Related papers: Equilibria for Time-inconsistent Singular Control …
This paper studies a central planner's decision making on behalf of a group of members with diverse discount rates. In the context of optimal stopping, we work with an aggregation preference to incorporate all discount rates via an attitude…
The chaos control problem of continuous time Rabinovich chaotic system is addressed. An instantaneous control input has been designed using predictive control principle to guarantee the convergence of the chaotic trajectory towards an…
An optimal control problem for semilinear parabolic partial differential equations is considered. The control variable appears in the leading term of the equation. Necessary conditions for optimal controls are established by the method of…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
This paper establishes the existence of a unique nonnegative continuous viscosity solution to the HJB equation associated with a Markovian linear-quadratic control problems with singular terminal state constraint and possibly unbounded cost…
This paper is devoted to the analysis of periodic solutions of nonlinear control-affine systems with bang-bang controls. Such problems naturally arise in periodic optimal control with constrained inputs, which have, in particular, important…
In this paper, we consider risk-sensitive discounted control problem for continuous-time jump Markov processes taking values in general state space. The transition rates of underlying continuous-time jump Markov processes and the cost rates…
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…
We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon, they can thus be seen as dynamic switches. The switching patterns may be subject to combinatorial…
Contraction theory is a recently developed dynamic analysis and nonlinear control system design tool based on an exact differential analysis of convergence. This paper extends contraction theory to local and global stability analysis of…
We study non-convex Hamilton-Jacobi equations in the presence of gradient constraints and produce new, optimal, regularity results for the solutions. A distinctive feature of those equations regards the existence of a lower bound to the…
We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on the time until stopping. The weak equilibrium problem is realized with a set of…
The objective of designing a control system is to steer a dynamical system with a control signal, guiding it to exhibit the desired behavior. The Hamilton-Jacobi-Bellman (HJB) partial differential equation offers a framework for optimal…
This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…
In this paper, we study the control of a class of time-invariant linear ensemble systems whose natural dynamics are linear in the system parameter. This class of ensemble control systems arises from practical engineering and physical…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…
For linear control systems in discrete time controllability properties are characterized. In particular, a unique control set with nonvoid interior exists and it is bounded in the hyperbolic case. Then a formula for the invariance pressure…
This paper is devoted to the construction of exponential integrators of first and second order for the time discretization of constrained parabolic systems. For this extend, we combine well-known exponential integrators for unconstrained…
Given two probability measures on sequential data, we investigate the transport problem with time-inconsistent preferences in a discrete-time setting. Motivating examples are nonlinear objectives, state-dependent costs, and regularized…
Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…