Related papers: Tutorial Problems for Nonsmooth Dynamics and Optim…
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…
In this study, we develop a stochastic optimal control approach with reinforcement learning structure to learn the unknown parameters appeared in the drift and diffusion terms of the stochastic differential equation. By choosing an…
Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…
We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…
In this paper, we investigate an interesting and important stopping problem mixed with stochastic controls and a \textit{nonsmooth} utility over a finite time horizon. The paper aims to develop new methodologies, which are significantly…
Effective bipedal locomotion in dynamic environments, such as cluttered indoor spaces or uneven terrain, requires agile and adaptive movement in all directions. This necessitates omnidirectional terrain sensing and a controller capable of…
Optimal control (OC) algorithms such as Differential Dynamic Programming (DDP) take advantage of the derivatives of the dynamics to efficiently control physical systems. Yet, in the presence of nonsmooth dynamical systems, such class of…
Today's robotic quadruped systems can robustly walk over a diverse range of rough but continuous terrains, where the terrain elevation varies gradually. Locomotion on discontinuous terrains, such as those with gaps or obstacles, presents a…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…
In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…
We consider the problem of designing control laws for stochastic jump linear systems where the disturbances are drawn randomly from a finite sample space according to an unknown distribution, which is estimated from a finite sample of…
We study a problem of utility maximization under model uncertainty with information including jumps. We prove first that the value process of the robust stochastic control problem is described by the solution of a quadratic-exponential…
The realization of efficient micro-machines built from active matter requires precise thermodynamic control far from equilibrium. Despite theoretical progress, the focus on single-parameter driving, coupled with strict theoretical…
This paper focuses on the analysis of an optimal control problem governed by a nonsmooth quasilinear partial differential equation that models a stationary incompressible shear-thickening fluid. We start by studying the directional…
This paper presents the comparison of two non-linear model-based control strategies for autonomous cars. A control oriented model of vehicle based on a bicycle model is used. The two control strategies use a model reference approach. Using…
This paper presents a novel synthesis method for designing an optimal and robust guidance law for a non-throttleable upper stage of a launch vehicle, using a convex approach. In the unperturbed scenario, a combination of lossless and…
When interacting with highly dynamic environments, scene flow allows autonomous systems to reason about the non-rigid motion of multiple independent objects. This is of particular interest in the field of autonomous driving, in which many…
In this paper, the study of nonsmooth optimal control problems (P) involving a controlled sweeping process with three main characteristics is launched. First, the sweeping sets are nonsmooth, time-dependent, and uniformly prox-regular.…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…