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We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
A general setup for deterministic system identification problems on graphs with Dirichlet and Neumann boundary conditions is introduced. When control nodes are available along the boundary, we apply a discretize-then-optimize method to…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…
A classical optimal control problem posed in the whole space R^2 is perturbed by a singular term of magnitude $\epsilon$^{-1} aimed at driving the trajectories to a prescribed network $\Gamma$. We are interested in the link between the…
The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…
We study a property of dynamic optimization (DO) problems (as those encountered in model predictive control and moving horizon estimation) that is known as exponential decay of sensitivity (EDS). This property indicates that the sensitivity…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…
This work addresses fundamental issues related to the structure and conditioning of linear time-delayed models of non-linear dynamics on an attractor. While this approach has been well-studied in the asymptotic sense (e.g. for infinite…
We analyze the nonlinear optics of quasi one-dimensional quantum graphs and manipulate their topology and geometry to generate for the first time nonlinearities in a simple system approaching the fundamental limits of the first and second…
We study a class of infinite-dimensional singular stochastic control problems with applications in economic theory and finance. The control process linearly affects an abstract evolution equation on a suitable partially-ordered…
Contemporary technological challenges often involve many degrees of freedom in a distributed or networked setting. Three aspects are notable: the variables are usually associated with the nodes of a graph with limited communication…
In this paper we use an affine connection formulation to study an optimal control problem for a class of nonholonomic, under-actuated mechanical systems. In particular, we aim at minimizing the norm-squared of the control input to move the…
This paper presents conditions for establishing topological controllability in undirected networks of diffusively coupled agents. Specifically, controllability is considered based on the signs of the edges (negative, positive or zero). Our…
This paper derives an optimal control strategy for a simple stochastic dynamical system with constant drift and an additive control input. Motivated by the example of a physical system with an unexpected change in its dynamics, we take the…
We present a set-oriented graph-based computational framework for continuous-time optimal transport over nonlinear dynamical systems. We recover provably optimal control laws for steering a given initial distribution in phase space to a…
An interfacial approximation of the streamer stage in the evolution of sparks and lightning can be written as a Laplacian growth model regularized by a `kinetic undercooling' boundary condition. We study the linear stability of uniformly…
The spectral properties of disordered fully-connected graphs with a special type of the node-node interactions are investigated. The approximate analytical expression for the ensemble-averaged spectral density for the Hamiltonian defined on…
A faithful description of the state of a complex dynamical network would require, in principle, the measurement of all its $d$ variables, an infeasible task for systems with practical limited access and composed of many nodes with high…
A discrete time stochastic feedback control system with a noisy communication channel between the sensor and the controller is considered. The sensor has limited memory. At each time, the sensor transmits encoded symbol over the channel and…