Related papers: Technical comments on the optimal control for line…
In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…
We study a class of infinite-horizon impulse control problems with execution delay in discrete time. Using probabilistic methods, particularly the notion of the Snell envelope of processes, we construct an optimal strategy among all…
We derive new results regarding the controllability and the reachability of multitime controlled linear PDE systems of first order. These systems describe some important multitime evolution in engineering, economics and biology. Some of…
This article is devoted to completing some aspects of the classical Cauchy-Lipschitz (or Picard-Lindel\"of) theory for general nonlinear systems posed on time scales, that are closed subsets of the set of real numbers. Partial results do…
This paper investigates the existence of a G-relaxed optimal control of a controlled stochastic differential delay equation driven by G-Brownian motion (G-SDDE in short). First, we show that optimal control of G-SDDE exists for the finite…
This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…
An optimal control problem with a time-parameter is considered. The functional to be optimized includes the maximum over time-horizon reached by a function of the state variable, and so an $L^\infty$-term. In addition to the classical…
In this paper, we consider the application of optimal periodic control sequences to switched dynamical systems. The control sequence is obtained using a finite-horizon optimal method based on dynamic programming. We then consider Euler…
In this paper we consider discrete time stochastic optimal control problems over infinite and finite time horizons. We show that for a large class of such problems the Taylor polynomials of the solutions to the associated Dynamic…
An iterative learning algorithm is presented for continuous-time linear-quadratic optimal control problems where the system is externally symmetric with unknown dynamics. Both finite-horizon and infinite-horizon problems are considered. It…
This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…
We consider a stochastic optimal control problem governed by a stochastic differential equation with delay in the control. Using a result of existence and uniqueness of a sufficiently regular mild solution of the associated…
Based on an algebraic point of view and the realization theory developed by Y. Yamamoto, the present paper states a necessary and sufficient criterion, given in the frequency domain, for the $L^q$ approximate controllability in finite time…
The paper deals with the controllability of finite-dimensional linear difference delay equations, i.e., dynamics for which the state at a given time $t$ is obtained as a linear combination of the control evaluated at time $t$ and of the…
This paper is concerned with a stochastic recursive optimal control problem with time delay, where the controlled system is described by a stochastic differential delayed equation (SDDE) and the cost functional is formulated as the solution…
The purpose of this paper is to introduce a semigroup approach to linear integro-differential systems with delays in state, control and observation parts. On the one hand, we use product spaces to reformulate state-delay…
This paper studies the stabilization and safety problems of nonlinear time-delay systems, where time delays exist in system state and affect the controller design. Following the Razumikhin approach, we propose a novel control…
A solution is given to the basic distributed feedback control problem for a multi-channel linear system assuming only that the system is jointly controllable, jointly observable and has an associated neighbor graph which is strongly…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…