Related papers: Feedback maximum principle for ensemble control of…
The performance, reliability, cost, size and energy usage of computing systems can be improved by one or more orders of magnitude by the systematic use of modern control and optimization methods. Computing systems rely on the use of…
We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations…
In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…
Predicting the response of an observed system to a known input is a fruitful first step to accurately control the system's dynamics. Despite the recent advances in fully data-driven algorithms, the most interpretable way to reach this goal…
The paper presents necessary and sufficient conditions for a nonlinear system to be stabilized by a feedback. The conditions are based on the ideas related to the well-known Pontryagin's maximum principle. That allows us to formulate the…
We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…
In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…
An optimal control problem for the continuity equation is considered. The aim of a controller is to maximize the total mass within a target set at a given type moment. An iterative numerical algorithm for solving this problem is presented.
A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum…
A number of important modern applications in optimal control can be formulated as open loop control problems in which the underlying dynamical systems are subject to random inputs. These so-called ensemble control problems require the…
We consider the control problem of the stochastic Navier-Stokes equations in multidimensional domains introduced in \cite{ocpc} restricted to noise terms defined by Q-Wiener processes. Using a stochastic maximum principle, we derive a…
Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…
We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex. Particular attention is paid to…
Closed bipartite quantum systems subject to fast local unitary control are studied using quantum optimal control theory and a method of reduced control systems based on the Schmidt decomposition. Particular focus is given to the…
We consider the Lagrange problem of optimal control with unrestricted controls and address the question: under what conditions we can assure optimal controls are bounded? This question is related to the one of Lipschitzian regularity of…
Feedback controllers for port-Hamiltonian systems reveal an intrinsic inverse optimality property since each passivating state feedback controller is optimal with respect to some specific performance index. Due to the nonlinear…
This paper presents convergence analysis of a novel data-driven feedback control algorithm designed for generating online controls based on partial noisy observational data. The algorithm comprises a particle filter-enabled state estimation…
Standard optimal control methods perform optimization in the time domain. However, many experimental settings demand the expression of the control signal as a superposition of given waveforms, a case that cannot easily be accommodated using…
In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…
Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…