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In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…
In this paper we formulate a risk-sensitive optimal control problem for continuously monitored open quantum systems modelled by quantum Langevin equations. The optimal controller is expressed in terms of a modified conditional state, which…
In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…
We consider a stochastic optimal exit time feedback control problem. The Bellman equation is solved approximatively via the Policy Iteration algorithm on a polynomial ansatz space by a sequence of linear equations. As high degree…
Problem of damping of an arbitrary number of linear oscillators under common bounded control is considered. We are looking for a feedback control steering the system to the equilibrium. The obtained control is asymptotically optimal: the…
Optimal control of switched systems is challenging due to the discrete nature of the switching control input. The embedding-based approach addresses this challenge by solving a corresponding relaxed optimal control problem with only…
In this two-part paper, we identify a broad class of decentralized output-feedback LQG systems for which the optimal control strategies have a simple intuitive estimation structure and can be computed efficiently. Roughly, we consider the…
In this paper, we consider integral linear constraints and the dissipation inequality with linear supply rates for certain sets of trajectories confined pointwise in time to a convex cone which belongs to a finite-dimensional normed vector…
We present variational theory for optimal control over a finite time interval in quantum systems with relaxation. The corresponding Euler-Lagrange equations determining the optimal control field are derived. In our theory the optimal…
Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
A recent approach to the control of underactuated systems is to look for control laws which will induce some specified structure on the closed loop system. This basic idea is used in several papers already. In this paper, we will describe…
This short note shows how to solve optimal control problems using second order sensitivity analysis
In this article, we consider a fundamental decentralized optimal control problem, which we call the two-player problem. Two subsystems are interconnected in a nested information pattern, and output feedback controllers must be designed for…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
In this work, we present composite Bernstein polynomials as a direct collocation method for approximating optimal control problems. An analysis of the convergence properties of composite Bernstein polynomials is provided, and beneficial…
In this paper, we propose a Transformer-based framework for approximating solutions to infinite-dimensional optimization problems: calculus of variations problems and optimal control problems. Our approach leverages offline training on data…
In optimal control problems, there exist different kinds of extremals, that is, curves candidates to be solution: abnormal, normal and strictly abnormal. The key point for this classification is how those extremals depend on the cost…
This paper addresses two related problems in optimal control. The first investigation consists of compatibility issues between two classical approaches to deriving necessary conditions for optimal control problems with a final target: the…
This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…