Related papers: Asymptotically optimal control for a simplest dist…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
In this article, we investigate a time-optimal state-constrained bilevel optimal control problem whose lower-level dynamics feature a sweeping control process involving a {\it truncated normal cone}. By bilevel, it is meant that the…
We consider the wave equation in a bounded domain (eventually convex). Two kinds of inequality are described when occurs trapped ray. Applications to control theory are given. First, we link such kind of estimate with the damped wave…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
This article's subject matter is the study of the asymptotic analysis of the optimal control problem (OCP) constrained by the stationary Stokes equations in a periodically perforated domain. We subject the interior region of it with…
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 consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
We consider the $\mathbb{H}_2$-optimal feedback control problem, for the case in which the plant is passive with bounded $\mathbb{L}_2$ gain, and the feedback law is constrained to be output-strictly passive. In this circumstance, we show…
Brockett's minimum attention functional \cite{Brockett} has been proposed as one means of capturing the cost of control implementation--regarded here as the rate of change of the control with respect to both state and time--for general…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
A discrete time control algorithm using the damped least squares is introduced for acceleration and energy exchange controls in nonlinear vibrating systems. It is shown that the damping constant of least squares and sampling time step of…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
We consider optimal stopping problems, in which a sequence of independent random variables is drawn from a known continuous density. The objective of such problems is to find a procedure which maximizes the expected reward; this is often…
This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…
This paper addresses the problem of robust control of a linear discrete-time system subject to bounded disturbances and to measurement and control budget constraints. Using Q-parameterization and a polytope containment method, we prove that…
The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…