Related papers: Jump Law of Co-State in Optimal Control for State-…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
In this paper, we propose novel state-based algorithms which dynamically control the random access network based on its current state such as channel states of wireless links and backlog states of the queues. After formulating the problem,…
In this paper we consider the maximum principle of optimal control for a stochastic control problem. This problem is governed by a system of fully coupled multi-dimensional forward-backward doubly stochastic differential equation with…
This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…
This paper investigates the optimal co-design of logical and continuous controls for switched linear systems governed by controlled logical switching dynamics. Unlike traditional switched systems with arbitrary or state-dependent switching,…
In this paper, we obtain the maximum principle for optimal controls of stochastic systems with jumps by introducing a new method of variation. The control is allowed to enter both diffusion and jump term and the control domain need not to…
The Hybrid Minimum Principle (HMP) is established for the optimal control of deterministic hybrid systems with both autonomous and controlled switchings and jumps where state jumps at the switching instants are permitted to be accompanied…
In this paper we prove a necessary condition of the optimal control problem for a class of general mean-field forward-backward stochastic systems with jumps in the case where the diffusion coefficients depend on control, the control set…
We propose an algorithm to restrict the switching signals of a constrained switched system in order to guarantee its stability, while at the same time attempting to keep the largest possible set of allowed switching signals. Our work is…
This work addresses the problem of optimally steering the state covariance of a linear stochastic system from an initial to a target, subject to hybrid transitions. The nonlinear and discontinuous jump dynamics complicate the control design…
We propose a class of numerical schemes for mixed optimal stopping and control of processes with infinite activity jumps and where the objective is evaluated by a nonlinear expectation. Exploiting an approximation by switching systems,…
This paper studies the time optimal control problem for systems of heat equations coupled by a pair of constant matrices. The control constraint is of the ball-type, while the target is the origin of the state space. We obtain an upper…
In this paper, we study an optimal control problem of a mean-field forward-backward stochastic system with random jumps in progressive structure, where both regular and singular controls are considered in our formula. In virtue of the…
In this paper, we consider stochastic optimal control of Markov Jump Linear Systems with state feedback but without observation of the jumping parameter. The proposed control law is assumed to be linear with constant gains that can be…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
Finding minimal time and establishing the structure of the corresponding optimal controls which can transfer a given initial state of a quantum system into a given target state is a key problem of quantum control. In this work, this problem…
This paper provides a geometrical derivation of the Hybrid Minimum Principle (HMP) for autonomous impulsive hybrid systems on Riemannian manifolds, i.e. systems where the manifold valued component of the hybrid state trajectory may have a…
The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…
The problem of step tracking control with a switching input and without any continuous-valued inputs is considered. The control objective is to reduce the number of switchings to a minimal value. This approach finds interesting applications…