Related papers: Min-max piecewise constant optimal control for mul…
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynamics and costs, and the state weight is not assumed with the…
We study optimal control of diffusions with slow and fast variables and address a question raised by practitioners: is it possible to first eliminate the fast variables before solving the optimal control problem and then use the optimal…
This paper studies a continuous-time stochastic linear-quadratic (SLQ) optimal control problem on infinite-horizon. A data-driven policy iteration algorithm is proposed to solve the SLQ problem. Without knowing three system coefficient…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
We formulate and solve an optimal control problem with cooperative, mean-field coupled linear-quadratic subsystems and additional risk-aware costs depending on the covariance and skew of the disturbance. This problem quantifies the…
This paper applies a reinforcement learning (RL) method to solve infinite horizon continuous-time stochastic linear quadratic problems, where drift and diffusion terms in the dynamics may depend on both the state and control. Based on…
This paper deals with an optimal control problem and describes the reachable set for the scalar 1-D conservation laws with discontinuous flux. Regarding the optimal control problem we first prove the existence of a minimizer and then we…
In this paper, we present a new analytical framework for determining the well-posedness of constrained optimization problems that arise in the study of optimal control device design and placement within the context of infinite dimensional…
We consider piecewise-deterministic optimal control problems in which the environment randomly switches among several deterministic modes, and the goal is to optimize the expected cost up to the termination while taking the likelihood of…
Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…
The solution of a constrained linear-quadratic regulator problem is determined by the set of its optimal active sets. We propose an algorithm that constructs this set of active sets for a desired horizon N from that for horizon N-1. While…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
In this paper, we focus on a method based on optimal control to address the optimization problem. The objective is to find the optimal solution that minimizes the objective function. We transform the optimization problem into optimal…
Model predictive control offers a powerful framework for managing constrained systems, but its repeated online optimization can become computationally prohibitive. Multiparametric programming addresses this challenge by precomputing optimal…
The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic…
We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…
In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…
In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…
Model mismatch often poses challenges in model-based controller design. This paper investigates model predictive control (MPC) of uncertain linear systems with input constraints, focusing on stability and closed-loop infinite-horizon…
The present work deals with quantitative two-phase reach-avoid problems on nonlinear control systems. This class of optimal control problem requires the plant's state to visit two (rather than one) target sets in succession while minimizing…