Related papers: Switched Optimal Control and Dwell Time Constraint…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…
This paper presents a mathematical approach for improving the performance of a control system by modifying the time delay at certain operating conditions. This approach converts a continuous time loop into a discrete time loop. The formula…
In this paper we propose an energy pumping-and-damping technique to regulate nonholonomic systems described by kinematic models. The controller design follows the widely popular interconnection and damping assignment passivity-based…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
This paper addresses the problem of stabilization of switched affine systems under dwell-time constraint, giving guarantees on the bound of the quadratic cost associated with the proposed state switching control law. Specifically, two…
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…
This paper investigates the decentralized stabilization problem for a class of interconnected systems in the presence of non-triangular structural uncertainties and time-varying parameters, where each subsystem exchanges information only…
Solving optimal control problems to determine a stabilizing controller involves a significant computational effort. Time-varying optimal control provides a remedy by designing a tracking system, given as an ordinary differential equation,…
Time-optimal control for high-order chain-of-integrators systems with full state constraints and arbitrarily given terminal states remains a challenging problem in the optimal control theory domain, yet to be resolved. To enhance further…
This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…
Classical methods to control heating systems are often marred by suboptimal performance, inability to adapt to dynamic conditions and unreasonable assumptions e.g. existence of building models. This paper presents a novel deep reinforcement…
In this paper, we investigate a decentralized control problem with nested subsystems, which is a general model for one-directional communication amongst many subsystems. The noises in our dynamics are modelled as uncertain variables which…
A new stochastic control problem of a dam-reservoir system installed in a river is analyzed both mathematically and numerically. Water balance dynamics of the reservoir are piece-wise deterministic and are driven by a stochastic…
Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…
A dynamical decoupling method is presented which is based on embedding a deterministic decoupling scheme into a stochastic one. This way it is possible to combine the advantages of both methods and to increase the suppression of undesired…
A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
Designing control systems with bounded input is a practical consideration since realizable physical systems are limited by the saturation of actuators. The actuators' saturation degrades the performance of the control system, and in extreme…