Related papers: Local turnpike analysis using local dissipativity …
In the paper, for the system which possesses both an attractor and a stable fixed point, we first formulate new stable control problems to find the asymptotically stable control function which realizes to transit a state moving around the…
In an optimal control strategy, an important point is to define the cost of the control. Usually it is added to the control criterion and multiplied by a small coefficient denoted by $\varepsilon$ which is known as the marginal cost of the…
This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…
Engineered cyberphysical systems are growing increasingly large and complex. These systems require scalable controllers that robustly satisfy state and input constraints in the presence of additive noise -- such controllers should also be…
Microscopic machines utilize free energy to create and maintain out-of-equilibrium organization in virtually all living things. Often this takes the form of converting the free energy stored in nonequilibrium chemical potential differences…
Given a discounted cost, we study deterministic discrete-time systems whose inputs are generated by policy iteration (PI). We provide novel near-optimality and stability properties, while allowing for non stabilizing initial policies. That…
A formalism based on Pontryagin's maximum principle is applied to determine the time-optimal protocol that drives a general initial state to a target state by a Hamiltonian with limited control, i.e., there is a single control field with…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
We study the problem of optimal control of dissipative quantum dynamics. Although under most circumstances dissipation leads to an increase in entropy (or a decrease in purity) of the system, there is an important class of problems for…
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…
We analyze Receding Horizon Games without any MPC-like terminal ingredients. We show that recursive feasibility can be inferred from the turnpike phenomenon under mild assumptions. Moreover, we prove sufficient conditions for practical…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…
This paper concerns rollout and certainty-equivalent rollout policies for stochastic shortest path problems with absorbing terminal states. The main result provides a direct non-asymptotic performance certificate for a fixed rollout policy:…
Optimality principles in nonequilibrium transport networks are linked to a thermodynamic formalism based on generalized transport potentials endowed with Legendre duality and related contact structure. This allows quantifying the distance…
This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…
This note describes sufficient conditions under which total-cost and average-cost Markov decision processes (MDPs) with general state and action spaces, and with weakly continuous transition probabilities, can be reduced to discounted MDPs.…
This paper considers the problem of steady-state real-time optimization (RTO) of interconnected systems with a common constraint that couples several units, for example, a shared resource. Such problems are often studied under the context…
This paper aims to investigate a multi-dimensional transport equation with nonlocal velocity and fractional dissipation.The balance between the nonlinearity and dissipation gives rise to three different cases, namely the subcritical,…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…