Related papers: Asymptotically stable control problems by infinite…
A general problem in optimal control consists of finding a terminal reward that makes the value function independent of the horizon. Such a terminal reward can be interpreted as a max-plus eigenvector of the associated Lax-Oleinik…
This study focuses on the problem of optimal mismatched disturbance rejection control for uncontrollable linear discrete-time systems. In contrast to previous studies, by introducing a quadratic performance index such that the regulated…
In this article a stabilizing feedback control is computed for a semilinear parabolic partial differential equation utilizing a nonlinear model predictive (NMPC) method. In each level of the NMPC algorithm the finite time horizon open loop…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the…
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…
The paper describes a receding horizon control design framework for continuous-time stochastic nonlinear systems subject to probabilistic state constraints. The intention is to derive solutions that are implementable in real-time on…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…
We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…
Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…
We consider a classical spring-mass model of human running which is built upon an inverted elastic pendulum. Based on our previous results concerning asymptotic solutions for large spring constant (or small angle of attack), we construct…
A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…
We analyze, in two dimensions, an optimal control problem for the Navier--Stokes equations where the control variable corresponds to the amplitude of forces modeled as point sources; control constraints are also considered. This particular…
We derive optimal periodic controls for entrainment of a self-driven oscillator to a desired frequency. The alternative objectives of minimizing power and maximizing frequency range of entrainment are considered. A state space…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
A novel control method is proposed to ensure compatibility of safe, stabilizing control laws, i.e., simultaneous satisfaction of asymptotic stability and constraint satisfaction for nonlinear affine systems. The results are dependent on an…
We present a method to solve optimal stopping problems in infinite horizon for a L\'evy process when the reward function can be non-monotone. To solve the problem we introduce two new objects. Firstly, we define a random variable $\eta(x)$…
We characterize the optimal control for a class of singular stochastic control problems as the unique solution to a related Skorokhod reflection problem. The considered optimization problems concern the minimization of a discounted cost…
In this work, we address the output--feedback control problem for nonlinear systems under bounded disturbances using a moving horizon approach. The controller is posed as an optimization-based problem that simultaneously estimates the state…