Related papers: Infinite horizon sparse optimal control
This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…
In this paper, we consider an infinite horizon Linear-Quadratic-Gaussian control problem with controlled and costly measurements. A control strategy and a measurement strategy are co-designed to optimize the trade-off among control…
Sparsity-promoting terms are incorporated into the objective functions of optimal control problems in order to ensure that optimal controls vanish on large parts of the underlying domain. Typical candidates for those terms are integral…
The classical optimal investment and consumption problem with infinite horizon is studied in the presence of transaction costs. Both proportional and fixed costs as well as general utility functions are considered. Weak dynamic programming…
We study the problem of mixed $\mathit{H}_2/\mathit{H}_\infty$ control in the infinite-horizon setting. We identify the optimal causal controller that minimizes the $\mathit{H}_2$ cost of the closed-loop system subject to an…
A class of optimal control problems governed by linear fractional diffusion equation with control constraint is considered. We first establish some results on the existence of strong solution to the state equation and the existence of…
We study convex optimization problems where disjoint blocks of variables are controlled by binary indicator variables that are also subject to conditions, e.g., cardinality. Several classes of important examples can be formulated in such a…
This paper investigates an infinite-horizon linear quadratic stochastic (LQS) optimal control problem for a class of continuous-time stochastic systems. By employing the technique of adaptive dynamic programming (ADP), we propose a novel…
The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…
This contribution considers optimal control problems subject to nonlocal conservation laws -- those in which the velocity depends nonlocally (i.e., via a convolution) on the solution -- and the so-called singular limit. First, the existence…
In this paper, we propose a new paradigm of control, called a maximum hands-off control. A hands-off control is defined as a control that has a short support per unit time. The maximum hands-off control is the minimum support (or sparsest)…
This paper proposes novel approaches for designing control Lyapunov functions (CLFs) for constrained linear systems. We leverage recent configuration-constrained polyhedral computing techniques to devise piecewise affine convex CLFs.…
This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…
This article treats three problems of sparse and optimal multiplexing a finite ensemble of linear control systems. Given an ensemble of linear control systems, multiplexing of the controllers consists of an algorithm that selects, at each…
This paper addresses the problem of solving a class of nonlinear optimal control problems (OCP) with infinite-dimensional linear state constraints involving Riesz-spectral operators. Each instance within this class has time/control…
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that…
This work studies the problem of sparse signal recovery with automatic grouping of variables. To this end, we investigate sorted nonsmooth penalties as a regularization approach for generalized linear models. We focus on a family of sorted…
We consider a control problem where the state must reach asymptotically a target while paying an integral payoff with a non-negative Lagrangian. The dynamics is just continuous, and no assumptions are made on the zero level set of the…
This paper studies online solutions for regret-optimal control in partially observable systems over an infinite-horizon. Regret-optimal control aims to minimize the difference in LQR cost between causal and non-causal controllers while…
Positive systems describing networks with inherently non-negative states and inputs arise naturally in routing, logistics, and compartmental modelling. We consider problems modelled as positive linear systems in incidence form with linear…