Related papers: Asymptotic Lower Bounds for Optimal Tracking: a Li…
We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…
This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
Inexact methods for model predictive control (MPC), such as real-time iterative schemes or time-distributed optimization, alleviate the computational burden of exact MPC by providing suboptimal solutions. While the asymptotic stability of…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
Semidefinite programming is a powerful tool in the design and analysis of approximation algorithms for combinatorial optimization problems. In particular, the random hyperplane rounding method of Goemans and Williamson has been extensively…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
Computational models of human language often involve combinatorial problems. For instance, a probabilistic parser may marginalize over exponentially many trees to make predictions. Algorithms for such problems often employ dynamic…
This paper presents a novel set-based model predictive control for tracking, which provides the largest domain of attraction, even with the minimal predictive/control horizon. The formulation - which consists of a single optimization…
This work considers a Motion Planning Problem with Dynamic Obstacles (MPDO) in 2D that requires finding a minimum-arrival-time collision-free trajectory for a point robot between its start and goal locations amid dynamic obstacles moving…
This paper considers two different problems in trajectory tracking control for linear systems. First, if the control is not unique which is most input energy efficient. Second, if exact tracking is infeasible which control performs most…
In this paper, we focus on the problem of dynamically analysing concurrent software against high-level temporal specifications. Existing techniques for runtime monitoring against such specifications are primarily designed for sequential…
Motion planning classically concerns the problem of accomplishing a goal configuration while avoiding obstacles. However, the need for more sophisticated motion planning methodologies, taking temporal aspects into account, has emerged. To…
We discuss a general approach to building non-asymptotic confidence bounds for stochastic optimization problems. Our principal contribution is the observation that a Sample Average Approximation of a problem supplies upper and lower bounds…
The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…
This paper addresses the trajectory-tracking problem for discrete-time linear time-invariant systems with bounded parametric uncertainty, subject to hard constraints on system states, control inputs, and input rates. Unlike existing…
We investigate a class of optimal stopping problems arising in, for example, studies considering the timing of an irreversible investment when the underlying follows a skew Brownian motion. Our results indicate that the local directional…
In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…