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Related papers: Integral and measure-turnpike properties for infin…

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We consider the problem of minimizing the entropy, energy, or exergy production for state transitions of irreversible port-Hamiltonian systems subject to control constraints. Via a dissipativity-based analysis we show that optimal solutions…

Optimization and Control · Mathematics 2022-02-21 Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann , Timm Faulwasser

This work is concerned with two optimisation problems that we tackle from a qualitative perspective. The first one deals with quantitative inequalities for spectral optimisation problems for Schr\"{o}dinger operators in general domains, the…

Optimization and Control · Mathematics 2020-10-22 Idriss Mazari , Domenec Ruiz-Balet

This paper is devoted to analysing the explicit slow decay rate and turnpike in the infinite-horizon linear quadratic optimal control problems for hyperbolic systems. Assume that some weak observability or controllability are satisfied, by…

Optimization and Control · Mathematics 2021-08-24 Zhong-Jie Han , Enrique Zuazua

Biological and engineered systems operate by coupling function to the transfer of heat and/or particles down a thermal or chemical gradient. In idealized \textit{deterministically} driven systems, thermodynamic control can be exerted…

Statistical Mechanics · Physics 2016-01-06 Benjamin B. Machta

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

In control theory, typically a nominal model is assumed based on which an optimal control is designed and then applied to an actual (true) system. This gives rise to the problem of performance loss due to the mismatch between the true model…

Optimization and Control · Mathematics 2023-09-19 Somnath Pradhan , Serdar Yuksel

In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…

Optimization and Control · Mathematics 2023-05-22 David Angeli , Lars Grüne

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…

Optimization and Control · Mathematics 2010-07-26 Yacine Chitour , Frédéric Jean , Paolo Mason

Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…

Optimization and Control · Mathematics 2025-11-18 Manuel Rissel , Marius Tucsnak

This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…

Optimization and Control · Mathematics 2007-05-23 M. Chyba , N. E. Leonard , E. D. Sontag

Turnpike theorems state that if an investor's utility is asymptotically equivalent to a power utility, then the optimal investment strategy converges to the CRRA strategy as the investment horizon tends to infinity. This paper aims to…

Portfolio Management · Quantitative Finance 2025-12-02 Hiroki Yamamichi

Classical turnpikes correspond to optimal steady states which are attractors of optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the…

Optimization and Control · Mathematics 2021-04-08 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Manuel Schaller , Karl Worthmann

Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…

Statistical Mechanics · Physics 2022-10-27 Adrianne Zhong , Michael R. DeWeese

In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Mario Rosenfelder , Johannes Köhler , Frank Allgöwer

For mechanical systems we present a controller able to track an unknown smooth signal, converging in finite time and by means of a continuous control signal. The control scheme is insensitive against unknown perturbations with bounded…

Systems and Control · Computer Science 2015-12-01 Jaime A. Moreno

Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…

Systems and Control · Electrical Eng. & Systems 2026-04-16 Patrick Schmidt , Stefan Streif

In this paper, we consider the problem of computing parameters of an objective function for a discrete-time optimal control problem from state and control trajectories with active control constraints. We propose a novel method of inverse…

Systems and Control · Electrical Eng. & Systems 2020-05-14 Timothy L. Molloy , Jason J. Ford , Tristan Perez

Robustness guarantees are important properties to be looked for during control design. They ensure stability of closed-loop systems in face of uncertainties, unmodeled effects and bounded disturbances. While the theory on robust stability…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Samuele Zoboli , Daniele Astolfi , Vincent Andrieu

We discuss the turnpike property for optimal investment and consumption problems. We find there exists a threshold value that determines the turnpike property for investment policy. The threshold value only depends on the Sharpe ratio, the…

Portfolio Management · Quantitative Finance 2018-08-14 Baojun Bian , Harry Zheng

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić
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