Related papers: Pattern-preserving optimal control problems with i…
In this paper, we consider the application of optimal periodic control sequences to switched dynamical systems. The control sequence is obtained using a finite-horizon optimal method based on dynamic programming. We then consider Euler…
This work concentrates on a class of optimal control problems for semilinear parabolic equations subject to control constraint of the form $\|u(t)\|_{L^1(\Omega)} \le \gamma$ for $t \in (0,T)$. This limits the total control that can be…
The core of the Model Predictive Control (MPC) method in every step of the algorithm consists in solving a time-dependent optimization problem on the prediction horizon of the MPC algorithm, and then to apply a portion of the optimal…
In the paper we consider the infinite horizon control problems on the interval with free right-hand endpoint. We obtain the necessary conditions of strict optimality. The method of the proof actually follows the classic paper by Halkin, and…
In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…
This paper considers the portfolio management problem of optimal investment, consumption and life insurance. We are concerned with time inconsistency of optimal strategies. Natural assumptions, like different discount rates for consumption…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
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…
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…
We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…
The paper is concerned with a family of geometric evolution problems, modeling the spatial control of an invasive population within a region $V\subset \R^2$ bounded by geographical barriers. If no control is applied, the contaminated set…
This paper deals with the development and analysis of novel time-optimal point-to-point model predictive control concepts for nonlinear systems. Recent approaches in the literature apply a time transformation, however, which do not maintain…
In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…
In this note, we develop the first-order theory of optimal control problems with box constraints on the control. We emphasize the precise modification of Pontryagin's maximum principle when the admissible control set is compact, the…
Inspired by recent work of P.-L. Lions on conditional optimal control, we introduce a problem of optimal stopping under bounded rationality: the objective is the expected payoff at the time of stopping, conditioned on another event. For…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
The continuous-time analysis of existing iterative algorithms for optimization has a long history. This work proposes a novel continuous-time control-theoretic framework for equality-constrained optimization. The key idea is to design a…
It is shown that a switching control involving a finite number of Dirac delta actuators is able to steer the state of a general class of nonautonomous parabolic equations to zero as time increases to infinity. The strategy is based on a…
We consider a simple control problem in which the underlying dynamics depend on a parameter that is unknown and must be learned. We exhibit a control strategy which is optimal to within a multiplicative constant. While most authors find…