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In this study, we propose a varying terminal time structure for the optimal control problem under state constraints, in which the terminal time follows the varying of the control via the constrained condition. Focusing on this new optimal…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…
In this paper we study optimal control problems governed by a semilinear elliptic equation. The equation is nonmonotone due to the presence of a convection term, despite the monotonocity of the nonlinear term. The resulting operator is…
A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…
The article proposes a method for optimizing the structure of the software and hardware complex of an automated control system for continuous technological processes for large industrial enterprises. General information is given on the…
An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…
The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…
We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…
The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with…
This note is addressed to giving a short introduction to control theory of stochastic systems, governed by stochastic differential equations in both finite and infinite dimensions. We will mainly explain the new phenomenon and difficulties…
We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…
This paper studies a stochastic optimal control problem with state constraint, where the state equation is described by a controlled stochastic evolution equation with jumps in Hilbert Space and the control domain is assumed to be convex.…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal…
Homotopy methods are attractive due to their capability of solving difficult optimisation and optimal control problems. The underlying idea is to construct a homotopy, which may be considered as a continuous (zero) curve between the…
In this paper we show that chordal structure can be used to devise efficient optimization methods for robust model predictive control problems. The chordal structure is used both for computing search directions efficiently as well as for…
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the…
Monotone systems constitute one of the most important classes of dynamical systems used in mathematical biology modeling. The objective of this paper is to extend the notion of monotonicity to systems with inputs and outputs, a necessary…