Related papers: Pattern preservation in finite to infinite-horizon…
This paper addresses the inverse optimal control problem of finding the state weighting function that leads to a quadratic value function when the cost on the input is fixed to be quadratic. The paper focuses on a class of infinite horizon…
We study to what extent the detrimental impact of dissipation on quantum properties can be compensated by suitable coherent dynamics. To this end, we develop a general method to determine the control Hamiltonian that optimally counteracts a…
In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
This paper studies a finite horizon utility maximization problem on excessive consumption under a drawdown constraint. Our control problem is an extension of the one considered in Bahman et al. (2019) to the model with a finite horizon and…
We consider a class of exit--time control problems for nonlinear systems with a nonnegative vanishing Lagrangian. In general, the associated PDE may have multiple solutions, and known regularity and stability properties do not hold. In this…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile agents to minimize an uncertainty metric in a given mission space. For a single agent in a one-dimensional…
This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
We study closed-loop stability and suboptimality for MPC and infinite-horizon optimal control solved using a surrogate model that differs from the real plant. We employ a unified framework based on quadratic costs to analyze both finite-…
This paper considers receding horizon control of finite deterministic systems, which must satisfy a high level, rich specification expressed as a linear temporal logic formula. Under the assumption that time-varying rewards are associated…
We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…
We examine the minimization of a quadratic cost functional composed of the output and the final state of abstract infinite-dimensional evolution equations in view of existence of solutions and optimality conditions. While the initial value…
The theory of dissipativity has been primarily developed for controllable systems/behaviors. For various reasons, in the context of uncontrollable systems/behaviors, a more appropriate definition of dissipativity is in terms of the…
In this paper we provide optimal bounds for fully discrete approximations to finite horizon problems via dynamic programming. We adapt the error analysis in \cite{nos} for the infinite horizon case to the finite horizon case. We prove an a…
This work addresses an optimal control problem constrained by a degenerate kinetic equation of parabolic-hyperbolic type. Using a hypocoercivity framework we establish the well-posedness of the problem and demonstrate that the optimal…
A finite-horizon optimal estimation problem for discrete-time linear systems is formulated and solved. The formulation is a natural extension of that which yields a deadbeat observer. The resultant observer is the dual of the controller…
We propose an optimal control framework for persistent monitoring problems where the objective is to control the movement of mobile nodes to minimize an uncertainty metric in a given mission space. For multi agent in a one-dimensional…
This paper presents a new concept of controlled dissipativity as an extension of the standard dissipativity property to systems with parameter-varying storage functions under the framework of economic model predictive control (EMPC). Based…
The paper is considered with the dissipative theory and feedback control under the framework of dissipation with the supply rate is the inner product of input u and the derivation of output y for the linear/nonlinear time-invariant input…