Related papers: Turnpike in optimal control and beyond: a survey
In this paper, we present performance estimates for stochastic economic MPC schemes with risk-averse cost formulations. For MPC algorithms with costs given by the expectation of stage cost evaluated in random variables, it was recently…
We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…
This paper presents a tutorial overview of path integral (PI) control approaches for stochastic optimal control and trajectory optimization. We concisely summarize the theoretical development of path integral control to compute a solution…
We introduce a notion of bounded variation solution for a new class of nonlinear control systems with ordinary and impulsive controls, in which the drift function depends not only on the state, but also on its past history, through a finite…
In this paper we propose a novel decision making architecture for Robust Model Predictive Path Integral control (RMPPI) and investigate its performance guarantees and applicability to off-road navigation. Key building blocks of the proposed…
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).
In this paper we aim to address two questions faced by a long-term investor with a power-type utility at high levels of wealth: one is whether the turnpike property still holds for a general utility that is not necessarily differentiable or…
Finding minimal time and establishing the structure of the corresponding optimal controls which can transfer a given initial state of a quantum system into a given target state is a key problem of quantum control. In this work, this problem…
We present turnpike-type results for the risk tolerance function in an incomplete market setting under time-monotone forward performance criteria. We show that, contrary to the classical case, the temporal and spatial limits do not…
Optimizing the energy efficiency of driving processes provides valuable insights into the underlying physics and is of crucial importance for numerous applications, from biological processes to the design of machines and robots. Knowledge…
A reflection of our ultimate understanding of a complex system is our ability to control its behavior. Typically, control has multiple prerequisites: It requires an accurate map of the network that governs the interactions between the…
This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the first time. It serves as the probability interpretation of…
The reliable and precise generation of quantum unitary transformations is essential to the realization of a number of fundamental objectives, such as quantum control and quantum information processing. Prior work has explored the optimal…
In the present work we deal with the existence of solutions for optimal control problems associated to transport equations. The behaviour of a population of individuals will be influenced by the presence of a population of control agents…
In optimal control theory, infimum gap means that there is a gap between the infimum values of a given minimum problem and an extended problem, obtained by enlarging the set of original solutions and controls. The gap phenomenon is somewhat…
Adaptive structures are equipped with sensors and actuators to actively counteract external loads such as wind. This can significantly reduce resource consumption and emissions during the life cycle compared to conventional structures. A…
This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…
We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal…
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal…
An optimal finite-time process drives a given initial distribution to a given final one in a given time at the lowest cost as quantified by total entropy production. We prove that for system with discrete states this optimal process…