique of proof is close to the one of Sussmann's orbit theorem, and no rank condition is required. This technique is also used to…
A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…
It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…
Autonomous systems often have logical constraints arising, for example, from safety, operational, or regulatory requirements. Such constraints can be expressed using temporal logic specifications. The system state is often partially…
We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…
We study the time optimal control problem with a general target $\mathcal S$ for a class of differential inclusions that satisfy mild smoothness and controllability assumptions. In particular, we do not require Petrov's condition at the…