Related papers: The Classical Stochastic Impulse Control Problem
We consider distributionally robust optimal control of stochastic linear systems under signal temporal logic (STL) chance constraints when the disturbance distribution is unknown. By assuming that the underlying predicate functions are…
We present an algorithm for robust model predictive control with consideration of uncertainty and safety constraints. Our framework considers a nonlinear dynamical system subject to disturbances from an unknown but bounded uncertainty set.…
We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…
Stochastic policies (also known as relaxed controls) are widely used in continuous-time reinforcement learning algorithms. However, executing a stochastic policy and evaluating its performance in a continuous-time environment remain open…
In this paper the chaos control in the discrete logistic map of fractional order is obtained with an impulsive control algorithm. The underlying discrete initial value problem of fractional order is considered in terms of Caputo delta…
In this paper, the stochastic verification theorems for stochastic control problems of reflected forward-backward stochastic differential equations are studied. We carry out the work within the frameworks of classical and viscosity…
This paper studies a stochastic extremum seeking method to steer a nonholonomic vehicle to the unknown source of a static spatially distributed filed in a plane. The key challenge lies in the lack of vehicle's position information and the…
Classical discrete-time adaptive controllers provide asymptotic stabilization. While the original adaptive controllers did not handle noise or unmodelled dynamics well, redesigned versions were proven to have some tolerance; however,…
This paper considers a class of stochastic control problems with implicitly defined objective functions, which are the sources of time-inconsistency. We study the closed-loop equilibrium solutions in a general controlled diffusion…
In this work, we focus on the Partial Constraint Satisfaction Problem (PCSP) over control-flow graphs (CFGs) of programs. PCSP serves as a generalization of the well-known Constraint Satisfaction Problem (CSP). In the CSP framework, we…
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…
It is a longstanding unsolved problem to characterize the optimal feedback controls for general linear quadratic optimal control problem of stochastic evolution equation with random coefficients. A solution to this problem is given in [21]…
The paper provides results for the stabilization of a spatially uniform equilibrium profile for a scalar conservation law that arises in the study of traffic dynamics under variable speed limit control. Two different control problems are…
This paper studies robust time-inconsistent (TIC) linear-quadratic stochastic control problems, formulated by stochastic differential games. By a spike variation approach, we derive sufficient conditions for achieving the Nash equilibrium,…
We study the regularity of solutions of one dimensional variational obstacle problems in $W^{1,1}$ when the Lagrangian is locally H\"older continuous and globally elliptic. In the spirit of the work of Sychev ([Syc89, Syc91, Syc92]), a…
This paper addresses the problem of computing optimal impedance schedules for legged locomotion tasks involving complex contact interactions. We formulate the problem of impedance regulation as a trade-off between disturbance rejection and…
We prove the existence and $C^{1,\alpha}$ regularity of solutions to nonlocal fully nonlinear elliptic equations with gradient constraints. We do not assume any regularity about the constraints; so the constraints need not be $C^1$ or…
This paper deals with the problem of finding a low-complexity estimate of the impulse response of a linear time-invariant discrete-time dynamic system from noise-corrupted input-output data. To this purpose, we introduce an identification…
We analyze an optimal stopping problem with random maturity under a nonlinear expectation with respect to a weakly compact set of mutually singular probabilities $\mathcal{P}$. The maturity is specified as the hitting time to level $0$ of…
The purpose of this article is to study a stochastic control problem on a junction, with control at the junction point. The problem of control is formulated in the weak sense, using a relaxed control, namely a control which takes values in…