Related papers: On Infinite-horizon Minimum Energy Control
This paper presents a technique to drive the state of a constrained nonlinear system to a specified target state in finite time, when the system suffers a partial loss in control authority. Our technique builds on a recent method to control…
It has recently been shown that the minimum energy solution of the control problem for a linear system produces a control trajectory that is nonlocal. An issue then arises when the dynamics represents a linearization of the underlying…
In this paper we consider a class of linear time invariant systems with infinitely many unstable modes. By using the parameterization of all stabilizing controllers, we show that H-infinity controllers for such systems can be computed using…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
This paper is devoted to study boundary controllability of the Korteweg-de Vries equation posed on a finite interval, in which, because of the third-order character of the equation, three boundary conditions are required to secure the…
A solution to the suboptimal $H^\infty$-control problem is given for a class of hyperbolic partial differential equations (PDEs). The first result of this manuscript shows that the considered class of PDEs admits an equivalent…
This paper is concerned with a stochastic linear quadratic (LQ, for short) control problem with a recursive cost functional in an infinite horizon. A main difficult is well-posedness of the BSDE in $L^1$ and in infinite horizon. A notion of…
The challenging problems, in the field of control of chaos or of transition to chaos, lie in the domain of infinite-dimensional systems. Access to all variables being impossible in this case and the controlling action being limited to a few…
We present a theory of optimal control for McKean-Vlasov stochastic differential equations with infinite time horizon and discounted gain functional. We first establish the well-posedness of the state equation and of the associated control…
Standard formulations of prescribed worst-case disturbance energy-gain control policies for linear time-varying systems depend on all forward model data. In discrete time, this dependence arises through a backward Riccati recursion. This…
For time-inconsistent stochastic controls in discrete time and finite horizon, an open problem in Bj\"ork and Murgoci (Finance Stoch, 2014) is the existence of an equilibrium control. A nonrandomized Borel measurable Markov equilibrium…
This paper presents a novel approach to synthesize dual controllers for unknown linear time-invariant systems with the tasks of optimizing a quadratic cost while reducing the uncertainty. To this end, a synthesis problem is defined where…
Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…
We consider funnel control for linear infinite-dimensional systems that are impedance passive, meaning that they satisfy an energy balance in which the stored energy equals the squared norm of the state and the supplied power is the inner…
In this paper, we propose a novel framework for the synthesis of robust and optimal energy-aware controllers. The framework is based on energy timed automata, allowing for easy expression of timing constraints and variable energy rates. We…
In this paper, we study two subjects on internally controlled heat equations with time varying potentials: the attainable subspaces and the bang-bang property for some time optimal control problems. We present some equivalent…
We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…
An infinite-horizon optimal control problem with a free right endpoint is considered. In this paper we proved that Lyapunov stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.
We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…
This manuscript studies the Minkowski-Bellman equation, which is the Bellman equation arising from finite or infinite horizon optimal control of unconstrained linear discrete time systems with stage and terminal cost functions specified as…