Related papers: Infinite horizon sparse optimal control
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We consider optimization problems containing nonconvex quadratic functions for which semidefinite programming (SDP) relaxations often yield strong bounds. We investigate linear inequalities that outer approximate the positive semidefinite…
In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…
In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite delay and a convex control domain. The corresponding adjoint…
H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
Maximum hands-off control is a control that has the minimum L0 norm among all feasible controls. It is known that the maximum hands-off (or L0-optimal) control problem is equivalent to the L1-optimal control under the assumption of…
We study the optimal control problem for a control-affine system, where we want to minimize the $L^1$ norm of the control. First, we show how Pontryagin Maximum Principle (PMP) applies to this problem and we divide the extremal trajectories…
In the contest of optimal control problems, regularity results for optima are known when addressing fiber-strictly convex Lagrangian. For infinite time horizons, or for settings with infinite dimensional dynamics, the equivalence between…
We adopt an optimal-control framework for addressing the undiscounted infinite-horizon discrete-time restless $N$-armed bandit problem. Unlike most studies that rely on constructing policies based on the relaxed single-armed Markov Decision…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile nodes to minimize an uncertainty metric in a given mission space. For multi agent in a one-dimensional…
We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…
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…
This paper analyses the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of…
We study the linear-quadratic optimal control problem for infinite-dimensional dissipative systems with possibly indefinite cost functional. Under the assumption that a storage function exists, we show that this indefinite optimal control…
We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…
We consider an optimal control problem that entails the minimization of a nondifferentiable cost functional, fractional diffusion as state equation and constraints on the control variable. We provide existence, uniqueness and regularity…
This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…