Related papers: On cost design in applications of optimal control
In this two-part study we develop a general approach to the design and analysis of exact penalty functions for various optimal control problems, including problems with terminal and state constraints, problems involving differential…
Optimal control problems involving hybrid binary-continuous control costs are challenging due to their lack of convexity and weak lower semicontinuity. Replacing such costs with their convex relaxation leads to a primal-dual optimality…
We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with…
Deterministic optimal impulse control problem with terminal state constraint is considered. Due to the appearance of the terminal state constraint, the value function might be discontinuous in general. The main contribution of this paper is…
In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…
This paper addresses integrated design of engineering systems, where physical structure of the plant and controller design are optimized simultaneously. To cope with uncertainties due to noises acting on the dynamics and modeling errors, an…
We introduce an alternative approach for the analysis and numerical approximation of the optimal feedback control mapping. It consists in looking at a typical optimal control problem in such a way that feasible controls are mappings…
This paper introduces a systematic method for designing robust linear controllers using output feedback in the presence of operational constraints. The design uses Nagumo's Theorem and the Comparison Lemma to guarantee constraint…
Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations where each particle is modeled by stochastic partial…
In this paper we study the optimal stochastic control problem for a path-dependent stochastic system under a recursive path-dependent cost functional, whose associated Bellman equation from dynamic programming principle is a path-dependent…
The problem of optimal feedback planning among obstacles in d-dimensional configuration spaces is considered. We present a sampling-based, asymptotically optimal feedback planning method. Our method combines an incremental construction of…
In this work, we establish different control design approaches for discrete-time systems, which build upon the notion of finite-step control Lyapunov functions (fs-CLFs). The design approaches are formulated as optimization problems and…
Feedback-based quantum algorithms have recently emerged as potential methods for approximating the ground states of Hamiltonians. One such algorithm, the feedback-based algorithm for quantum optimization (FALQON), is specifically designed…
This paper proposes an off-policy risk-sensitive reinforcement learning based control framework for stabilization of a continuous-time nonlinear system that subjects to additive disturbances, input saturation, and state constraints. By…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
In this paper, co-states are used to develop a framework that desensitizes the optimal cost. A general formulation for an optimal control problem with fixed final time is considered. The proposed scheme involves elevating the parameters of…
Considering that the decision-making environment faced by reinforcement learning (RL) agents is full of Knightian uncertainty, this paper describes the exploratory state dynamics equation in Knightian uncertainty to study the…
We introduce a numerical method, based on modified hat functions, for solving a class of fractional optimal control problems. In our scheme, the control and the fractional derivative of the state function are considered as linear…
The paper presents a nonlinear state-feedback control design approach for long-time average cost control, where the control effort is assumed to be expensive. The approach is based on sum-of-squares and semi-definite programming techniques.…
This paper deals with the tracking control problem for a class of unknown pure feedback system with pure state constraints on the state variables and unknown time-varying bounded disturbances. An adaptive controller is presented for such…