Related papers: Robust Discrete-Time Pontryagin Maximum Principle …
We consider a continuous-time positive bilinear control system (PBCS), i.e. a bilinear control system with Metzler matrices. The positive orthant is an invariant set of such a system, and the corresponding transition matrix C(t) is…
We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control,…
We present an explicit solution to the discrete-time Bellman equation for minimax optimal control of positive systems under unconstrained disturbances. The primary contribution of our result relies on deducing a bound for the disturbance…
The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…
We study deterministic nonstationary discrete-time optimal control problems in both finite and infinite horizon. With the aid of Gateaux differentials, we prove a discrete-time maximum principle in analogy with the well-known…
In this article, the sufficient Pontryagin's maximum principle for infinite horizon discounted stochastic control problem is established. The sufficiency is ensured by an additional assumption of concavity of the Hamiltonian function.…
An optimal control problem for a semilinear elliptic equation of divergence form is considered. Both the leading term and the semilinear term of the state equation contain the control. The well-known Pontryagin type maximum principle for…
This paper outlines a novel extension of the classical Pontryagin minimum (maximum) principle to stochastic optimal control problems. Contrary to the well-known stochastic Pontryagin minimum principle involving forward-backward stochastic…
In this paper, we address the adversarial training of neural ODEs from a robust control perspective. This is an alternative to the classical training via empirical risk minimization, and it is widely used to enforce reliable outcomes for…
This paper proposes an interior-point framework for constrained optimization problems whose decision variables evolve on matrix Lie groups. The proposed method, termed the Matrix Lie Group Interior-Point Method (MLG-IPM), operates directly…
This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…
Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…
This paper treats an optimal scheduling problem of control nodes in networked systems. We newly introduce both the L0 and l0 constraints on control inputs to extract a time-varying small number of effective control nodes. As the cost…
We prove a Pontryagin Maximum Principle for optimal control problems in the space of probability measures, where the dynamics is given by a transport equation with non-local velocity. We formulate this first-order optimality condition using…
In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…
We investigate the time and the energy minimum optimal solutions for the robust control of two-level quantum systems against offset or control field uncertainties. Using the Pontryagin Maximum Principle, we derive the global optimal pulses…
In this paper we consider an optimal control problem in large time horizon and solve it numerically. More precisely, we are interested in an aerial vehicle guidance problem: launched from a ground platform, the vehicle aims at reaching a…
The Pontryagin's Maximum Principle allows, in most cases, the design of optimal controls of affine nonlinear control systems by considering the sign of a smooth function. There are cases, although, where this function vanishes on a whole…