Related papers: Time-Inconsistent Singular Control Problems with a…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
In this paper we provide conditions to ensure the existence, for $e>0$ sufficiently small, of periodic solutions of given period $T>0$ in a prescribed domain $U$ for a class of singularly perturbed first order differential systems. Here…
We study the problem of state transition on a finite time interval with minimal energy supply for linear port-Hamiltonian systems. While the cost functional of minimal energy supply is intrinsic to the port-Hamiltonian structure, the…
This paper introduces a novel control framework to address the satisfaction of multiple time-varying output constraints in uncertain high-order MIMO nonlinear control systems. Unlike existing methods, which often assume that the constraints…
Robustness guarantees are important properties to be looked for during control design. They ensure stability of closed-loop systems in face of uncertainties, unmodeled effects and bounded disturbances. While the theory on robust stability…
Tipping points characterize situations where a regulated system may experience a sudden and irreversible change and are generally associated with a random state of the system below which the change materializes. In this paper, we study a…
Recent work has led to the development of an elegant theory of Linearly Solvable Markov Decision Processes (LMDPs) and related Path-Integral Control Problems. Traditionally, MDPs have been formulated using stochastic policies and a control…
This article considers a discrete-time robust optimal control problem on matrix Lie groups. The underlying system is assumed to be perturbed by exogenous unmeasured bounded disturbances, and the control problem is posed as a min-max optimal…
Runtime Verification deals with the question of whether a run of a system adheres to its specification. This paper studies runtime verification in the presence of partial knowledge about the observed run, particularly where input values may…
In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…
We study a discrete-time financial market with a single constrained trader, competitive market makers, and noise traders. Within the class of linear equilibria, the equilibrium structure is shown to be uniquely determined by two state…
We consider a reflected process in the positive orthant driven by an exogenous jump process. For a given input process, we show that there exists a unique minimal strong solution to the given particle system up until a certain maximal…
This paper considers a time-inconsistent stopping problem in which the inconsistency arises from non-constant time preference rates. We show that the smooth pasting principle, the main approach that has been used to construct explicit…
This paper is concerned with a time-inconsistent recursive stochastic control problems where the forward state process is constrained through an additional recursive utility system. By adapting the Ekeland variational principle, necessary…
This letter addresses optimal controller design for periodic linear time-varying systems under unknown-but-bounded disturbances. We introduce differential Lyapunov-type equations to describe time-varying inescapable ellipsoids and define an…
This paper addresses the time-optimal control problem for a class of control systems which includes controlled mechanical systems with possible dissipation terms. The Lie algebras associated with such mechanical systems enjoy certain…
Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…
A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…
The conformance testing problem for dynamical systems asks, given two dynamical models (e.g., as Simulink diagrams), whether their behaviors are "close" to each other. In the semi-formal approach to conformance testing, the two systems are…
We consider the problem of damping a control system with delay described by first-order functional-differential equations on a temporal tree. The delay in the system is time-proportional and propagates through the internal vertices. The…