相关论文: Infinite Horizon Optimal Impulsive Control Theory …
The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…
We study the infinite horizon optimal control problem for N-network queueing systems, which consist of two customer classes and two server pools, under average (ergodic) criteria in the Halfin-Whitt regime. We consider three control…
An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…
Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…
The article poses a general model for optimal control subject to information constraints, motivated in part by recent work of Sims and others on information-constrained decision-making by economic agents. In the average-cost optimal control…
This paper presents an inverse optimal control methodology and its application to training a predictive model of human motor control from a manipulation task. It introduces a convex formulation for learning both objective function and…
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…
We study a class of infinite horizon impulse control problems with execution delay when the dynamics of the system is described by a general adapted stochastic process. The problem is solved by means of probabilistic tools relying on the…
This article is a continuation of a previous work where we studied infinite horizon control problems for which the dynamic, running cost and control space may be different in two half-spaces of some euclidian space $\R^N$. In this article…
This work considers infinite-horizon optimal control of positive linear systems applied to the case of network routing problems. We demonstrate the equivalence between Stochastic Shortest Path (SSP) problems and optimal control of a certain…
In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
This study investigates the infinite-horizon optimal control problem for switched Boolean control networks with an average-cost criterion. A primary challenge of this problem is the prohibitively high computational cost when dealing with…
The solution to the infinite horizon optimal control problem for linear distributed time-delay systems is presented. The proposal is based on the use of the Cauchy solution for distributed time-delay systems. In contrast with previous…
We describe an algorithm to solve Bellman optimization that replaces a sum over paths determining the optimal cost-to-go by an analytic method localized in state space. Our approach follows from the established relation between stochastic…
In this paper we consider long-run risk sensitive average cost impulse control applied to a continuous-time Feller-Markov process. Using the probabilistic approach, we show how to get a solution to a suitable continuous-time Bellman…
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the…
We consider a finite-horizon linear-quadratic optimal control problem where only a limited number of control messages are allowed for sending from the controller to the actuator. To restrict the number of control actions computed and…
Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is…
In this paper, we consider the problem of computing parameters of an objective function for a discrete-time optimal control problem from state and control trajectories with active control constraints. We propose a novel method of inverse…