English
Related papers

Related papers: Infeasible and Critically Feasible Optimal Control

200 papers

A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…

Optimization and Control · Mathematics 2016-01-20 M. Delgado-Téllez , A. Ibort , T. Rodríguez de la Peña , R. Salmoni

In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…

Optimization and Control · Mathematics 2016-06-09 Xiaojing Zhang , Maryam Kamgarpour , Angelos Georghiou , Paul Goulart , John Lygeros

The paper deals with an optimal control problem in a dynamical system described by a linear differential equation with the Caputo fractional derivative. The goal of control is to minimize a Bolza-type cost functional, which consists of two…

Optimization and Control · Mathematics 2019-09-25 Mikhail Gomoyunov

In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…

Optimization and Control · Mathematics 2026-02-27 Jingrui Sun , Jiaqiang Wen , Jie Xiong , Wen Xu

We generalize the Maximum Principle for free end point optimal control problems involving sweeping systems derived in [9] to cover the case where the end point is constrained to take values in a certain set. As in [9], an ingenious smooth…

Optimization and Control · Mathematics 2021-06-22 M. d. R. de Pinho , M. Margarida A. Ferreira , Georgi Smirnov

In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…

Optimization and Control · Mathematics 2022-08-17 Jianfeng Luo , Xiaojun Chen

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…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

This paper addresses the problem of robust and optimal control for the class of nonlinear quadratic systems subject to norm-bounded parametric uncertainties and disturbances, and in presence of some amplitude constraints on the control…

Systems and Control · Computer Science 2017-01-12 Merola Alessio , Cosentino Carlo , Colacino Domenico , Amato Francesco

In this paper we consider optimal control problems where the control variable is a potential and the state equation is an elliptic partial differential equation of a Schr\"odinger type, governed by the Laplace operator. The cost functional…

Optimization and Control · Mathematics 2023-02-07 Giuseppe Buttazzo , Juan Casado_Díaz , Faustino Maestre

Optimal control problems with oscillations (chattering controls) and concentrations (impulsive controls) can have integral performance criteria such that concentration of the control signal occurs at a discontinuity of the state signal.…

Optimization and Control · Mathematics 2019-01-29 Didier Henrion , Martin Kru{ž}ík , Tillmann Weisser

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…

Optimization and Control · Mathematics 2025-02-13 Yunan Wang , Chuxiong Hu , Zeyang Li , Yujie Lin , Shize Lin , Suqin He

In this paper we present explicit bounds for optimal control in a Lagrange problem without end-point constraints. The approach we use is due to Gamkrelidze and is based on the equivalence of the Lagrange problem and a time-optimal problem…

Optimization and Control · Mathematics 2018-01-03 Miguel Oliveira , Georgi Smirnov

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

Optimization and Control · Mathematics 2022-12-06 Sérgio S. Rodrigues

We exhibit optimal control strategies for a simple toy problem in which the underlying dynamics depend on a parameter that is initially unknown and must be learned. We consider a cost function posed over a finite time interval, in contrast…

Optimization and Control · Mathematics 2020-02-27 Charles L. Fefferman , Bernat Guillen Pegueroles , Clarence W. Rowley , Melanie Weber

In this paper we study a utility maximization problem with both optimal control and optimal stopping in a finite time horizon. The value function can be characterized by a variational equation that involves a free boundary problem of a…

Mathematical Finance · Quantitative Finance 2018-10-23 Jingtang Ma , Jie Xing , Harry Zheng

We calculate arbitrarily tight upper and lower bounds on an unconstrained control, linear-quadratic, singularly perturbed optimal control problem whose exact solution is computationally intractable. It is well known that for the…

Optimization and Control · Mathematics 2017-02-17 Sei Howe , Panos Parpas

The minimum number of inputs needed to control a network is frequently used to quantify its controllability. Control of linear dynamics through a minimum set of inputs, however, often has prohibitively large energy requirements and there is…

Computational Engineering, Finance, and Science · Computer Science 2022-12-12 Samie Alizadeh , Márton Pósfai , Abdorasoul Ghasemi

The study is devoted to mathematical modeling and optimal control design of longitudinal motions of a rectilinear elastic rod. The control inputs are a force, which is normal to the cross section and distributed piecewise constantly along…

Optimization and Control · Mathematics 2022-07-22 Georgy Kostin , Alexander Gavrikov

We establish existence of nearly-optimal controls, conditions for existence of an optimal control and a saddle-point for respectively a control problem and zero-sum differential game associated with payoff functionals of mean-field type,…

Probability · Mathematics 2017-07-25 Boualem Djehiche , Said Hamadène

This paper studies a kind of minimal time control problems related to the exact synchronization for a controlled linear system of parabolic equations. Each problem depends on two parameters: the bound of controls and the initial state. The…

Optimization and Control · Mathematics 2018-03-02 Lijuan Wang , Qishu Yan