Related papers: Linear Programming Based Optimality Conditions and…
This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…
This paper deals with generalized differentiability and second-order necessary optimality conditions for a box-constrained optimal control problem governed by an exponential semilinear elliptic equation with discrete measures as sources,…
A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$,…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…
The purpose of this work is to study an optimal control problem for a semilinear elliptic partial differential equation with a linear combination of Dirac measures as a forcing term; the control variable corresponds to the amplitude of such…
This work considers the problem of approximating initial condition and time-dependent optimal control and trajectory surfaces using multivariable Fourier series. A modified Augmented Lagrangian algorithm for translating the optimal control…
We study deterministic optimal control problems for differential games with finite horizon. We propose new approximations of the strategies in feedback form, and show error estimates and a convergence result of the value in some weak sense…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
This article recalls the recent work on a linear programming formulation of infinite horizon risk-sensitive control via its equivalence with a single controller game, using a classic work of Vrieze. This is then applied to a constrained…
This paper is concerned with a discounted stochastic optimal control problem for regime switching diffusion in an infinite horizon. First, as a preliminary with particular interests in its own right, the global well-posedness of infinite…
We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…
We present a method for optimal control with respect to a linear cost function for positive linear systems with coupled input constraints. We show that the optimal cost function and resulting sparse state feedback for these systems can be…
We discretize a risk-neutral optimal control problem governed by a linear elliptic partial differential equation with random inputs using a Monte Carlo sample-based approximation and a finite element discretization, yielding finite…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
We consider the optimal control problem associated with a general version of the well known shallow lake model, and we prove the existence of an optimum in the class $L_{loc}^{1}\left(0,+\infty\right)$. Any direct proof seems to be missing…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
We consider the Chance Constrained Model Predictive Control problem for polynomial systems subject to disturbances. In this problem, we aim at finding optimal control input for given disturbed dynamical system to minimize a given cost…