Related papers: Analysis of Unregularized Optimal Control Problems…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…
The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
This paper focuses on optimal mismatched disturbance rejection control for linear continuoustime uncontrollable systems. Different from previous studies, by introducing a new quadratic performance index to transform the mismatched…
The mathematical modeling of numerous real-world applications results in hierarchical optimization problems with two decision makers where at least one of them has to solve an optimal control problem of ordinary or partial differential…
We consider the problem of adaptive stabilization for discrete-time, multi-dimensional linear systems with bounded control input constraints and unbounded stochastic disturbances, where the parameters of the true system are unknown. To…
In optimal control problems, disturbances are typically dealt with using robust solutions, such as H-infinity or tube model predictive control, that plan control actions feasible for the worst-case disturbance. Yet, planning for every…
We investigate an optimal control problem motivated by neuroscience, where the dynamics is driven by a Poisson process with a controlled stochastic intensity and an unknown parameter. Given a prior distribution for the unknown parameter, we…
In this paper, a novel design scheme is introduced to solve the optimal control problem for nonlinear systems with unsymmetrical and state-dependent input constraints. By introducing an initial stabilizing control policy as the baseline of…
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…
We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…
This paper revisits the issue of H\"older Strong Metric sub-Regularity (HSMs-R) of the optimality system associated with ODE optimal control problems that are affine with respect to the control. The main contributions are as follows. First,…
In this work, we study the bilinear optimal stabilization of a non-homogeneous Fokker-Planck equation. We first study the problem of optimal control in a finite-time interval and then focus on the case of the infinite time horizon. We…
In this paper, we study an optimal boundary control problem for the Boussinesq equations, which couple the time-dependent Navier-Stokes system with a heat equation, where the control enters through a Robin boundary condition on temperature.…
In this paper, the stability and stabilization problem of positive nonlinear systems, described by the Takagi-Sugeno discrete-time fuzzy model, is studied. The proposed approach is based on the linear co-positive Lyapunov function and…
We present a Pontryagin maximum principle for discrete time optimal control problems with (a) pointwise constraints on the control actions and the states, (b) frequency constraints on the control and the state trajectories, and (c)…
We consider a bilinear optimal control problem associated to the following chemotaxis-consumption model in a bounded domain $\Omega \subset \mathbb{R}^3$ during a time interval $(0,T)$: $$\partial_t u - \Delta u = - \nabla \cdot (u \nabla…
The paper puts forward sufficient conditions for local controllability of a control dynamical system. The results obtained are meaningful in the case when the linear approximation to this system is not completely controllable. As a…