Related papers: Towards optimal control of systems with backlash
Controlling complex dynamical systems has been a topic of considerable interest in academic circles in recent decades. While existing works have primarily focused on closed-loop control schemes with infinite-time durations, this paper…
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…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
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…
We consider controllable linear discrete-time systems with bounded perturbations and present two methods to compute robust controlled invariant sets. The first method tolerates an arbitrarily small constraint violation to compute an…
The paper describes a continuous second-variation algorithm to solve optimal control problems where the control is defined on a closed set. A second order expansion of a Lagrangian provides linear updates of the control to construct a…
An imbalanced rotor is considered. A system of moving balancing masses is given. We determine the optimal movement of the balancing masses to minimize the imbalance on the rotor. The optimal movement is given by an open-loop control solving…
We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…
An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…
Collaboration between interconnected cyber-physical systems is becoming increasingly pervasive. Time-delays in communication channels between such systems are known to induce catastrophic failure modes, like high frequency oscillations in…
We consider a control problem where the system is driven by a decoupled as well as a coupled forward-backward stochastic differential equation. We prove the existence of an optimal control in the class of relaxed controls, which are…
The performance, reliability, cost, size and energy usage of computing systems can be improved by one or more orders of magnitude by the systematic use of modern control and optimization methods. Computing systems rely on the use of…
We consider optimal control problems governed by systems describing the flow of an incompressible second grade fluid with Dirichlet boundary conditions. We prove the existence of an optimal solution, derive the corresponding necessary…
This work presents a novel algorithm for impulsive optimal control of linear time-varying systems with the inclusion of input magnitude constraints. Impulsive optimal control problems, where the optimal input solution is a sum of delta…
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…
Feedback optimization has emerged as a promising approach for regulating dynamical systems to optimal steady states that are implicitly defined by underlying optimization problems. Despite their effectiveness, existing methods face two key…
The equivalence of time-optimal and distance-optimal control problems is shown for a class of parabolic control systems. Based on this equivalence, an approach for the efficient algorithmic solution of time-optimal control problems is…
This article investigates the problem of controlling linear time-invariant systems subject to time-varying and a priori unknown cost functions, state and input constraints, and exogenous disturbances. We combine the online convex…
In this paper, we study a class of finite-time control problems for discrete-time positive linear systems with time-varying state parameters. Although several interesting control problems appearing in population biology, economics, and…
In this study, we consider an optimal control problem driven by a stochastic differential system with a stopping time terminal cost functional. We establish the stochastic maximum principle for this new kind of an optimal control problem by…