Related papers: A survey on sufficient optimality conditions for d…
We study a control problem governed by a semilinear parabolic equation. The control is a measure that acts as the kernel of a possibly nonlocal time delay term and the functional includes a non-differentiable term with the measure-norm of…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
Necessary optimality conditions and numerical methods for solving an optimal control problem for a linear continuous-time dynanical system with controlled coefficients and quadratic goal functional are discussed.
In this article we study optimal control problems for systems that are affine with respect to some of the control variables and nonlinear in relation to the others. We consider finitely many equality and inequality constraints on the…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…
In this paper, we investigate delayed linear difference systems and establish several fundamental results. We first provide a Kalman-type rank condition tailored for delayed linear difference systems. Furthermore, we construct the discrete…
We describe a summation procedure for the construction of the optimal solution in null controllability problem for differential equation with distributed delay
We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…
In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…
The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
In this paper we develop novel results on self triggering control of nonlinear systems, subject to perturbations and actuation delays. First, considering an unperturbed nonlinear system with bounded actuation delays, we provide conditions…
This work presents the solution to a class of decentralized linear quadratic state-feedback control problems, in which the plant and controller must satisfy the same combination of delay and sparsity constraints. Using a novel decomposition…
This work presents a theoretical framework for the safety-critical control of time delay systems. The theory of control barrier functions, that provides formal safety guarantees for delay-free systems, is extended to systems with state…
Delay-coordinate maps have been widely used recently to study nonlinear dynamical systems, where there is only access to the time series of one of their variables. Here, we show how the partial control method can be applied in this kind of…
The paper presents results about strong metric subregularity of the optimality mapping associated with the system of first-order necessary optimality conditions for a problem of optimal control of a semilinear parabolic equation. The…
Most modern control systems are switched, meaning they have continuous as well as discrete decision variables. Switched systems often have constraints called dwell-time constraints (e.g., cycling constraints in a heat pump) on the switching…
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.…