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The aim of this paper is to address optimality of stochastic control strategies via dynamic programming subject to total variation distance ambiguity on the conditional distribution of the controlled process. We formulate the stochastic…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
In this manuscript, we consider a control system governed by a general ordinary differential equation on a Riemannian manifold, with its endpoints satisfying some inequalities and equalities, and its control constrained to a closed convex…
This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…
The paper is devoted to deriving novel second-order necessary and sufficient optimality conditions for local minimizers in rather general classes of nonsmooth unconstrained and constrained optimization problems in finite-dimensional spaces.…
This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…
The paper presents new sufficient conditions for the property of strong bi-metric regularity of the optimality map associated with an optimal control problem which is affine with respect to the control variable ({\em affine problem}). The…
We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to…
This paper concerns the numerical procedure for solving hybrid optimal control problems with sliding modes. A sliding mode is coped with differential-algebraic equations (DAEs) and that guarantees accurate tracking of the sliding motion…
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…
Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…
This article proposes an improved trajectory optimization approach for stochastic optimal control of dynamical systems affected by measurement noise by combining optimal control with maximum likelihood techniques to improve the reduction of…
Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…
We obtain the dynamic programming equations and optimality conditions akin to Pontryagin's extremum principle for certain mathematical models of hybrid control systems.
In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
This paper concerns optimal control of a nonconvex perturbed sweeping process and its applications to optimization of the planar crowd motion model of traffic equilibria. The obtained theoretical results allow us to investigate a dynamic…
This paper addresses an optimal control problem for a robot that has to find and collect a finite number of objects and move them to a depot in minimum time. The robot has fourth-order dynamics that change instantaneously at any pick-up or…
We adopt the integral definition of the fractional Laplace operator and analyze an optimal control problem for a fractional semilinear elliptic partial differential equation (PDE); control constraints are also considered. We establish the…
This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and…
This paper considers the problem of regulating a dynamical system to equilibria that are defined as solutions of an input- and state-constrained optimization problem. To solve this regulation task, we design a state feedback controller…