Related papers: Switching in time-optimal problem with control in …
We study the regularity properties of the value function associated with an affine optimal control problem with quadratic cost plus a potential, for a fixed final time and initial point. Without assuming any condition on singular…
In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…
In this work, we present numerical analysis for a distributed optimal control problem, with box constraint on the control, governed by a subdiffusion equation which involves a fractional derivative of order $\alpha\in(0,1)$ in time. The…
In this paper, we investigate an optimal control problem governed by parabolic equations with measure-valued controls over time. We establish the well-posedness of the optimal control problem and derive the first-order optimality condition…
We construct a saddle point in a class of zero-sum games between a stopper and a singular-controller. The underlying dynamics is a one-dimensional, time-homogeneous, singularly controlled diffusion taking values either on $\mathbb{R}$ or on…
We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…
An optimal boundary control problem for the one-dimensional heat equation is considered. The objective functional includes a standard quadratic terminal observation, a Tikhonov regularization term with regularization parameter $\nu$, and…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
This paper deals with optimal control problems for systems affine in the control variable. We consider nonnegativity constraints on the control, and finitely many equality and inequality constraints on the final state. First, we obtain…
This paper deals with an isoperimetric optimal control problem for nonlinear control-affine systems with periodic boundary conditions. As it was shown previously, the candidates for optimal controls for this problem can be obtained within…
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 article we study the minimal time for the exact controllability of one-dimensional first-order linear hyperbolic systems when all the controls are acting on the same side of the boundary. We establish an explicit and easy-to-compute…
We consider the problem of damping a control system with delay described by first-order functional-differential equations on a temporal tree. The delay in the system is time-proportional and propagates through the internal vertices. The…
We study local controllability and optimal control problems for invertible discrete-time control systems. We present second order necessary conditions for optimality and sufficient conditions for local controllability. The conditions are…
This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…
This paper develops a unified methodology for probabilistic analysis and optimal control design for jump diffusion processes defined by polynomials. For such systems, the evolution of the moments of the state can be described via a system…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
Finding minimal time and establishing the structure of the corresponding optimal controls which can transfer a given initial state of a quantum system into a given target state is a key problem of quantum control. In this work, this problem…