Related papers: Funnel Control for Langevin Dynamics
The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
This paper is concerned with optimal control problems for systems governed by mean-field stochastic differential equation, in which the control enters both the drift and the diffusion coefficient. We prove that the relaxed state process,…
A ship steering control is designed for a nonlinear maneuvering model whose rudder manipulation is constrained in both magnitude and rate. In our method, the tracking problem of the target heading angle with input constraints is converted…
We study quantum tunneling in an asymmetric double-well potential using a dynamical systems--based approach rooted in the Ehrenfest formalism. In this framework, the time evolution of a Gaussian wave packet is governed by a hierarchy of…
A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…
We consider a stochastic control problem, where the control domain is convex and the system is governed by a nonlinear backward stochastic differential equation. With a L1 terminal data, we derive necessary optimality conditions in the form…
We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…
Normalizing flows are diffeomorphic, typically dimension-preserving, models trained using the likelihood of the model. We use the SurVAE framework to construct dimension reducing surjective flows via a new layer, known as the funnel. We…
This note proposes a general control approach, called vector-field guided constraint-following control, to solve the dynamics control problem of geometric path-following for a class of uncertain mechanical systems. More specifically, it…
The event-triggered control with intermittent output can reduce the communication burden between the controller and plant side over the network. It has been exploited for adaptive output feedback control of uncertain nonlinear systems in…
We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of an optimal impulse control. We also prove existence of…
From economics point of view, we investigate a new optimal control problem driven by a stochastic differential equation with a multi-time states cost functional. By constructing a series of first-order adjoint equations, we establish the…
A novel control design approach for general nonlinear systems is described in this paper. The approach is based on the identification of a polynomial model of the system to control and on the on-line inversion of this model. Extensive…
We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…
In this work, we introduce a novel data-driven model-reference control design approach for unknown linear systems with fully measurable state. The proposed control action is composed by a static feedback term and a reference tracking block,…
In this paper, a new approach based on convex analysis is introduced to solve the $H_\infty$ problem for discrete-time nonlinear stochastic systems. A stochastic version of bounded real lemma is proved and the state feedback $H_\infty$…
This paper presents a funnel synthesis algorithm for computing controlled invariant sets and feedback control gains around a given nominal trajectory for dynamical systems with locally Lipschitz nonlinearities and bounded disturbances. The…
Systems governed by a multivariate Langevin equation featuring an exact potential exhibit straightforward dynamics but are often difficult to recognize because, after a general coordinate change, the gradient flow becomes obscured by the…
This paper is concerned with the null controllability for linear backward stochastic parabolic equations with dynamic boundary conditions and convection terms. Using the classical duality argument, the null controllability is obtained via…
This paper proposes a control strategy for a Reverse Fuel Cell used to manage a Renewable Energy Community. A two-stage scenario-based Model Predictive Control algorithm is designed to define the best economic strategy to be followed during…