Related papers: Optimal Control for Linear Systems with L1-norm co…
We present a solution to an optimal stopping problem for a process with a wide-class of novel dynamics. The dynamics model the support/resistance line concept from financial technical analysis.
This paper is concerned with a stochastic linear-quadratic optimal control problem in a finite time horizon, where the coefficients of the control system are allowed to be random, and the weighting matrices in the cost functional are…
In this article, we propose a new paradigm of control, called a maximum-hands-off control. A hands-off control is defined as a control that has a much shorter support than the horizon length. The maximum-hands-off control is the…
The goal of this article is to present the minimal time needed for the null controllability and finite-time stabilization of one-dimensional first-order $2 \times 2$ linear hyperbolic systems. The main technical point is to show that we…
We consider an inventory system whose state is modeled by a L\'{e}vy process. There are two types of costs--the running costs and the inventory control costs. The running costs (also known as the holding/penalty costs) are incurred…
A nonovershooting finite-time control design for linear multi-input system is proposed by upgrading a linear (asymptotic) nonovershooting stabilizer to a homogeneous one. Robustness of the safety and stability properties is analyzed using…
This paper investigates the problem of controlling a linear system under possibly unbounded stochastic noise with unknown convex cost functions, known as an online control problem. In contrast to the existing work, which assumes the…
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…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
In this paper, we provide optimal solutions to two different (but related) input/output design problems involving large-scale linear dynamical systems, where the cost associated to each directly actuated/measured state variable can take…
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…
This paper is concerned with first- and second-order optimality conditions as well as the stability for non-smooth semilinear optimal control problems involving the $L^1$-norm of the control in the cost functional. In addition to the…
Infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domain with full boundary control and without internal damping are studied. This class of systems includes models of beams and waves as well as the transport…
Here an original idea is suggested to prove the existence of optimal control for some types of non- linear problems. The obtained results can be considered as individual existence theorems (in some sense).
Conventional power system optimization framework is becoming less reliable and efficient due to the stability issues brought by the ever-increasing inverter-interfaced renewable penetration. To ensure system stability during system…
We establish the existence of an optimal control for a general class of singular control problems with state constraints. The proof uses weak convergence arguments and a time rescaling technique. The existence of optimal controls for…
It is well known that stability is the most fundamental nature with regard to a control system, in view of this, the stabilization becomes an inevitable control problem. This article mainly discusses the optimal control and stabilization…
This work advances the maximum hands-off sparse control framework by developing a robust counterpart for constrained linear systems with parametric uncertainties. The resulting optimal control problem minimizes an $L^{0}$ objective subject…
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…
We consider the optimal control design problem for discrete-time LTI systems with state feedback, when the actuation signal is subject to unmeasurable switching propagation delays, due to e.g. the routing in a multi-hop communication…