相关论文: HJ inequalities involving Lie brackets and feedbac…

For a control system two major issues can be considered: the stabilizability with respect to a given target, and the minimization of an integral functional (while the trajectories reach this target). Here we consider a problem where…

For a given closed target we embed the dissipative relation that defines a control Lyapunov function in a more general differential inequality involving Hamiltonians built from iterated Lie brackets. The solutions of the resulting extended…

We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…

A new approach to feedback control design based on optimal control is proposed. Instead of expensive computations of the value function for different penalties on the states and inputs, we use a control Lyapunov function that amounts to be…

We study the problem of robust global stabilization in control-affine systems, focusing on dynamic uncertainties in the control directions \emph{and} the presence of topological obstructions that prevent the existence of smooth global…

Let a control system and a target be given on an open subset of an Euclidean space. The existence of a Control Lyapunov Function - namely a positive definite, semiconcave, solution of the Hamilton-Jacobi inequality corresponding to the…

This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…

We consider a control problem where the state must reach asymptotically a target while paying an integral payoff with a non-negative Lagrangian. The dynamics is just continuous, and no assumptions are made on the zero level set of the…

We study a discounted singular stochastic control problem driven by a general L\'evy process, where the objective is to minimize a cost functional composed of a running cost and a control cost that depends on the current state of the…

The paper deals with the extremum seeking problem for a class of cost functions depending only on a part of state variables of a control system. This problem is related to the concept of partial asymptotic stability and analyzed by…

Given a nonlinear control system, a target set, a nonnegative integral cost, and a continuous function $W$, we say that the system is globally asymptotically controllable to the target with W-regulated cost, whenever, starting from any…

A general bilinear optimal control problem subject to an infinite-dimensional state equation is considered. Polynomial approximations of the associated value function are derived around the steady state by repeated formal differentiation of…

We introduce High-Relative Degree Stochastic Control Lyapunov functions and Barrier Functions as a means to ensure asymptotic stability of the system and incorporate state dependent high relative degree safety constraints on a non-linear…

We study a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to…

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

This paper presents a control framework on Lie groups by designing the control objective in its Lie algebra. Control on Lie groups is challenging due to its nonlinear nature and difficulties in system parameterization. Existing methods to…

We study deterministic, discrete linear time-invariant systems with infinite-horizon discounted quadratic cost. It is well-known that standard stabilizability and detectability properties are not enough in general to conclude stability…

We prove optimality principles for semicontinuous bounded viscosity solutions of Hamilton-Jacobi-Bellman equations. In particular we provide a representation formula for viscosity supersolutions as value functions of suitable obstacle…

Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…

In this work, we introduce a novel gradient descent-based approach for optimizing control systems, leveraging a new representation of stable closed-loop dynamics as a function of two matrices i.e. the step size or direction matrix and value…