Related papers: A discrete-time Pontryagin maximum principle under…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
This paper studies distributed optimal formation control with hard constraints on energy levels and termination time, in which the formation error is to be minimized jointly with the energy cost. The main contributions include a globally…
In complex engineered systems, completing an objective is sometimes not enough. The system must be able to reach a set performance characteristic, such as an unmanned aerial vehicle flying from point A to point B, \textit{under 10 seconds}.…
This paper studies an optimal control problem for a string of vehicles with safety requirements and finite-time specifications on the approach time to a target region. Our problem formulation is motivated by scenarios involving autonomous…
Many robotic systems are underactuated, meaning not all degrees of freedom can be directly controlled due to lack of actuators, input constraints, or state-dependent actuation. This property, compounded by modeling uncertainties and…
In this research, we consider the commercial aircraft trajectory optimization problem for a general cruise model with arbitrary spatial wind fields to be solved using the Pontryagin maximum principle. The model features two fundamental…
We provide an improvement of the maximum principle of Pontryagin of the Optimal Control problems. We establish differentiability properties of the value function of problems of Optimal Control with assumptions as low as possible. Notably,…
Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…
The objective of this paper is to weaken the Lipschitz condition to a monotonicity condition and to study the corresponding Pontryagin stochastic maximum principle (SMP) for a mean-field optimal control problem under monotonicity…
Time-optimal control for high-order chain-of-integrator systems with full state constraints remains an open and challenging problem within the discipline of optimal control. The behavior of optimal control in high-order problems lacks…
We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…
Solving real-world optimal control problems are challenging tasks, as the complex, high-dimensional system dynamics are usually unrevealed to the decision maker. It is thus hard to find the optimal control actions numerically. To deal with…
In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…
The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…
This paper is concerned with the partial information optimal control problem of wa controlled forward-backward stochastic differential equation of jump diffusion with correlated noises between the system and the observation. For this type…
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…
It is well known that highly volatile control laws, while theoretically optimal for certain systems, are undesirable from an engineering perspective, being generally deleterious to the controlled system. In this article we are concerned…
Modern networks exhibit a high degree of variability in link rates. Cellular network bandwidth inherently varies with receiver motion and orientation, while class-based packet scheduling in datacenter and service provider networks induces…
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…
This paper is concerned with devising the nonlinear optimal guidance for intercepting a stationary target with a fixed impact time. According to Pontryagin's Maximum Principle (PMP), some optimality conditions for the solutions of the…