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Let a control system and a target be given on an open subset of an Euclidean space. The existence of a Control Lyapunov Function - namely a positive definite, semiconcave, solution of the Hamilton-Jacobi inequality corresponding to the…
Inverse optimization (Inverse optimal control) is the task of imputing a cost function such that given test points (trajectories) are (nearly) optimal with respect to the discovered cost. Prior methods in inverse optimization assume that…
An adaptive controller with bounded l2-gain from disturbances to errors is derived for linear time-invariant systems with uncertain parameters restricted to a finite set. The gain bound refers to the closed loop system, including the…
In this paper, an open problem is solved, for the stochastic optimal control problem with delay where the control domain is nonconvex and the diffusion term contains both control and its delayed term. Inspired by previous results by \O…
We consider the simplest optimal control problem with one nonregular mixed inequality constraint, i.e. when its gradient in the control can vanish on the zero surface. Using the Dubovitskii--Milyutin theorem on the approximate separation of…
We explore basic properties and some applications of Quasi Differential Quotients ($QDQ$s) and the related $QDQ$-approximating multi-cones. A $QDQ$, which is a special kind of H.Sussmann's Approximate Generalized Differential Quotient…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
Let $(a_n)_{n \geq 1}$ be a sequence of distinct positive integers. In a recent paper Rudnick established asymptotic upper bounds for the minimal gaps of $\{a_n \alpha \bmod 1, 1 \leq n \leq N\}$ as $N \to \infty$, valid for Lebesgue-almost…
We generalize the Maximum Principle for free end point optimal control problems involving sweeping systems derived in [9] to cover the case where the end point is constrained to take values in a certain set. As in [9], an ingenious smooth…
A scheme for generating a family of convex variational principles is developed, the Euler- Lagrange equations of each member of the family formally corresponding to the necessary conditions of optimal control of a given system of ordinary…
In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…
The famous proof of the Pontryagin maximum principle for control problems on a finite horizon bases on the needle variation technique, as well as the separability concept of cones created by disturbances of the trajectories. In this…
In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…
We are concerned with the relaxation and existence theories of a general class of geometrical minimisation problems, with action integrals defined via differential forms over fibre bundles. We find natural algebraic and analytic conditions…
This paper firstly presents the necessary and sufficient conditions for a kind of discrete-time robust stochastic optimal control problem with convex control domains. As it is an "inf sup problem", the classical variational method is…
We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
For an optimal control problem, the concept of a strong local infimum is introduce, for which necessary conditions consisting of some family of "maximum principles" are formulated. If a function delivers a strong local minimum in this…
We deal with finite dimensional linear and nonlinear control systems. If the system is linear and autonomous and satisfies the classical normality assumption, we improve the well known result on the strict convexity of the reachable set…