Related papers: Necessary optimality conditions for implicit contr…
This paper presents an optimal dynamic control framework for bounded Jacobian nonlinear discrete-time (DT) systems with nonlinear observations affected by both state and process noise. Rather than directly stabilizing the uncertain system,…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
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…
A class of time-optimal control problems governed by semilinear parabolic equations with mixed pointwise constraints and final point constraints is considered. By introducing the so-called locally optimal solution to time-optimal control…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…
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…
Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
We investigate optimal control of dynamical systems which are affine, i.e., linear in control, but nonlinear in state. The control task is to enforce the system state to follow a prescribed desired trajectory as closely as possible, a task…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…
In the paper we provide new conditions ensuring the isolated calmness property and the Aubin property of parameterized variational systems with constraints depending, apart from the parameter, also on the solution itself. Such systems…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
In this paper we study the optimal control of an initial-boundary value problem for the classical nonviscous Cahn-Hilliard system with zero Neumann boundary conditions. Phase field systems of this type govern the evolution of diffusive…
In the paper a new sufficient condition for the Aubin property to a class of parameterized variational systems is derived. In these systems the constraints depend both on the parameter as well as on the decision variable itself and they…
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…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this paper, we investigate the multi-objective optimal control problem of ordinary differential equations on Riemannian manifolds. We first obtain the second-order necessary conditions for weak Pareto optimal solutions for…
We present a systematic introduction to first-order optimality conditions for mathematical programs with equilibrium constraints (MPECs), emphasizing the limitations of classical nonlinear programming techniques. The goal is twofold. First,…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…