Related papers: Local turnpike analysis using local dissipativity …
This work is concerned with the exponential turnpike property for optimal control problems of particle systems and their mean-field limit. Under the assumption of the strict dissipativity of the cost function, exponential estimates for both…
We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…
This paper considers an optimal control problem for a linear mean-field stochastic differential equation having regime switching with quadratic functional in the large time horizons. Our main contribution lies in establishing the strong…
Recent studies have explored finite-time dissipation-minimizing protocols for stochastic thermodynamic systems driven arbitrarily far from equilibrium, when granted full external control to drive the system. However, in both simulation and…
We present a new proof of the turnpike property for nonlinear optimal control problems, when the running target is a steady control-state pair of the underlying system. Our strategy combines the construction of quasi-turnpike controls via…
Stability of economic model predictive control can be proven under the assumption that a strict dissipativity condition holds. This assumption has a clear interpretation in terms of the so-called rotated stage cost, which must have its…
This paper is concerned with an optimal control problem for a mean-field linear stochastic differential equation with a quadratic functional in the infinite time horizon. Under suitable conditions, including the stabilizability, the…
The study of motility control by smart agents offers a promising platform for systematically exploring the fundamental physical constraints underlying the functioning of bio-inspired micro-machines operating far from equilibrium. Here, we…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
Transferring a physical system from an initial to a final state while minimizing energetic losses is an interdisciplinary control problem that bridges stochastic thermodynamics and optimal transport theory. Recent research typically…
This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we…
We consider a problem of optimal distribution of conductivities in a system governed by a non-local diffusion law. The problem stems from applications in optimal design and more specifically topology optimization. We propose a novel…
Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…
Motivated by mechanical systems with symmetries, we focus on optimal control problems possessing symmetries. Following recent works, which generalized the classical concept of static turnpike to manifold turnpike, we extend the exponential…
This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…
In this work, we study economic model predictive control (MPC) in situations where the optimal operating behavior is periodic. In such a setting, the performance of a standard economic MPC scheme without terminal conditions can generally be…
District heating networks (DHNs) are crucial for decarbonizing the heating sector. Yet, their efficient and reliable operation requires the coordination of multiple heat producers and the consideration of future demands. Predictive and…
In this paper, we introduce turnpike arguments in the context of optimal state estimation. In particular, we show that the optimal solution of the state estimation problem involving all available past data serves as turnpike for the…
We study the turnpike phenomenon for optimal control problems with mean field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the…
We study discrete-time Markov Decision Processes (MDPs) on finite state-action spaces and analyze the stability of optimal policies and value functions in the long-run discounted risk-sensitive objective setting. Our analysis addresses…