Related papers: Comments on the Bellman functional for linear time…
This paper studies (single-time and multitime) optimal control problems on a nonholonomic manifold (described either by the kernel of a Gibbs-Pfaff form or by the span of appropriate vector fields). For both descriptions we analyse:…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
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…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
In this paper we consider an infinite time horizon risk-sensitive optimal stopping problem for a Feller--Markov process with an unbounded terminal cost function. We show that in the unbounded case an associated Bellman equation may have…
We introduce discontinuous solutions to nonlinear impulsive control systems with state time delays in the dynamics and derive necessary optimality conditions in the form of a Maximum Principle for associated optimal control problems. In the…
It is strange but fruitful to think about the functions as random processes. Any function can be viewed as a martingale (in many different ways) with discrete time. But it can be useful to have continuous time too. Processes can emulate…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
We propose an algorithm that produces a non-decreasing sequence of subsolutions for a class of optimal control problems distinguished by the property that the associated Bellman operators preserve convexity. In addition to a theoretical…
We detail in this article the necessity of a change of paradigm for the delay-robust control of systems composed of two linear first order hyperbolic equations. One must go back to the classical trade-off between convergence rate and…
We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our…
We study the existence and approximate controllability of a class of fractional nonlocal delay semilinear differential systems in a Hilbert space. The results are obtained by using semigroup theory, fractional calculus, and Schauder's fixed…
We present a theory of optimal control for McKean-Vlasov stochastic differential equations with infinite time horizon and discounted gain functional. We first establish the well-posedness of the state equation and of the associated control…
In this paper, we consider the inverse optimal control problem for the discrete-time linear quadratic regulator, over finite-time horizons. Given observations of the optimal trajectories, and optimal control inputs, to a linear…
In this manuscript we consider a class optimal control problem for stochastic differential delay equations. First, we rewrite the problem in a suitable infinite-dimensional Hilbert space. Then, using the dynamic programming approach, we…
Time-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman's principle and its applications to proving the continuity of value functions are investigated.
We consider the problem of damping a control system with delay described by first-order functional-differential equations on a temporal tree. The delay in the system is time-proportional and propagates through the internal vertices. The…
We study the minimum energy null-controllability problem for differential equations with point-wise delays. For the equations of both neutral and retarded type we reduce the problem of finding the optimal control to a Volterra integral…
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,…
We are concerned about the null controllability of a linear degenerate parabolic equation with one delay parameter on the line $(0,1)$, where the control force is exerted on a subdomain of $(0,1)$ or on the boundary. For that we show how…