Related papers: On the Relation between the Minimum Principle and …
We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…
In this paper, we formulate a two-player zero-sum game under dynamic constraints defined by hybrid dynamical equations. The game consists of a min-max problem involving a cost functional that depends on the actions and resulting solutions…
A concise and self-contained derivation of hybrid quantum-classical dynamics is given in terms of Markovian master equations. Many previously known results are re-derived, revised, some of them completed or corrected. Using as simple method…
In this paper, we study a linear-quadratic optimal control problem for mean-field stochastic differential equations driven by a Poisson random martingale measure and a multidimensional Brownian motion. Firstly, the existence and uniqueness…
Many real-world control problems involve both discrete decision variables - such as the choice of control modes, gear switching or digital outputs - as well as continuous decision variables - such as velocity setpoints, control gains or…
This paper solves the robust hybrid output regulation problem for arbitrary uncertain hybrid MIMO linear systems with periodic jumps without the restrictive assumptions used in all previous works on the subject. A necessary condition for…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
Controlling hybrid systems is mostly very challenging due to the variety of dynamics these systems can exhibit. Inspired by the concept of differential flatness of nonlinear continuous systems and their inherent invertibility property, the…
We consider the revenue management problem of finding profit-maximising prices for delivery time slots in the context of attended home delivery. This multi-stage optimal control problem admits a dynamic programming formulation that is…
Achieving fast, excitation-free quantum control is a vital challenge in modern quantum technologies. In many cases, shortcuts to adiabaticity enable fast adiabatic-like protocols, yet determining control parameters that satisfy practical…
In this paper, we consider the stochastic optimal control problem for the interacting particle system. We obtain the stochastic maximum principle of the optimal control system by introducing a generalized backward stochastic differential…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
The problem of finding a finite state symbolic model which is bisimilar to a hybrid dynamical system (HDS) and has the minimum number of states is considered. The considered class of HDS allows for discrete-valued inputs that only affect…
We consider the problem of estimating a vector of unknown constant parameters for a class of hybrid dynamical systems -- that is, systems whose state variables exhibit both continuous (flow) and discrete (jump) evolution. Using a hybrid…
The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…
We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
Using the tools of the Markov Decision Processes, we justify the dynamic programming approach to the optimal impulse control of deterministic dynamical systems. We prove the equivalence of the integral and differential forms of the…
This paper concerns a first-order algorithmic technique for a class of optimal control problems defined on switched-mode hybrid systems. The salient feature of the algorithm is that it avoids the computation of Fr\'echet or G\^ateaux…
In this paper we focus on regional deterministic optimal control problems, i.e., problems where the dynamics and the cost functional may be different in several regions of the state space and present discontinuities at their interface.…