Related papers: Infeasible and Critically Feasible Optimal Control
A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability,…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…
In this paper we consider the problem of the optimal control of an ensemble of affine-control systems. After proving the well-posedness of the minimization problem under examination, we establish a $\Gamma$-convergence result that allows us…
Many control applications require that a system be constrained to a particular set of states, often termed as safe set. A practical and flexible method for rendering safe sets forward-invariant involves computing control input using Control…
In this paper a priori error estimates are derived for full discretization (in space and time) of time-optimal control problems. Various convergence results for the optimal time and the control variable are proved under different…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
In this paper we investigate a class of swing options with firm constraints in view of the modeling of supply agreements. We show, for a fully general payoff process, that the premium, solution to a stochastic control problem, is concave…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given…
We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…
We consider the decidability of state-to-state reachability in linear time-invariant control systems over continuous time. We analyse this problem with respect to the allowable control sets, which are assumed to be the image under a linear…
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 is devoted to the study of a class of optimal control problems governed by 1-D Kobayashi-Warren-Carter type systems, which are based on a phase-field model of grain boundary motion, proposed by [Kobayashi et al, Physica D, 140,…
We develop an asymptotical control theory for one of the simplest distributed (infinite dimensional) oscillating systems, namely, for a closed string under a bounded load applied to a single distinguished point. We find exact classes of…
We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
We consider a control problem for longitudinal vibrations of a nonhomogeneous bar with clamped ends. The vibrations of the bar are controlled by an external force which is distributed along the bar. For the minimization problem of mean…
In this paper, we consider a class of optimal control problems governed by 1D parabolic state-systems of KWC types with dynamic boundary conditions. The state-systems are based on a phase-field model of grain boundary motion, proposed in…
In this paper, we study a class of stochastic optimal control problem with jumps under partial information. More precisely, the controlled systems are described by a fully coupled nonlinear multi- dimensional forward-backward stochastic…