Related papers: Optimal synthesis in the simplest time-optimal pro…
In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
This article concerns a class of time-optimal state constrained control problems with dynamics defined by an ordinary differential equation involving a three-dimensional steady flow vector field. The problem is solved via an indirect method…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of the turnpike is the linear quadratic regulator problem and the…
The continuous dynamical system approach to deep learning is explored in order to devise alternative frameworks for training algorithms. Training is recast as a control problem and this allows us to formulate necessary optimality conditions…
Time optimal control problems for some non-smooth systems in general form are considered. The non-smoothness is caused by singularity. It is proved that Pontryagin's maximum principle holds for at least one optimal relaxed control. Thus,…
Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
Standard Markovian optimal stopping problems are consistent in the sense that the first entrance time into the stopping set is optimal for each initial state of the process. Clearly, the usual concept of optimality cannot in a…
We introduce an iterative method to search for time-optimal Hamiltonians that drive a quantum system between two arbitrary, and in general mixed, quantum states. The method is based on the idea of progressively improving the efficiency of…
This paper investigates the intrinsic formation problem of a multi-agent system using an exogenous system. The problem is formulated as an intrinsic infinite time-horizon linear quadratic optimal control problem, namely, no formation error…
We consider time discretization methods for abstract parabolic problems with inhomogeneous linear constraints. Prototype examples that fit into the general framework are the heat equation with inhomogeneous (time dependent) Dirichlet…
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…
In this study, we propose a varying terminal time structure for the optimal control problem under state constraints, in which the terminal time follows the varying of the control via the constrained condition. Focusing on this new optimal…
The distributed optimal synchronization problem with linear quadratic cost is solved in this paper for multi-agent systems with an undirected communication topology. For the first time, the optimal synchronization problem is formulated as a…
This paper is concerned with the linear quadratic optimal control of discrete-time time-varying system with terminal state constraint. The main contribution is to propose a Q-learning algorithm for the optimal controller when the…
We propose an optimization formulation for the simultaneous estimation of a latent variable and the identification of a linear continuous-time dynamic system, given a single input-output pair. We justify this approach based on Bayesian…
We address the problem of the best uniform approximation by linear combinations of a finite system of functions. If the system is Chebyshev and the problem is unconstrained, then the classical Remez algorithm provides a fast and precise…
This article investigates a distributed aggregative optimization problem subject to coupled affine inequality constraints, in which local objective functions depend not only on their own decision variables but also on an aggregation of all…