Related papers: An Optimal Solution to Infinite Horizon Nonholonom…
This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…
We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the the weakly overtaking criterion and the overtaking criterion, necessary boundary conditions on co-state arcs are deduced, these…
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…
The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…
This paper proposes a new indirect solution method for solving state-constrained optimal control problems by revisiting the well-established optimal control theory and addressing the long-standing issue of discontinuous control and costate…
In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also for applications in artificial intelligence and machine learning. The strong links between…
We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve…
Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…
For discrete time nonlinear systems satisfying an exponential or finite time controllability assumption, we present an analytical formula for a suboptimality estimate for model predictive control schemes without stabilizing terminal…
In this paper, we discuss our recent works on the null-controllability, the exact controllability, and the stabilization of linear hyperbolic systems in one dimensional space using boundary controls on one side for the optimal time. Under…
In this paper, infinite horizon stochastic difference equations and backward stochastic difference equations with fractional noises are studied. The main difficulty comes from fractional noises on infinite horizon. Motivated by…
A general problem in optimal control consists of finding a terminal reward that makes the value function independent of the horizon. Such a terminal reward can be interpreted as a max-plus eigenvector of the associated Lax-Oleinik…
We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…
We study a risk-averse optimal control problem for a finite-horizon Borel model, where a cumulative cost is assessed via exponential utility. The setting permits non-linear dynamics, non-quadratic costs, and continuous state and control…
We develop a novel frequency-based H-infinity control method for a large class of infinite-dimensional Linear-Time-Invariant systems in transfer function form. Major benefits of our approach is that reduction or identification techniques…
We study closed-loop stability and suboptimality for MPC and infinite-horizon optimal control solved using a surrogate model that differs from the real plant. We employ a unified framework based on quadratic costs to analyze both finite-…
We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it…
In recent papers it has been suggested that human locomotion may be modeled as an inverse optimal control problem. In this paradigm, the trajectories are assumed to be solutions of an optimal control problem that has to be determined. We…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…