Related papers: Necessary Conditions for Adverse Control Problems …
In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…
This paper addresses the design of robust dynamic output feedback control for highly uncertain systems in which the unknown disturbance might be excited by the derivative of the control input. This context appears in many industrial…
This paper develops necessary and sufficient conditions for the preservation of asymptotic convergence rates of deterministically and stochastically perturbed ordinary differential equations with regularly varying nonlinearity close to…
In this paper we consider the minimization of a continuous function that is potentially not differentiable or not twice differentiable on the boundary of the feasible region. By exploiting an interior point technique, we present first- and…
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…
We introduce a method to deal with the data-driven control design of nonlinear systems. We derive conditions to design controllers via (approximate) nonlinearity cancellation. These conditions take the compact form of data-dependent…
An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…
Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…
We develop a game-theoretic framework for adversarially robust optimal safe predefined-time stabilization of parameter-dependent nonlinear dynamical systems with nonquadratic cost functionals. Our approach ensures that all system…
We consider a class of optimization problems defined by a system of linear equations with min and max operators. This class of optimization problems has been studied under restrictive conditions, such as, (C1) the halting or stability…
The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…
We analyze a zero-sum stochastic differential game between two competing players who can choose unbounded controls. The payoffs of the game are defined through backward stochastic differential equations. We prove that each player's priority…
We consider a broker who has to place a large order which consumes a sizable part of average daily trading volume. The broker's aim is thus to minimize execution costs he incurs from the adverse impact of his trades on market prices. By…
We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…
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…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
We show that solving delay games with winning conditions given by deterministic and nondeterministic weak Muller automata is 2EXPTIME-complete respectively 3EXPTIME-complete. Furthermore, doubly and triply exponential lookahead is necessary…
Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…
We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori determination of an…
A boundary control problem for the pure Cahn-Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first-order necessary conditions for optimality are proved. Key words: Cahn-Hilliard equation,…