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Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…

Analysis of PDEs · Mathematics 2020-06-16 Ugur G. Abdulla , Evan Cosgrove

This paper will investigate the infinite horizon optimal control and stabilization problems for the Markov jump linear system (MJLS) subject to control input delay. Different from previous works, for the first time, the necessary and…

Optimization and Control · Mathematics 2019-02-19 Chunyan Han , Hongdan Li , Huanshui Zhang

We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…

Systems and Control · Electrical Eng. & Systems 2023-04-04 Seth Siriya , Jingge Zhu , Dragan Nešić , Ye Pu

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…

Optimization and Control · Mathematics 2018-09-05 Peter Benner , Christoph Trautwein

We propose a distributed control, in which many identical control agents are deployed for controlling a linear time-invariant plant that has multiple input-output channels. Each control agent can join or leave the control loop during the…

Systems and Control · Electrical Eng. & Systems 2022-12-20 Taekyoo Kim , Donggil Lee , Hyungbo Shim

We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumption on the coefficients. The second assumption generalizes…

Probability · Mathematics 2017-03-14 Carlo Orrieri , Petr Veverka

This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…

Optimization and Control · Mathematics 2020-10-19 Xiao Ma , Qingyuan Qi , Xun Li , Huanshui Zhang

This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…

Optimization and Control · Mathematics 2016-11-17 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…

Optimization and Control · Mathematics 2018-12-11 Shuzhen Yang

We present discrete-time approximation of optimal control policies for infinite horizon discounted/ergodic control problems for controlled diffusions in $\Rd$\,. In particular, our objective is to show near optimality of optimal policies…

Optimization and Control · Mathematics 2025-02-11 Somnath Pradhan , Serdar Yuksel

This paper investigates the distributed model predictive control for an asynchronous nonlinear multi-agent system with external interference via a self-triggered generator and a prediction horizon regulator. First, a shrinking constraint…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Qianqian Chen , Shaoyuan Li

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…

Optimization and Control · Mathematics 2021-09-23 Antoine Aspeel , Kwesi Rutledge , Raphaël M. Jungers , Benoit Macq , Necmiye Özay

We consider a discrete-time linear-quadratic Gaussian control problem in which we minimize a weighted sum of the directed information from the state of the system to the control input and the control cost. The optimal control and sensing…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Murat Cubuktepe , Takashi Tanaka , Ufuk Topcu

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…

Numerical Analysis · Mathematics 2021-06-18 Susanne C. Brenner , Li-yeng Sung , Winnifried Wollner

Recently, suboptimality estimates for model predictive controllers (MPC) have been derived for the case without additional stabilizing endpoint constraints or a Lyapunov function type endpoint weight. The proposed methods yield a posteriori…

Optimization and Control · Mathematics 2015-03-19 Thomas Jahn , Jürgen Pannek

This work concerns the internal stabilization of underactuated linear systems of $m$ heat equations in cascade, where the control is placed internally in the first equation only and the diffusion coefficients are distinct. Combining the…

Optimization and Control · Mathematics 2022-07-21 Constantinos Kitsos , Emilia Fridman

We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…

Optimization and Control · Mathematics 2013-12-09 Nacira Agram , Bernt Øksendal