Related papers: The Fully Nonlinear Stochastic Impulse Control Pro…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
We consider stochastic impulse control problems when the impulses cost functions are arbitrary. We use the dynamic programming principle and viscosity solutions approach to show that the value function is a unique viscosity solution for the…
We present a nonlinear non-convex model predictive control approach to solving a real-world labyrinth game. We introduce adaptive nonlinear constraints, representing the non-convex obstacles within the labyrinth. Our method splits the…
This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a…
This letter presents a framework for synthesizing a robust full-state feedback controller for systems with unknown nonlinearities. Our approach characterizes input-output behavior of the nonlinearities in terms of local norm bounds using…
Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…
In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…
We consider the tracking of geometric paths in output spaces of nonlinear systems subject to input and state constraints without pre-specified timing requirements. Such problems are commonly referred to as constrained output path-following…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
We propose a novel reformulation of the stochastic optimal control problem as an approximate inference problem, demonstrating, that such a interpretation leads to new practical methods for the original problem. In particular we characterise…
The problem of partial stabilization for nonlinear control systems described by the Ito stochastic differential equations is considered. For these systems, we propose a constructive control design method which leads to establishing the…
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a…
The main purpose of this article is to prove a logarithmic convexity estimate for the solution of a linear heat equation subject to dynamic boundary conditions in a bounded convex domain. As an application, we prove the impulsive null…
We consider a discrete-time formulation for a class of high-dimensional stochastic joint replenishment problems. First, we approximate the problem by a continuous-time impulse control problem. Exploiting connections among the impulse…
We present here a semi-analytical solution of the problem of particle acceleration at non-linear shock waves with a free escape boundary at some location upstream. This solution, besides allowing us to determine the spectrum of particles…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
This paper concerns the adaptive control problem for a class of nonlinear stochastic systems in which the state update is given by a nonlinear function of linear dynamics plus additive stochastic noise. Such systems arise in a wide range of…
We study the problem of \textit{safe control of linear dynamical systems corrupted with non-stochastic noise}, and provide an algorithm that guarantees (i) zero constraint violation of convex time-varying constraints, and (ii) bounded…
We study in this paper the problem of adaptive trajectory tracking control for a class of nonlinear systems with parametric uncertainties. We propose to use a modular approach, where we first design a robust nonlinear state feedback which…