Related papers: The turnpike property in semilinear control
We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…
We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…
In this work we analyse the small-time reachability properties of a nonlinear parabolic equation, by means of a bilinear control, posed on a torus of arbitrary dimension $d$. Under a saturation hypothesis on the control operators, we show…
We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…
This note is concerned with the study of the initial boundary value problem for systems of conservation laws from the point of view of control theory, where the initial data is fixed and the boundary data are regarded as control functions.…
Symmetry properties of the evolution equation and the state to be controlled are shown to determine the basic features of the linear control of unstable orbits. In particular, the selection of control parameters and their minimal number are…
We study controllability of a Partial Differential Equation of transport type, that arises in crowd models. We are interested in controlling such system with a control being a Lipschitz vector field on a fixed control set $\omega$. We prove…
We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…
In this paper, it is shown that a simple formulation of Economic Model Predictive Control can be used which possesses two features that are generally viewed as mutually exclusive, namely, a rather short prediction horizon…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…
The paper investigates the long-time behavior of zero-sum linear-quadratic stochastic differential games, aiming to demonstrate that, under appropriate conditions, both the saddle strategy and the optimal state process exhibit the…
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed stochastic dissipativity notions extend the classic notion…
We propose a framework for generating a signal control policy for a traffic network of signalized intersections to accomplish control objectives expressible using linear temporal logic. By applying techniques from model checking and formal…
We study a control-constrained optimal control problem governed by a semilinear elliptic equation. The control acts in a bilinear way on the boundary, and can be interpreted as a heat transfer coefficient. A detailed study of the state…
In this paper, we present a control problem related to a semilinear differential equation with a moving singularity, i.e., the singular point depends on a parameter. The particularity of the controllability condition resides in the fact…
The goal of this paper is to analyze the pointwise controllability properties of a one-dimensional degenerate/singular equation. We prove the conditions that characterize approximate and null controllability. Besides, a numerical simulation…
This paper studies discounted Markov Decision Processes (MDPs) with finite sets of states and actions. Value iteration is one of the major methods for finding optimal policies. For each discount factor, starting from a finite number of…
This manuscript contains technical results related to a particular approach for the design of Model Predictive Control (MPC) laws. The approach, named "generalized" terminal state constraint, induces the recursive feasibility of the…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.