Related papers: Discrete Approximations and Optimality Conditions …
In this study, we investigate optimal control problems that involve sweeping processes with a drift term and mixed inequality constraints. Our goal is to establish necessary optimality conditions for these problems. We address the…
We generalize a Maximum Principle for optimal control problems involving sweeping systems previously derived in ``Necessary conditions for optimal control problems with sweeping systems and end point constraints'', by de Pinho, Ferreira and…
This paper addresses novel applications to practical modeling of the newly developed theory of necessary optimality conditions in controlled sweeping/Moreau processes with free time and pointwise control and state constraints. Problems of…
Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…
Existence of optimal solutions and necessary optimality conditions for a controlled version of Moreau's sweeping process are derived. The control is a measurable ingredient of the dynamics and the constraint set is a polyhedron. The novelty…
We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…
In this paper, the study of nonsmooth optimal control problems (P) involving a controlled sweeping process with three main characteristics is launched. First, the sweeping sets are nonsmooth, time-dependent, and uniformly prox-regular.…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses mobile robot dynamics with obstacles, and the second one…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
In this paper, we propose a class of discrete-time approximation schemes for stochastic optimal control problems under the $G$-expectation framework. The proposed schemes are constructed recursively based on piecewise constant policy. We…
This paper is mainly devoted to the study of controlled sweeping processes with polyhedral moving sets in Hilbert spaces. Based on a detailed analysis of truncated Hausdorff distances between moving polyhedra, we derive new existence and…
We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…
We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…
This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…
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…
We consider the free endpoint Mayer problem for a controlled Moreau process, the control acting as a perturbation of the dynamics driven by the normal cone, and derive necessary optimality conditions of Pontryagin's Maximum Principle type.…
In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is…