Related papers: Discrete-Valued Control by Sum-of-Absolute-Values …
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
Presented is an algorithm to synthesize an infinite-horizon LQR optimal feedback controller for continuous-time systems. The algorithm does not require knowledge of the system dynamics, but instead uses only a finite-length sampling of…
Representing a control system as a Service-Oriented Architecture (SOA)-referred to as Service-Oriented Model-Based Control (SOMC)-enables runtime-flexible composition of control loop elements. This paper presents a framework that optimizes…
Simulated annealing is a popular method for approaching the solution of a global optimization problem. Existing results on its performance apply to discrete combinatorial optimization where the optimization variables can assume only a…
Safe control for control-affine systems has been extensively studied. However, due to the complexity of system dynamics, it is challenging and time-consuming to apply these methods directly to non-control-affine systems, which cover a large…
The scalar auxiliary variable (SAV) approach is a highly efficient method widely used for solving gradient flow systems. This approach offers several advantages, including linearity, unconditional energy stability, and ease of…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
Sums-of-squares (SOS) optimization is a promising tool to synthesize certifiable controllers for nonlinear dynamical systems. Building upon prior works, we demonstrate that SOS can synthesize dynamic controllers with bounded suboptimal…
In this paper, we consider a class of continuous-time, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation methods and sampling-based algorithms for deterministic path planning,…
In this paper, a time-varying distributed convex optimization problem is studied for continuous-time multi-agent systems. Control algorithms are designed for the cases of single-integrator and double-integrator dynamics. Two discontinuous…
In this paper, we consider the control problem with the Average-Value-at-Risk (AVaR) criteria of the possibly unbounded $L^{1}$-costs in infinite horizon on a Markov Decision Process (MDP). With a suitable state aggregation and by choosing…
An effective form of the Variation Evolving Method (VEM), which originates from the continuous-time dynamics stability theory, is developed for the classic time-optimal control problem with control constraint. Within the mathematic…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…
This paper concerns discrete-time infinite-horizon stochastic control systems with Borel state and action spaces and universally measurable policies. We study optimization problems on strategic measures induced by the policies in these…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
We present a numerically tractable formulation for computing the optimal control of the class of hybrid dynamical systems whose trajectories are continuous. Our formulation, an extension of existing relaxed-control techniques for switched…
The two main contributions of this paper are a proof of concept of the recent novel idea in the area of long-time average cost control, and a new method of overcoming the well-known difficulty of non-convexity of simultaneous optimization…