Related papers: On singular control problems, the time-stretching …
Many safety-critical real-time systems operate under harsh environment and are subject to soft errors caused by transient or intermittent faults. It is critical and yet often very challenging to apply fault tolerance techniques in these…
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…
This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…
This work proposes an open-loop methodology to solve chance constrained stochastic optimal control problems for linear systems with a stochastic control matrix. We consider a joint chance constraint for polytopic time-varying target sets…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
We present a pair of adjoint optimal control problems characterizing a class of time-symmetric stochastic processes defined on random time intervals. The associated PDEs are of free-boundary type. The particularity of our approach is that…
We develop a class of C1-continuous time integration methods that are applicable to conservative problems in elastodynamics. These methods are based on Hamilton's law of varying action. From the action of the continuous system we derive a…
This article deals with variational optimal-control problems on time scales in the presence of delay in the state variables. The problem is considered on a time scale unifying the discrete, the continuous and the quantum cases. Two examples…
Multistage risk-averse optimal control problems with nested conditional risk mappings are gaining popularity in various application domains. Risk-averse formulations interpolate between the classical expectation-based stochastic and minimax…
This paper is mainly concerned with the robustly stable adaptive control of single-input single-output impulse-free linear time-invariant singular dynamic systems of known order and unknown parameterizations subject to single external point…
This paper deals with time-optimal control of nonlinear continuous-time systems based on direct collocation. The underlying discretization grid is variable in time, as the time intervals are subject to optimization. This technique differs…
This paper develops a sliding mode control based frame work for equality constrained optimization by reformulation the first order Karush Kuhn Tucker conditions as control affine dynamical system. The optimization variables are treated as…
The generation and storage of spin squeezing is an attracting topic in quantum metrology and the foundations of quantum mechanics. The major models to realize the spin squeezing are the one- and two-axis twisting models. Here, we consider a…
We investigate the bang-bang property for fairly general classes of $L^\infty-L^1$ constrained bilinear optimal control problems in two cases: that of the one-dimensional torus, in which case we consider parabolic equations, and that of…
In this paper, we consider a state constrained optimal control problem governed by the transient Stokes equations. The state constraint is given by an L2 functional in space, which is required to fulfill a pointwise bound in time. The…
In this paper, we tackle the state transformation problem in non-strict full state-constrained systems by introducing an adaptive fixed-time control method, utilizing a one-to-one asymmetric nonlinear mapping auxiliary system. Additionally,…
In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…
We develop a continuous-time reinforcement learning framework for a class of singular stochastic control problems without entropy regularization. The optimal singular control is characterized as the optimal singular control law, which is a…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
Relying on the careful study of a related problem in the calculus of variations, we study a class of optimal control problems in which the control lies on the acceleration, with state constraints on the position variable. In dimension one,…