Related papers: GAC, savings, and unbounded inputs
This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…
This paper presents a method to stabilize state and input constrained nonlinear systems using an offline optimization on variable triangulations of the set of admissible states. For control-affine systems, by choosing a continuous piecewise…
This paper studies the use of vector Lyapunov functions for the design of globally stabilizing feedback laws for nonlinear systems. Recent results on vector Lyapunov functions are utilized. The main result of the paper shows that the…
Direct policy search has achieved great empirical success in reinforcement learning. Many recent studies have revisited its theoretical foundation for continuous control, which reveals elegant nonconvex geometry in various benchmark…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
We show that the existence of a non-coercive Lyapunov function is sufficient for uniform global asymptotic stability (UGAS) of infinite-dimensional systems with external disturbances provided the speed of decay is measured in terms of the…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of…
Stability is a critical feature of distributed linear multi-input-multi-output systems. Global asymptotic stability usually can be guaranteed when using decentralised or distributed control architectures, if: (i) conservative controllers…
We develop a direct Lyapunov method for the almost sure open-loop stabilizability and asymptotic stabilizability of controlled degenerate diffusion processes. The infinitesimal decrease condition for a Lyapunov function is a new form of…
For a given closed target we embed the dissipative relation that defines a control Lyapunov function in a more general differential inequality involving Hamiltonians built from iterated Lie brackets. The solutions of the resulting extended…
For an underactuated (simple) Hamiltonian system with two degrees of freedom and one degree of underactuation, a rather general condition that ensures its stabilizability, by means of the existence of a (simple) Lyapunov function, was found…
Here and in a follow-on paper, we consider a simple control problem in which the underlying dynamics depend on a parameter $a$ that is unknown and must be learned. In this paper, we assume that $a$ is bounded, i.e., that $|a| \le…
In this note, we study a class of indefinite stochastic McKean-Vlasov linear-quadratic (LQ in short) control problem under the control taking nonnegative values. In contrast to the conventional issue, both the classical dynamic programming…
We study an optimal control problem of McKean--Vlasov branching diffusion processes, in which the interaction term is determined by the marginal measure induced by all alive particles in the system. Accordingly, the value function is…
We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…
In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
We present a theory of optimal control for McKean-Vlasov stochastic differential equations with infinite time horizon and discounted gain functional. We first establish the well-posedness of the state equation and of the associated control…
We introduce the concept of sos-convex Lyapunov functions for stability analysis of both linear and nonlinear difference inclusions (also known as discrete-time switched systems). These are polynomial Lyapunov functions that have an…