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This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…

Optimization and Control · Mathematics 2022-06-30 Roman Chertovskih , Dmitry Karamzin , Nathalie T. Khalil , Fernando Lobo Pereira

We present a suboptimal control design algorithm for a family of continuous-time parameter-dependent linear systems that are composed of interconnected subsystems. We are interested in designing the controller for each subsystem such that…

Optimization and Control · Mathematics 2013-07-24 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all…

Optimization and Control · Mathematics 2012-10-26 M. Barbero-Liñán , M. C. Muñoz-Lecanda

We consider a nonlinear ordinary differential equation and want to control its behavior so that it reaches a target by minimizing a cost function. Our approach is to use hybrid systems to solve this problem: the complex dynamic is replaced…

Optimization and Control · Mathematics 2008-01-07 Jean-Guillaume Luc Dumas , Aude Rondepierre

We consider a continuous-time positive bilinear control system (PBCS), i.e. a bilinear control system with Metzler matrices. The positive orthant is an invariant set of such a system, and the corresponding transition matrix C(t) is…

Optimization and Control · Mathematics 2014-07-15 Gal Hochma , Michael Margaliot

The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…

Systems and Control · Computer Science 2014-12-19 Ali Heydari

In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…

Optimization and Control · Mathematics 2008-06-18 M. Barbero Linan , M. C. Munoz-Lecanda

Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…

Optimization and Control · Mathematics 2025-05-20 Viktoriya Nikitina , Alberto De Marchi , Matthias Gerdts

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…

Optimization and Control · Mathematics 2016-08-24 H. M. Ali , F. Lobo Pereira , S. M. A. Gama

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…

Probability · Mathematics 2016-12-05 Giuseppina Guatteri

In this paper we summarize our results in infinite horizon optimal control. We present optimality conditions for weak local minimizer in the framework of weighted functions. Moreover we formulate the Pontryagin Maximum Principle for strong…

Optimization and Control · Mathematics 2018-07-05 Nico Tauchnitz

We consider systems characterized by the presence of a rapidly oscillating force. A general method is presented for the construction of the effective action governing the large-scale nonlinear dynamics of such systems order by order in…

Chaotic Dynamics · Physics 2026-05-29 Afshin Besharat , Alexander A. Penin

In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…

Optimization and Control · Mathematics 2018-01-03 Miguel Oliveira , Georgi Smirnov

This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…

Optimization and Control · Mathematics 2015-01-23 Liangquan Zhang , Jianhui Huang , Xun Li

A non-convex control system governed by a nonlinear impulsive evolution equation of Hilfer fractional order in a Banach space is considered. The existence of admissible state-control pair is established. Then the introduction of suitable…

Optimization and Control · Mathematics 2022-05-31 Divya Raghavan , Sukavanam Nagarajan

We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of…

Probability · Mathematics 2008-06-18 Boualem Djehiche , Said Hamadene , Ibtissam Hdhiri

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…

Optimization and Control · Mathematics 2017-12-27 Francesco Bartaloni

In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…

Optimization and Control · Mathematics 2018-04-23 Shuzhen Yang

In optimal control theory the expression infimum gap means a strictly negative difference between the infimum value of a given minimum problem and the infimum value of a new problem obtained by the former by extending the original family V…

Optimization and Control · Mathematics 2020-07-24 Michele Palladino , Franco Rampazzo

We present a novel class of minimax optimal control problems with positive dynamics, linear objective function and homogeneous constraints. The proposed problem class can be analyzed with dynamic programming and an explicit solution to the…

Optimization and Control · Mathematics 2023-12-11 Alba Gurpegui , Emma Tegling , Anders Rantzer