Related papers: No infimum gap and normality in optimal impulsive …
This paper gives an existence result for solutions to an elliptic optimal control problem based on a general fractional kernel, where the admissible controls come from a class satisfying both a growth bound and a superlinear-subcritical…
In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…
Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…
We would like to study the solution stability of a parametric control problem governed by semilinear elliptic equations with a mixed state-control constraint, where the cost function is nonconvex and the admissible set is unbounded. The…
We consider the simplest optimal control problem with one nonregular mixed inequality constraint, i.e. when its gradient in the control can vanish on the zero surface. Using the Dubovitskii--Milyutin theorem on the approximate separation of…
We study the performance of empirical risk minimization on the $p$-norm linear regression problem for $p \in (1, \infty)$. We show that, in the realizable case, under no moment assumptions, and up to a distribution-dependent constant,…
For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a generalized notion of prior does such an equivalence carry over…
This paper addresses the nonovershooting control problem for strict-feedback nonlinear systems with unknown control direction. We propose a method that integrates extremum seeking with Lie bracket-based design to achieve approximately…
Nonconvex optimal-control problems governed by evolution problems in infinite-dimensional spaces (as e.g. parabolic boundary-value problems) needs a continuous (and possibly also smooth) extension on some (preferably convex)…
We study an optimal stopping problem under non-exponential discounting, where the state process is a multi-dimensional continuous strong Markov process. The discount function is taken to be log sub-additive, capturing decreasing impatience…
This paper investigates the necessary optimality conditions for uniformly overtaking optimal control on infinite horizon in the free end case. %with free right endpoint. In the papers of S.M.Aseev, A.V.Kryazhimskii, V.M.Veliov, K.O.Besov…
For mechanical systems we present a controller able to track an unknown smooth signal, converging in finite time and by means of a continuous control signal. The control scheme is insensitive against unknown perturbations with bounded…
Higher order necessary conditions for a minimizer of an optimal control problem are generally obtained for systems whose dynamics is at least continuously differentiable in the state variable. Here, by making use of the notion of set-valued…
We consider the infinite-horizon average-reward restless bandit problem. We propose a novel \emph{two-set policy} that maintains two dynamic subsets of arms: one subset of arms has a nearly optimal state distribution and takes actions…
This paper deals with the optimal control of systems governed by nonlinear systems of conservation laws at junctions. The applications considered range from gas compressors in pipelines to open channels management. The existence of an…
For linear systems, many data-driven control methods rely on the behavioral framework, using historical data of the system to predict the future trajectories. However, measurement noise introduces errors in predictions. When the noise is…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
We consider the problem of making a set of states invariant for a network of controlled systems. We assume that the subsystems, initially uncoupled, must be interconnected through controllers to be designed with a constraint on the data…
This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and…
We consider finite element solutions to optimization problems, where the state depends on the possibly constrained control through a linear partial differential equation. Basing upon a reduced and rescaled optimality system, we derive a…