Related papers: Optimal linear response for Markov Hilbert-Schmidt…
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…
Shaping the reachable set of a dynamical system is a fundamental challenge in control design, with direct implications for both performance and safety. This paper considers the problem of selecting the optimal input matrix for a linear…
We study a class of structured optimal control problems in which the main diagonal of the dynamic matrix is a linear function of the design variable. While such problems are in general challenging and nonconvex, for positive systems we…
This paper develops numerical methods for optimal control of mechanical systems in the Lagrangian setting. It extends the theory of discrete mechanics to enable the solutions of optimal control problems through the discretization of…
In this work, we will investigate the question of optimal control for bilinear systems with constrained endpoint. The optimal control will be characterized through a set of unconstrained minimization problems that approximate the former.…
Stochastic reaction networks is a powerful class of models for the representation a wide variety of population models including biochemistry. The control of such networks has been recently considered due to their important implications for…
This paper studies the problem of steering the distribution of a discrete-time dynamical system from an initial distribution to a target distribution in finite time. The formulation is fully nonlinear, allowing the use of general control…
In this paper we develop a novel, discrete-time optimal control framework for mechanical systems with uncertain model parameters. We consider finite-horizon problems where the performance index depends on the statistical moments of the…
We consider the problem to steer a linear dynamical system with full state observation from an initial gaussian distribution in state-space to a final one with minimum energy control. The system is stochastically driven through the control…
We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…
This paper investigates a class of optimal control problems associated with Markov processes with local state information. The decision-maker has only local access to a subset of a state vector information as often encountered in…
In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical…
We consider an unregularized optimal control problem subject to the steady-state Navier-Stokes equations. We derive the existence of optimal solutions and prove first- and second-order optimality conditions. To approximate solutions to the…
We propose an open loop control scheme for linear time invariant systems perturbed by multivariate $t$ disturbances through the use of quantile reformulations. The multivariate $t$ disturbance is motivated by heavy tailed phenomena that…
Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…
We consider the stochastic optimal control problem for the dynamical system of the stochastic differential equation driven by a local martingale with a spatial parameter. Assuming the convexity of the control domain, we obtain the…
We consider a Schr\"odinger bridge problem where the Markov process is subject to parameter perturbations, forming an ensemble of systems. Our objective is to steer this ensemble from the initial distribution to the final distribution using…
Linear-Quadratic optimal controls are computed for a class of boundary controlled, boundary observed hyperbolic infinite-dimensional systems, which may be viewed as networks of waves. The main results of this manuscript consist in…
We investigate several control strategies for the transport of an excitation along a spin chain. We demonstrate that fast, high fidelity transport can be achieved using protocols designed with differentiable programming. Building on this,…
The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…