Related papers: On switching properties of time optimal controls f…
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…
Finding minimal time and establishing the structure of the corresponding optimal controls which can transfer a given initial state of a quantum system into a given target state is a key problem of quantum control. In this work, this problem…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
Time-optimal control for high-order chain-of-integrator systems with full state constraints remains an open and challenging problem within the discipline of optimal control. The behavior of optimal control in high-order problems lacks…
The theory of optimal control on positive cones has recently identified several new problem classes where the Bellman equation can be solved explicitly, in analogy with classical linear quadratic control. In this paper, the idea is extended…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…
We investigate the transient times for the onset of control of steady states by time-delayed feedback. The optimization of control by minimising the transient time before control becomes effective is discussed analytically and numerically,…
In this paper, we discuss our recent works on the null-controllability, the exact controllability, and the stabilization of linear hyperbolic systems in one dimensional space using boundary controls on one side for the optimal time. Under…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
This paper is devoted to the controllability of a general linear hyperbolic system in one space dimension using boundary controls on one side. Under precise and generic assumptions on the boundary conditions on the other side, we previously…
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…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
In the present paper we derive, via a backward induction technique, and ad hoc maximum principle for an optimal control problem with multiple random terminal times. Therefore we apply the aforementioned result to the case of a linear…
We consider a one dimensional elliptic distributed optimal control problem with pointwise constraints on the derivative of the state. By exploiting the variational inequality satisfied by the derivative of the optimal state, we obtain…
In this paper, we consider the application of optimal periodic control sequences to switched dynamical systems. The control sequence is obtained using a finite-horizon optimal method based on dynamic programming. We then consider Euler…
Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…
This paper focuses on optimal control problem for a class of discrete-time nonlinear systems. In practical applications, computation time is a crucial consideration when solving nonlinear optimal control problems, especially under real-time…
This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…
Standard optimal control methods perform optimization in the time domain. However, many experimental settings demand the expression of the control signal as a superposition of given waveforms, a case that cannot easily be accommodated using…
We study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at jump times of independent Poisson process. Under relatively weak…