Related papers: Characterization of maximum hands-off control
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
Recent studies have demonstrated the potential of flexible loads in providing frequency response services. However, uncertainty and variability in various weather-related and end-use behavioral factors often affect the demand-side control…
Optimal control and sequential decision making are widely used in many complex tasks. Optimal control over a sequence of natural images is a first step towards understanding the role of vision in control. Here, we formalize this problem as…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type,…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…
In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…
An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…
In shared autonomy, user input and robot autonomy are combined to control a robot to achieve a goal. Often, the robot does not know a priori which goal the user wants to achieve, and must both predict the user's intended goal, and assist in…
We investigate the hard-thresholding method applied to optimal control problems with $L^0(\Omega)$ control cost, which penalizes the measure of the support of the control. As the underlying measure space is non-atomic, arguments of…
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…
We study the reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions for continuous-time and discrete-time systems. We…
This paper addresses two related problems in optimal control. The first investigation consists of compatibility issues between two classical approaches to deriving necessary conditions for optimal control problems with a final target: the…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
This paper presents a controller design framework aiming to balance control performance and actuation rate. Control performance is evaluated by an infinite-horizon average cost, and the number of control actions is penalized via…
We introduce a new method, stepwise method for solving optimal con- trol problems. Our first motivation for new approach emanate from limi- tations on continuous time control functions in PMP. Practically in most of the real world models,…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
This paper establishes a unified framework connecting local controllability, necessary conditions for optimality, and attainability in free-time optimal control problems. The central object of our investigation is the $\Lambda$-set, which…
It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…