Related papers: On singular control problems, the time-stretching …
The paper addresses an optimal control problem for a perturbed sweeping process of the rate-independent hysteresis type described by a controlled "play and stop" operator with separately controlled perturbations. This problem can be reduced…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
We consider mixed-integer optimal control problems with combinatorial constraints that couple over time such as minimum dwell times. We analyze a lifting and decomposition approach into a mixed-integer optimal control problem without…
Time-varying optimization is fundamental to decision-making in dynamic environments, where objectives evolve over time due to exogenous signals or data streams. However, algorithms designed for static problems yield suboptimal decisions in…
Synchronization problems of continuous and discrete singularly perturbed systems are studied in this paper with singular perturbations and time scales (SPaTS) technique. The dynamics of leader and followers are decomposed into pure-slow and…
We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a non-exponential (weighted) discount function. In particular, we study (weak)…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
This paper presents a novel methodology to develop scheduling algorithms. The scheduling problem is phrased as a control problem, and control-theoretical techniques are used to design a scheduling algorithm that meets specific requirements.…
A new approach for generating stress-constrained topological designs in continua is presented. The main novelty is in the use of elasto-plastic modeling and in optimizing the design such that it will exhibit a linear-elastic response. This…
We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…
The classical Method of Successive Approximations (MSA) is an iterative method for solving stochastic control problems and is derived from Pontryagin's optimality principle. It is known that the MSA may fail to converge. Using careful…
Entangled atomic states, such as spin squeezed states, represent a promising resource for a new generation of quantum sensors and atomic clocks. We demonstrate that optimal control techniques can be used to substantially enhance the degree…
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…
The goal of this paper is to describe a method to solve a class of time optimal control problems which are equivalent to finding the sub-Riemannian minimizing geodesics on a manifold M. In particular, we assume that the manifold M is acted…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
This paper addresses the problem of steering the distribution of the state of a discrete-time linear system to a given target distribution while minimizing an entropy-regularized cost functional. This problem is called a maximum entropy…
This paper deals with optimal control problems described by a controlled version of Moreau's sweeping process governed by convex polyhedra, where measurable control actions enter additive perturbations. This class of problems, which…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
We analyze the control of the motion of a charged particle by means of an external electric field. The system is constrained to move along a given direction. The goal of the control is to change the speed of the particle in a fixed time…