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We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…
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 investigate the effects of applying generalised (non-exponential) discounting on a long-run impulse control problem for a Feller-Markov process. We show that the optimal value of the discounted problem is the same as the…
Suboptimal methods in optimal control arise due to a limited computational budget, unknown system dynamics, or a short prediction window among other reasons. Although these methods are ubiquitous, their transient performance remains…
A central goal of thermodynamics is to identify optimal processes during which the least amount of energy is dissipated into the environment. Generally, even for simple systems, such as the parametric harmonic oscillator, optimal control…
We consider the game-theoretic approach to time-inconsistent stopping of a one-dimensional diffusion where the time-inconsistency is due to the presence of a non-exponential (weighted) discount function. In particular, we study (weak)…
Numerically computing global policies to optimal control problems for complex dynamical systems is mostly intractable. In consequence, a number of approximation methods have been developed. However, none of the current methods can quantify…
We consider an optimal control problem for the Navier-Stokes system with Navier slip boundary conditions. We denote by $\alpha$ the friction coefficient and we analyze the asymptotic behavior of such a problem as $\alpha\to \infty$. More…
A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…
We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an…
In haptics, guaranteeing stability is essential to ensure safe interaction with remote or virtual environments. One of the most relevant methods at the state-of-the-art is the Time Domain Passivity Approach (TDPA). However, its high…
We study the problem of the minimum-time damping of a closed string under a bounded load, applied at a single fixed point. A constructive feedback control law is designed, which allows bringing the system to a bounded neighbourhood of the…
We consider the constrained optimal control problem for the gradual-impulsive CTMDP model with the performance criteria being the expected total undiscounted costs (from the running cost and the cost from each time an impulse being…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
This paper studies discounted Markov Decision Processes (MDPs) with finite sets of states and actions. Value iteration is one of the major methods for finding optimal policies. For each discount factor, starting from a finite number of…
In this paper we consider stopping problems with partial observation under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. Our aim is to maximize the certainty equivalent of the stopping…
We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the $\ell_\infty$-error under a generative model. We establish both asymptotic and non-asymptotic versions of…
Self-assembly, the process by which interacting components form well-defined and often intricate structures, is typically thought of as a spontaneous process arising from equilibrium dynamics. When a system is driven by external…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…