相关论文: The Pontryagin Maximum Principle for Nonlinear Inf…

For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…

In this paper we study reduction by symmetry for optimality conditions in optimal control problems of left-invariant affine multi-agent control systems, with partial symmetry breaking cost functions. Our approach emphasizes the role of…

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost…

We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it…

This paper addresses the problem of finite horizon constrained robust optimal control for nonlinear systems subject to norm-bounded disturbances. To this end, the underlying uncertain nonlinear system is decomposed based on a first-order…

We use the continuation and bifurcation package pde2path to numerically analyze infinite time horizon optimal control problems for parabolic systems of PDEs. The basic idea is a two step approach to the canonical systems, derived from…

We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…

We study a time minimization problem on the group of motions of a plane with admissible control in a half-disk. The considered control system describes a model of a car that can move forward on a plane and turn in place. Optimal…

Solving real-world optimal control problems are challenging tasks, as the complex, high-dimensional system dynamics are usually unrevealed to the decision maker. It is thus hard to find the optimal control actions numerically. To deal with…

Given a sequential learning algorithm and a target model, sequential machine teaching aims to find the shortest training sequence to drive the learning algorithm to the target model. We present the first principled way to find such shortest…

We consider the simplest optimal control problem with one nonregular mixed inequality constraint, i.e. when its gradient in the control can vanish on the zero surface. Using the Dubovitskii--Milyutin theorem on the approximate separation of…

We show that mean field optimal controls satisfy a first order optimality condition (at a.e. time) without any a priori requirement on their spatial regularity. This principle is obtained by a careful limit procedure of the Pontryagin…

In this work, we investigate the optimal control problem for continuous-time Markov decision processes with the random impact of the environment. We provide conditions to show the existence of optimal controls under finite-horizon criteria.…

We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a…

Model Predictive Control has emerged as a popular tool for robots to generate complex motions. However, the real-time requirement has limited the use of hard constraints and large preview horizons, which are necessary to ensure safety and…

Infinite-time nonlinear optimal regulation control is widely utilized in aerospace engineering as a systematic method for synthesizing stable controllers. However, conventional methods often rely on linearization hypothesis, while recent…

An optimal control problem with an infinite horizon quadratic cost functional for a linear system with a known additive disturbance is considered. The feature of this problem is that a weight matrix of the control cost in the cost…

We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of control actions is convex. Particular attention is paid to…

In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimality based on the dual variables stochastic described by BSDEs…