Related papers: The trouble with imaginary eigenvalues. Optimal co…
For linear infinite systems the approximate controllability problem by control constraints is considered. Controllability conditions represented via system parameters are obtained. Partial differential control systems and control systems…
In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…
We consider the problem of finite-horizon optimal control of a discrete linear time-varying system subject to a stochastic disturbance and fully observable state. The initial state of the system is drawn from a known Gaussian distribution,…
A new class of control problems is discussed - homeostasis control. Homeostasis control problems can be considered as control problems with a given target set, in particular, as a problem of stabilizing the values of some target function,…
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
In this article we study the internal controllability of 1D linear hyperbolic balance laws when the number of controls is equal to the number of state variables. The controls are supported in space in an arbitrary open subset. Our main…
Optimal quantum control of continuous variable systems poses a formidable computational challenge because of the high-dimensional character of the system dynamics. The framework of quantum invariants can significantly reduce the complexity…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…
We consider optimal stopping problems for a Brownian motion and a geometric Brownian motion with a "disorder", assuming that the moment of a disorder is uniformly distributed on a finite interval. Optimal stopping rules are found as the…
This paper studies an infinite time horizon LQR optimal control problem for a system describing, within a linear approximation, the vertical oscillations of a floating solid, coupled to the motion of the free boundary fluid on which it…
This paper addresses the problem of designing recommendation systems for social networks and e-commerce platforms from a control-theoretic perspective. We treat the design of recommendation systems as a state-feedback infinite-horizon…
We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. We establish that these problems are related to certain infinite-dimensional linear…
We consider time-optimal controls of a controllable linear system with a scalar control on a long time interval. It is well-known that if all the eigenvalues of the matrix describing the linear system dynamics are real then any time-optimal…
We study one-parametric perturbations of finite dimensional real Hamiltonians depending on two controls, and we show that generically in the space of Hamiltonians, conical intersections of eigenvalues can degenerate into semi-conical…
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…
This paper studies an optimal stochastic impulse control problem in a finite horizon with a decision lag, by which we mean that after an impulse is made, a fixed number units of time has to be elapsed before the next impulse is allowed to…
This paper is concerned with the open-loop time-consistent solution of time-inconsistent mean-field stochastic linear-quadratic optimal control. Different from standard stochastic linear-quadratic problems, both the system matrices and the…