相关论文: Integral and measure-turnpike properties for infin…

In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…

The paper establishes the exponential turnpike property for a class of mean-field stochastic linear-quadratic (LQ) optimal control problems with periodic coefficients. It first introduces the concepts of stability, stabilizability, and…

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

We present a novel particle filtering framework for continuous-time dynamical systems with continuous-time measurements. Our approach is based on the duality between estimation and optimal control, which allows reformulating the estimation…

We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to…

We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumption on the coefficients. The second assumption generalizes…

This paper is concerned with the distributed control and stabilization problems for linear discrete-time large scale systems with imposed constraints. The main contributions of this paper are: Firstly, by using the maximum principle…

Thermodynamic length is a metric distance between equilibrium thermodynamic states that asymptotically bounds the dissipation induced by a finite time transformation of a thermodynamic system. By means of thermodynamic length, we first…

A measure of quality of a control system is a quantitative extension of the classical binary notion of controllability. In this article we study the quality of linear control systems from a frame-theoretic perspective. We demonstrate that…

In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of integrals of functions with respect to the decision variables…

A counterexample to uniqueness of global minimizers of semilinear optimal control problems is given. The lack of uniqueness occurs for a special choice of the state-target in the cost functional. Our arguments show also that, for some…

Optimality principles in nonequilibrium transport networks are linked to a thermodynamic formalism based on generalized transport potentials endowed with Legendre duality and related contact structure. This allows quantifying the distance…

Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…

This paper investigates the optimal control of a bilinear damped wave equation over an infinite time horizon. We establish the well-posedness of the controlled system and derive uniform energy estimates. The existence of optimal controls is…

In this article we show that a large class of infinite measure preserving dynamical systems that do not admit physical measures nevertheless exhibit strong statistical properties. In particular, we give sufficient conditions for existence…

There exists a vast amount of literature how dissipativity properties can be exploited to design controllers for stability and performance guarantees for the closed loop. With the rising availability of data, there has therefore been an…

For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…

The duality between controllability and observability enables methods developed for full-state control to be applied to full-state estimation, and vice versa. In applications in which control or estimation of all state variables is…

We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our…

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…