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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…

最优化与控制 · 数学 2023-04-04 Mohamed Naveed Gul Mohamed , Raman Goyal , Suman Chakravorty

This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…

最优化与控制 · 数学 2026-02-17 Mohamed Naveed Gul Mohamed , Abhijeet , Aayushman Sharma , Raman Goyal , Suman Chakravorty

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

最优化与控制 · 数学 2020-08-25 Jianping Huang , Jiongmin Yong , Hua-Cheng Zhou

The minimization of energy-like cost functionals is addressed in the context of optimal control problems. For a general class of dynamical systems, with possibly unstable and nonlinear free dynamics, it is shown that a sequence of solutions…

最优化与控制 · 数学 2022-12-06 Sérgio S. Rodrigues

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…

最优化与控制 · 数学 2009-10-21 Marc Quincampoix , Jérôme Renault

In this work, we study the bilinear optimal stabilization of a non-homogeneous Fokker-Planck equation. We first study the problem of optimal control in a finite-time interval and then focus on the case of the infinite time horizon. We…

最优化与控制 · 数学 2022-06-07 K. Ammari , M. Ouzahra , S. Yahyaoui

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

最优化与控制 · 数学 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…

最优化与控制 · 数学 2026-02-17 Matteo Della Rossa , Thiago Alves Lima , Lorenzo Freddi

The stability analysis of model predictive control schemes without terminal constraints and/or costs has attracted considerable attention during the last years. We pursue a recently proposed approach which can be used to determine a…

最优化与控制 · 数学 2014-01-16 Philipp Braun , Jürgen Pannek , Karl Worthmann

This paper presents, using dynamical system theory, a framework for investigating the turnpike property in nonlinear optimal control. First, it is shown that a turnpike-like property appears in general dynamical systems with hyperbolic…

最优化与控制 · 数学 2021-02-10 Noboru Sakamoto , Enrique Zuazua

Infinite horizon open loop optimal control problems for semilinear parabolic equations are investigated. The controls are subject to a cost-functional which promotes sparsity in time. The focus is put on deriving first order optimality…

最优化与控制 · 数学 2021-12-14 Eduardo Casas , Karl Kunisch

This paper addresses an open problem in the area of linear quadratic optimal control. We consider the regular, infinite-horizon, stability-modulo-a-subspace, indefinite linear quadratic problem under the assumption that the dynamics are…

最优化与控制 · 数学 2019-05-03 Marijan Vukosavljev , Angela P. Schoellig , Mireille E. Broucke

We address the infinite-horizon minimum energy control problem for linear time-invariant finite-dimensional systems $(A, B)$. We show that the problem admits a solution if and only if $(A, B)$ is stabilizable and $A$ does not have imaginary…

最优化与控制 · 数学 2025-02-26 Mohamed-Ali Belabbas , Xudong Chen

In this paper, we study the necessary and sufficient conditions for ensuring the well-posedness of the stochastic singular systems. Moreover, we investigate the stochastic singular linear-quadratic control problems, considering both finite…

最优化与控制 · 数学 2024-09-04 Mengzhen Li , Tianyang Nie , Zhen Wu

We consider semilinear parabolic optimal control problems subject to Neumann boundary conditions, control constraints, and an infinite time horizon. The control constraints are pointwise in time, but they can be pointwise or integral in the…

最优化与控制 · 数学 2026-03-20 Eduardo Casas , Nicolai Jork

This paper is concerned with a time-inconsistent stochastic optimal control problem in an infinite time horizon with a non-degenerate diffusion in the state equation. A major assumption is that people become rational after a large time.…

最优化与控制 · 数学 2025-09-19 Qingmeng Wei , Jiongmin Yong

The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, where we assume that the noise enters the system when we…

最优化与控制 · 数学 2016-10-31 Elisa Mastrogiacomo

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…

最优化与控制 · 数学 2016-10-18 Jingrui Sun , Jiongmin Yong

In an infinite-horizon optimal control problem the stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.

最优化与控制 · 数学 2010-12-17 Dmitry Khlopin

This paper analyses the interplay between dissipativity and stability properties in continuous-time infinite-horizon Optimal Control Problems (OCPs). We establish several relations between these properties, which culminate in a set of…

系统与控制 · 电气工程与系统科学 2021-03-12 Timm Faulwasser , Christopher M. Kellett
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