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This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…

Neural and Evolutionary Computing · Computer Science 2015-07-29 Yury Sokolov , Robert Kozma , Ludmilla D. Werbos , Paul J. Werbos

We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…

Optimization and Control · Mathematics 2022-02-21 Lev Lokutsievskiy , Alexander Ovseevich

This paper investigates the global stability and the global asymptotic stability independent of the sizes of the delays of linear time-varying Caputo fractional dynamic systems of real fractional order possessing internal point delays. The…

Dynamical Systems · Mathematics 2010-10-18 M. De La Sen

This paper analyses the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of…

Systems and Control · Electrical Eng. & Systems 2021-03-12 Timm Faulwasser , Christopher M. Kellett

A new approach to solving two-point boundary value problems for a wave equation is developed. This new approach exploits the principle of stationary action to reformulate and solve such problems in the framework of optimal control. In…

Optimization and Control · Mathematics 2017-11-13 Peter M. Dower , William M. McEneaney

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

Optimization and Control · Mathematics 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

We present a receding-horizon optimal control for nonlinear continuous-time systems subject to state constraints. The cost is a quadratic finite-horizon integral. The key enabling technique is a new constrained approximate dynamic…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Ricardo Gutierrez , Jesse B. Hoagg

In this paper, we study initial-boundary value problems for the Cahn--Hilliard system with convection and nonconvex potential, where dynamic boundary conditions are assumed for both the associated order parameter and the corresponding…

Optimization and Control · Mathematics 2018-03-15 Gianni Gilardi , Jürgen Sprekels

We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…

Optimization and Control · Mathematics 2018-05-10 Monica Motta , Caterina Sartori

We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type,…

Probability · Mathematics 2017-07-25 Boualem Djehiche , Said Hamadène

The Receding Horizon Control (RHC) strategy consists in replacing an infinite-horizon stabilization problem by a sequence of finite-horizon optimal control problems, which are numerically more tractable. The dynamic programming principle…

Optimization and Control · Mathematics 2019-06-06 Karl Kunisch , Laurent Pfeiffer

The paper is concerned with an optimal control problem governed by the rate-independent system of quasi-static perfect elasto-plasticity. The objective is to optimize the stress field by controlling the displacement at prescribed parts of…

Optimization and Control · Mathematics 2020-03-24 Christian Meyer , Stephan Walther

We address the path-wise control of systems described by a set of nonlinear stochastic differential equations. For this class of systems, we introduce a notion of stochastic relative degree and a change of coordinates which transforms the…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Alberto Mellone , Giordano Scarciotti

This paper presents global tracking strategies for the attitude dynamics of a rigid body. It is well known that global attractivity is prohibited for continuous attitude control systems on the special orthogonal group. Such topological…

Optimization and Control · Mathematics 2017-08-28 Taeyoung Lee , Dong-Eui Chang , Yongsoon Eun

These notes present preliminary results regarding two different approximations of linear infinite-horizon optimal control problems arising in model predictive control. Input and state trajectories are parametrized with basis functions and a…

Optimization and Control · Mathematics 2016-09-04 Michael Muehlebach , Raffaello D'Andrea

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…

Optimization and Control · Mathematics 2018-10-31 Han Zhang , Jack Umenberger , Xiaoming Hu

Classical adaptive control proves total-system stability for control of linear plants, but only for plants meeting very restrictive assumptions. Approximate Dynamic Programming (ADP) has the potential, in principle, to ensure stability…

adap-org · Physics 2015-06-24 Paul J. Werbos

A new method for the optimal solutions is proposed. Originating from the continuous-time dynamics stability theory in the control field, the optimal solution is anticipated to be obtained in an asymptotically evolving way. By introducing a…

Systems and Control · Computer Science 2017-04-11 Sheng Zhang , En-Mi Yong , Wei-Qi Qian , Kai-Feng He

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

Slow parameter drift is common in many systems (e.g., the amount of greenhouse gases in the terrestrial atmosphere is increasing). In such situations, the attractor on which the system trajectory lies can be destroyed, and the trajectory…

Chaotic Dynamics · Physics 2014-07-14 Takashi Nishikawa , Edward Ott
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