Related papers: Feedback Solution to Optimal Switching Problems wi…
Autonomous control systems use various sensors to decrease the amount of uncertainty under which they operate. While providing partial observation of the current state of the system, sensors require resources such as energy, time and…
Computational level explanations based on optimal feedback control with signal-dependent noise have been able to account for a vast array of phenomena in human sensorimotor behavior. However, commonly a cost function needs to be assumed for…
We study sequential cost-efficient design in a situation where each update of covariates involves a fixed time cost typically considerable compared to a single measurement time. The problem arises from parameter estimation in switching…
The feeder reconfiguration problem chooses the on/off status of the switches in a distribution network in order to minimize a certain cost such as power loss. It is a mixed integer nonlinear program and hence hard to solve. A popular…
Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
This paper introduces a new class of optimal switching problems, where the player is allowed to switch at a sequence of exogenous Poisson arrival times, and the underlying switching system is governed by an infinite horizon backward…
This paper considers the quickest search problem to identify anomalies among large numbers of data streams. These streams can model, for example, disjoint regions monitored by a mobile robot. A particular challenge is a version of the…
We introduce and study a new class of optimal switching problems, namely switching problem with controlled randomisation, where some extra-randomness impacts the choice of switching modes and associated costs. We show that the optimal value…
The problem of step tracking control with a switching input and without any continuous-valued inputs is considered. The control objective is to reduce the number of switchings to a minimal value. This approach finds interesting applications…
The scheme of online optimization as a feedback controller is widely used to steer the states of a physical system to the optimal solution of a predefined optimization problem. Such methods focus on regulating the physical states to the…
The paper is concerned with a general optimization problem for a nonlinear control system, in the presence of a running cost and a terminal cost, with free terminal time. We prove the existence of a patchy feedback whose trajectories are…
The Switch Point Algorithm is a new approach for solving optimal control problems whose solutions are either singular or bang-bang or both singular and bang-bang, and which possess a finite number of jump discontinuities in an optimal…
This paper studies optimal switching on and o? of the entire service capacity of an M/M/Infinity queue with holding, running and switching costs where the running costs depend only on whether the system is running or not. The goal is to…
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…
In this paper, we provide optimal solutions to two different (but related) input/output design problems involving large-scale linear dynamical systems, where the cost associated to each directly actuated/measured state variable can take…
This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…
We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The problem is formulated as an extended impulse control problem…