Related papers: C-DOC: Co-State Desensitized Optimal Control
Given an optimal control problem on a heterogeneous body with a periodical structure of particles depending on a small parameter e, we study the asymptotic behavior, as e converges to zero, of the optimal control functional and the optimal…
The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…
We investigate team optimal control of stochastic subsystems that are weakly coupled in dynamics (through the mean-field of the system) and are arbitrary coupled in the cost. The controller of each subsystem observes its local state and the…
In this paper, we consider the problem of computing parameters of an objective function for a discrete-time optimal control problem from state and control trajectories with active control constraints. We propose a novel method of inverse…
A distributed optimal control problem for an extended model of phase field type for tumor growth is addressed. In this model, the chemotaxis effects are also taken into account. The control is realized by two control variables that design…
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…
We consider a distributed optimal control problem subject to a parabolic evolution equation as constraint. The control will be considered in the energy norm of the anisotropic Sobolev space $[H_{0;,0}^{1,1/2}(Q)]^\ast$, such that the state…
Choosing control inputs randomly can result in a reduced expected cost in optimal control problems with stochastic constraints, such as stochastic model predictive control (SMPC). We consider a controller with initial randomization, meaning…
This paper proposes an optimal control problem for a parabolic equation with a nonlocal nonlinearity. The system is described by a parabolic equation involving a nonlinear term that depends on the solution and its integral over the domain.…
We study a single risky financial asset model subject to price impact and transaction cost over an finite time horizon. An investor needs to execute a long position in the asset affecting the price of the asset and possibly incurring in…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
Optimal processes in stochastic thermodynamics are a frontier for understanding the control and design of non-equilibrium systems, with broad practical applications in biology, chemistry, and nanoscale/mesoscale systems. Optimal mass…
In many practical sequential decision-making problems, tracking the state of the environment incurs a sensing/communication/computation cost. In these settings, the agent's interaction with its environment includes the additional component…
This paper addresses a risk-constrained decentralized stochastic linear-quadratic optimal control problem with one remote controller and one local controller, where the risk constraint is posed on the cumulative state weighted variance in…
In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
In this work we introduce a new optimal control algorithm for the Keller-Segel chemo-attraction system, where both boundary and distributed controls are considered and both are associated with introducing/removing the amount of chemical…
This paper presents a trajectory generation method that optimizes a quadratic cost functional with respect to linear system dynamics and to linear input and state constraints. The method is based on continuous-time flatness-based trajectory…
We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…
We consider the framework of convex high dimensional stochastic control problems, in which the controls are aggregated in the cost function. As first contribution, we introduce a modified problem, whose optimal control is under some…