Related papers: General Optimal Stopping without Time Consistency
Taming chaos arising from dissipative non-autonomous nonlinear systems by applying additional harmonic excitations is a reliable and widely used procedure nowadays. But the suppressory effectiveness of generic non-harmonic periodic…
In this paper, we present a novel Newton-based extremum seeking controller for the solution of multivariable model-free optimization problems in static maps. Unlike existing asymptotic and fixed-time results in the literature, we present a…
We consider the model reduction problem for linear time-invariant dynamical systems having nonzero (but otherwise indeterminate) initial conditions. Building upon the observation that the full system response is decomposable as a…
We consider a class of discretionary stopping problems within the $G$-framework. We first establish the well-definedness of the stopping problem under the $G$-expectation, by showing the quasi-continuity of the stopped process. We then…
In this paper, we study the optimal control problem for steering the state covariance of a discrete-time linear stochastic system over a finite time horizon. First, we establish the existence and uniqueness of the optimal control law for a…
This paper focuses on optimal mismatched disturbance rejection control for linear continuoustime uncontrollable systems. Different from previous studies, by introducing a new quadratic performance index to transform the mismatched…
We develop a rigorous framework for global non-convex optimization by reformulating the minimization problem as a discounted infinite-horizon optimal control problem. For non-convex, continuous, and possibly non-smooth objective functions…
We provide explicit conditions for uniform stability, global asymptotic stability and uniform exponential stability for dynamic equations with a single delay and a nonnegative coefficient. Some examples on nonstandard time scales are also…
A class of abstract nonlinear time-periodic evolution problems is considered which arise in electrical engineering and other scientific disciplines. An efficient solver is proposed for the systems arising after discretization in time based…
Stability of the zero solution plays an important role in the investigation of positive systems. In this note, we revisit the $\mu$-stability of positive nonlinear systems with unbounded time-varying delays. The system is modelled by…
Most of the real-time implementations of the stabilizing optimal control actions suffer from the necessity to provide high computational effort. This paper presents a cutting-edge approach for real-time evaluation of linear-quadratic model…
For given non-consistent initial conditions, we study the stability of a class of generalised linear systems of difference equations with constant coefficients and taking into account that the leading coefficient can be a singular matrix.…
In this paper, we investigate an interesting and important stopping problem mixed with stochastic controls and a \textit{nonsmooth} utility over a finite time horizon. The paper aims to develop new methodologies, which are significantly…
A common problem to all applications of linear finite dynamical systems is analyzing the dynamics without enumerating every possible state transition. Of particular interest is the long term dynamical behaviour. In this paper, we study the…
This paper deals with the finite-time stabilization of a class of nonlinear infinite-dimensional systems. First, we consider a bounded matched perturbation in its linear form. It is shown that by using a set-valued function, both the…
This paper provides necessary conditions of optimality for optimal control problems with time delays in both state and control variables. Different versions of the necessary conditions cover fixed end-time problems and, under additional…
We consider the problem of designing a feedback controller for a multivariable linear time-invariant system which regulates an arbitrary system output to the solution of an equality-constrained convex optimization problem despite unknown…
An iterative scheme for solving ill-posed nonlinear operator equations with monotone operators is introduced and studied in this paper. A Dynamical Systems Method (DSM) algorithm for stable solution of ill-posed operator equations with…
In this paper we consider stopping problems with partial observation under a general risk-sensitive optimization criterion for problems with finite and infinite time horizon. Our aim is to maximize the certainty equivalent of the stopping…
Research of delayed neural networks with variable self-inhibitions, inter-connection weights, and inputs is an important issue. %In the real world, self-inhibitions, %inter-connection weights, and inputs should vary through time. In In this…