Related papers: GAC, savings, and unbounded inputs
A continuous optimal control problem governed by an elliptic variational inequality was considered in Boukrouche-Tarzia, Comput. Optim. Appl., 53 (2012), 375-392 where the control variable is the internal energy $g$. It was proved the…
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…
This paper proposes an operator-theoretic framework that recasts the minimal value function of a nonlinear optimal control problem as an abstract bilinear form on a suitable function space. The resulting bilinear form is shown to satisfy an…
We study a family of optimal control problems in which one aims at minimizing a cost that mixes a quadratic control penalization and the variance of the system, both for finitely many agents and for the mean-field dynamics as their number…
This paper presents two new control approaches for guaranteed safety (remaining in a safe set) subject to actuator constraints (the control is in a convex polytope). The control signals are computed using real-time optimization, including…
We apply Prediction-Based control (PBC) in order to stabilize globally a positive equilibrium of a planar Ricker's equation. We construct a closed invariant set in a strictly positive domain for the controlled map and derive conditions on…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
In optimal control theory the expression infimum gap means a strictly negative difference between the infimum value of a given minimum problem and the infimum value of a new problem obtained by the former by extending the original family V…
Autonomous systems operating in close proximity with each other to cover a specified area has many potential applications, but to achieve effective coordination, two key challenges need to be addressed: coordination and safety. For…
We consider a general multi-armed bandit problem with correlated (and simple contextual and restless) elements, as a relaxed control problem. By introducing an entropy regularisation, we obtain a smooth asymptotic approximation to the value…
In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…
We obviate the use of observers for the purpose of output feedback tracking control of Lagrangian systems and solve some long-standing yet well-documented open problems. As often implemented in control practice, we replace unavailable…
The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy…
We consider the minimum-time problem for a multi-input control-affine system, where we assume that the controlled vector fields generate a non-involutive distribution of constant dimension, and where we do not assume a-priori bounds for the…
In this article we study ergodic problems in the whole space $\mathbb{R}^N$ for weakly coupled systems of viscous Hamilton-Jacobi equations with coercive right-hand sides. The Hamiltonians are assumed to have a fairly general structure and…
The literature on continuous-time stochastic optimal control seldom deals with the case of discrete state spaces. In this paper, we provide a general framework for the optimal control of continuous-time Markov chains on finite graphs. In…
This paper presents a two-stage framework for constrained near-optimal feedback control of input-affine nonlinear systems. An approximate value function for the unconstrained control problem is computed offline by solving the…
A large collection of financial contracts offering guaranteed minimum benefits are often posed as control problems, in which at any point in the solution domain, a control is able to take any one of an uncountable number of values from the…
A Hamiltonian algorithm, both theoretical and numerical, to obtain the reduced equations implementing Pontryagine's Maximum Principle for singular linear-quadratic optimal control problems is presented. This algorithm is inspired on the…
Neural-network-based controllers (NNCs) can represent complex, highly nonlinear control laws, but verifying the closed-loop stability of dynamical systems using them remains challenging. This work presents contributions to a…